Fraud detection in the banking sector : a multi-agent approach

Fraud is an increasing phenomenon as shown in many surveys carried out by leading international consulting companies in the last years. Despite the evolution of electronic payments and hacking techniques there is still a strong human component in fraud schemes. Conflict of interest in particular is the main contributing factor to the success of internal fraud. In such cases anomaly detection tools are not always the best instruments, since the fraud schemes are based on faking documents in a context dominated by lack of controls, and the perpetrators are those ones who should control possible irregularities. In the banking sector audit team experts can count only on their experience, whistle blowing and the reports sent by their inspectors. The Fraud Interactive Decision Expert System (FIDES), which is the core of this research, is a multi-agent system built to support auditors in evaluating suspicious behaviours and to speed up the evaluation process in order to detect or prevent fraud schemes. The system combines Think-map, Delphi method and Attack trees and it has been built around audit team experts and their needs. The output of FIDES is an attack tree, a tree-based diagram to ”systematically categorize the different ways in which a system can be attacked”. Once the attack tree is built, auditors can choose the path they perceive as more suitable and decide whether or not to start the investigation. The system is meant for use in the future to retrieve old cases in order to match them with new ones and find similarities. The retrieving features of the system will be useful to simplify the risk management phase, since similar countermeasures adopted for past cases might be useful for present ones. Even though FIDES has been built with the banking sector in mind, it can be applied in all those organisations, like insurance companies or public organizations, where anti-fraud activity is based on a central anti-fraud unit and a reporting system.

Development of a measuring-control system for energy monitoring in low power

In this thesis a control system for an intelligent low voltage energy grid is presented, focusing on the control system created by using a multi-agent approach which makes it versatile and easy to expand according to the future needs. The control system is capable of forecasting the future energy consumption and decisions making on its own without human interaction when countering problems. The control system is a part of the St. Petersburg State Polytechnic University’s smart grid project that aims to create a smart grid for the university’s own use. The concept of the smart grid is interesting also for the consumers as it brings new possibilities to control own energy consumption and to save money. Smart grids makes it possible to monitor the energy consumption in real-time and to change own habits to save money. The intelligent grid also brings possibilities to integrate the renewable energy sources to the global or the local energy production much better than the current systems. Consumers can also sell their extra power to the global grid if they want.

Optimizing last mile delivery using public transport with multiagent based control

The majority of research work carried out in the field of Operations-Research uses methods and algorithms to optimize the pick-up and delivery problem. Most studies aim to solve the vehicle routing problem, to accommodate optimum delivery orders, vehicles etc. This paper focuses on green logistics approach, where existing Public Transport infrastructure capability of a city is used for the delivery of small and medium sized packaged goods thus, helping improve the situation of urban congestion and greenhouse gas emissions reduction. It carried out a study to investigate the feasibility of the proposed multi-agent based simulation model, for efficiency of cost, time and energy consumption. Multimodal Dijkstra Shortest Path algorithm and Nested Monte Carlo Search have been employed for a two-phase algorithmic approach used for generation of time based cost matrix. The quality of the tour is dependent on the efficiency of the search algorithm implemented for plan generation and route planning. The results reveal a definite advantage of using Public Transportation over existing delivery approaches in terms of energy efficiency.

Sähkökäytön valintaperiaatteet ja monimoottorikäytöt malmin laaduntasauksessa

Sähkökäytön valintaan vaikuttavat useat eri tekijät. Sähkökäytön valinnan perusteena voidaan käyttää tietoa prosessin tai toimilaitteen fysikaalisesta käyttäytymisestä. Valinnan perusteena voi olla myös riittävän suorituskyvyn tarve prosessissa. Tässä työssä tutustutaan sähkökäytön valintaan vaikuttaviin tekijöihinja sähkökäytön mitoitukseen. Työssä on keskitytty yleisempien pienjännitemoottorityyppien ja niiden säätöjen käsittelyyn. Useissa prosesseissa vaaditaan monen moottorin käyttöä saman kuorman liikuttamisessa. Monimoottorikäyttöjen ohjauksen tuntemus auttaa ongelmatilanteiden ratkaisussa ja antaa perusteet monimoottorikäytön valinnalle. Tässä työssä käsitellään monimoottorikäyttöjen pyörimisnopeuserojen ja vääntömomenttien epätasaisuuteen liittyviä ongelmia.

Design and Comparison оf Mixed Hinf/H2 Controller fоr АMB System

This master’s thesis is focused on the active magnetic bearings control, specifically the robust control. As carrying out of such kind of control used mixed H2/Hinf controller. So the goal of this work is to design it using Robust Control Toolbox™ in MATLAB and compare it performance and robustness with Hinf robust controller characteristics. But only one degree-of-freedom controller considered.

Field Sales Management Control: Towards a Multi-Level Theory

The purpose of this dissertation is to increase the understanding and knowledge of field sales management control systems (i.e. sales managers monitoring, directing, evaluating and rewarding activities) and their potential consequences on salespeople. This topic is important because research conducted in the past has indicated that the choice of control system type can on the other hand have desirable consequences, such as high levels of motivation and performance, and on the other hand leadto harmful unintended consequences, such as opportunistic or unethical behaviors. Despite the fact that marketing and sales management control systems have been under rigorous research for over two decades, it still is at a very early stage of development, and several inconsistencies can be found in the research results. This dissertation argues that these inconsistencies are mainly derived from misspecification of the level of analysis in the past research. These different levels of analysis (i.e. strategic, tactical, and operational levels) involve very different decision-making situations regarding the control and motivation of sales force, which should be taken into consideration when conceptualizing the control. Moreover, the study of salesperson consequences of a field sales management control system is actually a cross-level phenomenon, which means that at least two levels of analysis are simultaneously involved. The results of this dissertation confirm the need to re-conceptualize the field sales management control system concept. It provides empirical evidence for the assertion that control should be conceptualized with more details atthe tactical/operational level of analysis than at the strategic levelof analysis. Moreover, the results show that some controls are more efficiently communicated to field salespeople than others. It is proposed that this difference is due to different purposes of control; some controls aredesigned for influencing salespersons' behavior (aim at motivating) whereas some controls are designed to aid decision-making (aim at providing information). According to the empirical results of this dissertation, the both types of controls have an impact to the sales force, but this impactis not as strong as expected. The results obtained in this dissertation shed some light to the nature of field sales management control systems, and their consequences on salespeopl

Control of multi-actuator system by an electrically driven hydraulic pump-motor

The awareness and concern of our environment together with legislation have set more and more tightening demands for energy efficiency of non-road mobile machinery (NRMM). Integrated electro-hydraulic energy converter (IEHEC) has been developed in Lappeenranta University of Technology (LUT). The elimination of resistance flow, and the recuperation of energy makes it very efficient alternative. The difficulties of IEHEC machine to step to the market has been the requirement of one IEHEC machine per one actuator. The idea is to switch IEHEC between two actuators of log crane using fast on/off valves. The control system architecture is introduced. The system has been simulated in co-simulation using two different software. The simulated responses of pump-controlled system is compared to the responses of the conventional valve-controlled system.

The Control of the Edge Shrinkage in Board

Tämän diplomityön tavoitteena oli löytää prosessiparametrejä nestepakkauskartongin reuna-alueiden kuivatuskutistuman hallintaan ja saada tuotteen reuna-alueiden sileystaso paremmaksi. Tarkoituksena oli parantaa reuna-alueiden painettavuusominaisuuksia sekä saada koneen poikkisuunnassa laadultaan parempi tuote. Työn kirjallisuusosassa on tarkasteltu työn kannalta nestepakkauskartongin kriittisimpiä ominaisuuksia, sileyttä ja jäykkyyttä. Lisäksi kirjallisuusosassa on tarkasteltu kuitujen ominaisuuksia, sylinterikuivatusta ja kuivatuskutistumaa. Kokeellisessa osassa on etsitty esitutkimuksella prosessiparametrejä, jotka ovat aiheuttaneet poikkisuunnan sileyserojen kasvun kartonkikoneen investoinnin jälkeen. Suoria korrelaatioita prosessiparametrien ja kuivatuskutistuman välille ei löydetty. Kokeellisen osan tehdasmittakaavaisissa koeajoissa tutkittiin kahdeksan eri parametrin vaikutusta kuivatuskutistumaan, jotka perustuivat kirjallisuuteen. Tutkituista parametreistä huulisuihkun iskukulman muutoksella sekä konesuuntaisella kuivatusprofiililla ei ollut vaikutusta kuivatuskutistumaan. Runkokerroksen mäntysellun korvaaminen koivusellulla vähensi kuivatuskutistumaa ja lisäsi sileyttä, mutta tuotteen palstautumislujuus ei tällöin ollut riittävä. Retentiokemikaalien reseptimuutoksilla pinta- ja taustakerroksen välillä, kuivatusosan nollatason laskulla ja perälaatikkosakeuksien pienentämisellä oli vähän vaikutusta kuivatuskutistumaan. Vaikutus reuna-alueiden sileyteen oli kuitenkin vähemmän kuin 10 %. Diplomityön perusteella kuivatusosan nopeuseroilla ja kuivatusviirojen kireyksillä oli suurin vaikutusta kuivatuskutistumaan ja reuna-alueiden sileystasoon. Lisäämällä nopeuseroja ja kiristämällä kuivatusviiroja reuna-alueiden sileyttä pystyttiin parantamaan yli 20 %.

Agent-augmented process automation system in a panel board factory

Kiristyvä kansainvälinen kilpailu pakottaa automaatiojärjestelmien valmistajat ottamaan käyttöön uusia menetelmiä, joiden avulla järjestelmien suorituskykyä ja joustavuutta saadaan parannettua. Agenttiteknologiaa on esitetty käytettäväksi olemassa olevien automaatiojärjestelmien kanssa vastaamaan automaatiolle asetettaviin uusiin haasteisiin. Agentit ovat itsenäisiä yhteisöllisiä toimijoita, jotka suorittavat niille ennalta määrättyjä tehtäviä. Ne tarjoavat yhtenäisen kehyksen kehittyneiden toimintojen toteutukselle. Agenttiteknologian avulla automaatiojärjestelmä saadaan toimimaan joustavasti ja vikasietoisesti. Tässä työssä selostetaan agenttiteknologian ajatuksia ja käsitteitä. Lisäksi selvitetään sen soveltuvuutta monimutkaisten ohjausjärjestelmien kehittämiseen ja etsitään käyttökohteita sen soveltamiselle levytehtaassa. Työssä käsitellään myös aatteita, jotka ovat johtaneet agenttiteknologian käyttöön automaatiojärjestelmissä, sekä selostetaan agenttiavusteisen esimerkkisovelluksen rakenne ja testitulokset. Tutkimuksen tuloksena löydettiin useita kohteita agenttiteknologian käytölle levytehtaassa. Esimerkkisovellus osoittaa sen sopivan hyvin kehittyneiden toimintojen toteutukseen automaatiojärjestelmissä.

Generalized Differential Evolution for Global Multi-Objective Optimization with Constraints

The objective of this thesis work is to develop and study the Differential Evolution Algorithm for multi-objective optimization with constraints. Differential Evolution is an evolutionary algorithm that has gained in popularity because of its simplicity and good observed performance. Multi-objective evolutionary algorithms have become popular since they are able to produce a set of compromise solutions during the search process to approximate the Pareto-optimal front. The starting point for this thesis was an idea how Differential Evolution, with simple changes, could be extended for optimization with multiple constraints and objectives. This approach is implemented, experimentally studied, and further developed in the work. Development and study concentrates on the multi-objective optimization aspect. The main outcomes of the work are versions of a method called Generalized Differential Evolution. The versions aim to improve the performance of the method in multi-objective optimization. A diversity preservation technique that is effective and efficient compared to previous diversity preservation techniques is developed. The thesis also studies the influence of control parameters of Differential Evolution in multi-objective optimization. Proposals for initial control parameter value selection are given. Overall, the work contributes to the diversity preservation of solutions in multi-objective optimization.

Multi-axis solutions in packaging machines in Europe

The objective of this thesis was to examine the potential of multi-axis solutions in packaging machines produced in Europe. The definition of a multi-axis solution in this study is a construction that uses a common DC bus power supply for different amplifiers running the axes and the intelligence is centralized into one unit. The cost structure of a packaging machine was gained from an automation research, which divided the machines according to automation categories. The automation categories were then further divided into different sub-components by evaluating the ratio of multi-axis solutions compared to other automation components in packaging machines. A global motion control study was used for further information. With the help of the ratio, an estimation of the potential of multi-axis solutions in each country and packaging machine sector was completed. In addition to the research, a specific questionnaire was sent to five companies to gain information about the present situation and possible trends in packaging machinery. The greatest potential markets are in Germany and Italy, which are also the largest producers of packaging machinery in Europe. The greatest growth in the next few years will be seen in Turkey where the annual growth rate equals the general machinery production rate in Asia. The greatest market potential of the Nordic countries is found in Sweden in 35th position on the list. According to the interviews, motion control products in packaging machines will retain their current power levels, as well as the number of axes in the future. Integrated machine safety features together with a universal programming language are the desired attributes of the future. Unlike generally in industry, the energy saving objectives are and will remain insignificant in the packaging industry.

Virtual technology and haptic interface solutions for design and control of mobile working machines

Commercially available haptic interfaces are usable for many purposes. However, as generic devices they are not the most suitable for the control of heavy duty mobile working machines like mining machines, container handling equipment and excavators. Alternative mechanical constructions for a haptic controller are presented and analysed. A virtual reality environment (VRE) was built to test the proposed haptic controller mechanisms. Verification of an electric motor emulating a hydraulic pump in the electro-hydraulic system of a mobile working machine is carried out. A real-time simulator using multi-body-dynamics based software with hardware-in-loop (HIL) setup was used for the tests. Recommendations for further development of a haptic controller and emulator electric motor are given.

Oxalic acid and calcium oxalate in production of wood-containing paper : formation, analysis, and control

Papperstillverkningen störs ofta av oönskade föreningar som kan bilda avsättningar på processytor, vilket i sin tur kan ge upphov till störningar i pappersproduktionen samt försämring av papperskvaliteten. Förutom avsättningar av vedharts är stenliknande avlagringar av svårlösliga salter vanliga. I vårt dagliga liv är kalkavlagringar i kaffe- och vattenkokare exempel på liknande problem. I massa- och pappersindustrin är en av de mest problematiska föreningarna kalciumoxalat; detta salt är nästan olösligt i vatten och avlagringarna är mycket svåra att avlägsna. Kalciumoxalat är också känt som en av orsakerna till njurstenar hos människor. Veden och speciellt barken innehåller alltid en viss mängd oxalat men en större källa är oxalsyra som bildas när massan bleks med oxiderande kemikalier, t.ex. väteperoxid. Kalciumoxalat bildas när oxalsyran reagerar med kalcium som kommer in i processen med råvattnet, veden eller olika tillsatsmedel. I denna avhandling undersöktes faktorer som påverkar bildningen av oxalsyra och utfällningen av kalciumoxalat, med hjälp av bleknings- och utfällningsexperiment. Forskningens fokus låg speciellt på olika sätt att förebygga uppkomsten av avlagringar vid tillverkning av trähaltigt papper. Resultaten i denna avhandling visar att bildningen av oxalsyra samt utfällning av kalciumoxalat kan påverkas genom processtekniska och våtändskemiska metoder. Noggrann avbarkning av veden, kontrollerade förhållanden under den alkaliska peroxidblekningen, noggrann hantering och kontroll av andra lösta och kolloidala substanser, samt utnyttjande av skräddarsydd kemi för kontroll av avlagringar är nyckelfaktorer. Resultaten kan utnyttjas då man planerar blekningssekvenser för olika massor samt för att lösa problem orsakade av kalciumoxalat. Forskningsmetoderna som användes i utfällningsstudierna samt för utvärdering av tillsatsmedel kan också utnyttjas inom andra områden, t.ex. bryggeri- och sockerindustrin, där kalciumoxalatproblem är vanligt förekommande. -------------------------------------------- Paperinvalmistusta häiritsevät usein erilaiset epäpuhtaudet, jotka kiinnittyvät prosessipinnoille ja haittaavat tuotantoa sekä paperin laatua. Puun pihkan lisäksi eräs yleinen ongelma on niukkaliukoisten suolojen aiheuttamat kivettymät. Kalkkisaostuma kahvinkeittimessä on esimerkki vastaavasta ongelmasta arkielämässä. Massa- ja paperiteollisuudessa yksi hankalimmista kivettymien muodostajista on kalsiumoksalaatti, koska se on lähes liukenematonta ja sen aiheuttamat saostumat ovat erittäin vaikeasti poistettavia. Kalsiumoksalaatti on yleisesti tunnettu myös munuaiskivien aiheuttajana ihmisillä. Puu ja varsinkin sen kuori sisältää aina jonkin verran oksalaattia, mutta suurempi lähde on kuitenkin oksaalihappo jota muodostuu valkaistaessa massaa hapettavilla kemikaaleilla, kuten vetyperoksidilla. Kalsiumoksalaattia syntyy kun veden, puun ja lisäaineiden mukana prosessiin tuleva kalsium reagoi oksalaatin kanssa. Tässä väitöskirjatyössä tutkittiin oksaalihapon muodostumiseen ja kalsiumoksalaatin saostumiseen vaikuttavia tekijöitä valkaisu- ja saostumiskokeiden avulla. Tutkimuksen painopiste oli saostumien ehkäisemisessä puupitoisten painopaperien valmistuksessa. Työssä saadut tulokset osoittavat että oksaalihapon muodostumiseen ja kalsiumoksalaatin saostumiseen voidaan vaikuttaa sekä prosessiteknisten että märänpään kemian keinojen avulla. Tehokas puun kuorinta, optimoidut olosuhteet peroksidivalkaisussa, muiden liuenneiden ja kolloidisten aineiden hallinta sekä räätälöidyn kemian hyödyntäminen kalsiumoksalaattisaostumien torjunnassa ovat keskeisissä rooleissa ongelmien välttämiseksi. Väitöskirjatyön tuloksia voidaan hyödyntää massan valkaisulinjoja suunniteltaessa sekä kalsiumoksalaatin aiheuttamien ongelmien ratkaisemisessa. Tutkimusmenetelmiä, joita käytettiin saostumiskokeissa ja eri lisäaineiden vaikutusten arvioinnissa, voidaan hyödyntää massa- ja paperiteollisuuden lisäksi myös muilla alueilla, kuten sokeri- ja panimoteollisuudessa, joissa ongelma on myös yleinen.

Cost-efficient virtual machine management : provisioning, admission control, and consolidation

One of the main challenges in Software Engineering is to cope with the transition from an industry based on software as a product to software as a service. The field of Software Engineering should provide the necessary methods and tools to develop and deploy new cost-efficient and scalable digital services. In this thesis, we focus on deployment platforms to ensure cost-efficient scalability of multi-tier web applications and on-demand video transcoding service for different types of load conditions. Infrastructure as a Service (IaaS) clouds provide Virtual Machines (VMs) under the pay-per-use business model. Dynamically provisioning VMs on demand allows service providers to cope with fluctuations on the number of service users. However, VM provisioning must be done carefully, because over-provisioning results in an increased operational cost, while underprovisioning leads to a subpar service. Therefore, our main focus in this thesis is on cost-efficient VM provisioning for multi-tier web applications and on-demand video transcoding. Moreover, to prevent provisioned VMs from becoming overloaded, we augment VM provisioning with an admission control mechanism. Similarly, to ensure efficient use of provisioned VMs, web applications on the under-utilized VMs are consolidated periodically. Thus, the main problem that we address is cost-efficient VM provisioning augmented with server consolidation and admission control on the provisioned VMs. We seek solutions for two types of applications: multi-tier web applications that follow the request-response paradigm and on-demand video transcoding that is based on video streams with soft realtime constraints. Our first contribution is a cost-efficient VM provisioning approach for multi-tier web applications. The proposed approach comprises two subapproaches: a reactive VM provisioning approach called ARVUE and a hybrid reactive-proactive VM provisioning approach called Cost-efficient Resource Allocation for Multiple web applications with Proactive scaling. Our second contribution is a prediction-based VM provisioning approach for on-demand video transcoding in the cloud. Moreover, to prevent virtualized servers from becoming overloaded, the proposed VM provisioning approaches are augmented with admission control approaches. Therefore, our third contribution is a session-based admission control approach for multi-tier web applications called adaptive Admission Control for Virtualized Application Servers. Similarly, the fourth contribution in this thesis is a stream-based admission control and scheduling approach for on-demand video transcoding called Stream-Based Admission Control and Scheduling. Our fifth contribution is a computation and storage trade-o strategy for cost-efficient video transcoding in cloud computing. Finally, the sixth and the last contribution is a web application consolidation approach, which uses Ant Colony System to minimize the under-utilization of the virtualized application servers.