Clustering algorithms for anti-money laundering using graph theory and social network analysis

HEMOLIA (a project under European community’s 7th framework programme) is a new generation Anti-Money Laundering (AML) intelligent multi-agent alert and investigation system which in addition to the traditional financial data makes extensive use of modern society’s huge telecom data source, thereby opening up a new dimension of capabilities to all Money Laundering fighters (FIUs, LEAs) and Financial Institutes (Banks, Insurance Companies, etc.). This Master-Thesis project is done at AIA, one of the partners for the HEMOLIA project in Barcelona. The objective of this thesis is to find the clusters in a network drawn by using the financial data. An extensive literature survey has been carried out and several standard algorithms related to networks have been studied and implemented. The clustering problem is a NP-hard problem and several algorithms like K-Means and Hierarchical clustering are being implemented for studying several problems relating to sociology, evolution, anthropology etc. However, these algorithms have certain drawbacks which make them very difficult to implement. The thesis suggests (a) a possible improvement to the K-Means algorithm, (b) a novel approach to the clustering problem using the Genetic Algorithms and (c) a new algorithm for finding the cluster of a node using the Genetic Algorithm.

No evidence of association between common autoimmunity STAT4 and IL23R risk polymorphisms and non-anterior uveitis.

OBJECTIVE: STAT4 and IL23R loci represent common susceptibility genetic factors in autoimmunity. We decided to investigate for the first time the possible role of different STAT4/IL23R autoimmune disease-associated polymorphisms on the susceptibility to develop non-anterior uveitis and its main clinical phenotypes. METHODS Four functional polymorphisms (rs3821236, rs7574865, rs7574070, and rs897200) located within STAT4 gene as well as three independent polymorphisms (rs7517847, rs11209026, and rs1495965) located within IL23R were genotyped using TaqMan® allelic discrimination in a total of 206 patients with non-anterior uveitis and 1553 healthy controls from Spain. RESULTS No statistically significant differences were found when allele and genotype distributions were compared between non-anterior uveitis patients and controls for any STAT4 (rs3821236: P=0.39, OR=1.12, CI 95%=0.87-1.43; rs7574865: P=0.59 OR=1.07, CI 95%=0.84-1.37; rs7574070: P=0.26, OR=0.89, CI 95%=0.72-1.10; rs897200: P=0.22, OR=0.88, CI 95%=0.71-1.08;) or IL23R polymorphisms (rs7517847: P=0.49, OR=1.08, CI 95%=0.87-1.33; rs11209026: P=0.26, OR=0.78, CI 95%=0.51-1.21; rs1495965: P=0.51, OR=0.93, CI 95%=0.76-1.15). CONCLUSION Our results do not support a relevant role, similar to that described for other autoimmune diseases, of IL23R and STAT4 polymorphisms in the non-anterior uveitis genetic predisposition. Further studies are needed to discard a possible weak effect of the studied variant.

Decision Support Methods for Global Optomization

Immobile location-allocation (LA) problems is a type of LA problem that consists in determining the service each facility should offer in order to optimize some criterion (like the global demand), given the positions of the facilities and the customers. Due to the complexity of the problem, i.e. it is a combinatorial problem (where is the number of possible services and the number of facilities) with a non-convex search space with several sub-optimums, traditional methods cannot be applied directly to optimize this problem. Thus we proposed the use of clustering analysis to convert the initial problem into several smaller sub-problems. By this way, we presented and analyzed the suitability of some clustering methods to partition the commented LA problem. Then we explored the use of some metaheuristic techniques such as genetic algorithms, simulated annealing or cuckoo search in order to solve the sub-problems after the clustering analysis

Sellupesurin rakenteellinen kehittäminen

Tämä diplomityö on tehty Andritz Oy:lle Washers & Filters tuoteryhmään. Työ on osa pienten sellupesureiden tuotekehitysprojektia. Tavoitteena on vertailla olemassa olevaa tuotekehitysaineistoa ja tuoda esiin suunnitteluprosessi, jolla DD – sellupesurin osien rakenteita voidaan järjestelmällisesti kehittää. Diplomityössä tutkittuja osia ovat tiiviste–elementti, päätypalkki ja rumpu. Tiiviste–elementtejä vertailtiin olemassa olevan tuotekehitysaineiston osalta, sekä tutkittiin geneettisiin algoritmeihin pohjautuvan topologian optimoinnin soveltuvuutta tiiviste-elementin suunnitteluun. Päätypalkin ja rummun optimaaliset geometriat selvitettiin geneettisiä algoritmejä hyödyntävällä topologisella optimoinnilla. Optimaalisten topologioiden perusteella suunniteltiin valmistettavissa olevat rakenteet joiden ainevahvuudet määrättiin alustavasti vakion variointiin perustuvalla optimoinnilla. Tällä menettelyllä saatiin päätypalkista ja rummusta aikaiseksi aikaisempaa kevyemmät rakenteet. Topologian optimointi huomattiin soveltuvan rakenteisiin, joiden kuormitus- ja kiinnitystiedot ovat yksiselitteisesti määrätyt.

Structural and operational optimisation : applications in energy systems

In this work mathematical programming models for structural and operational optimisation of energy systems are developed and applied to a selection of energy technology problems. The studied cases are taken from industrial processes and from large regional energy distribution systems. The models are based on Mixed Integer Linear Programming (MILP), Mixed Integer Non-Linear Programming (MINLP) and on a hybrid approach of a combination of Non-Linear Programming (NLP) and Genetic Algorithms (GA). The optimisation of the structure and operation of energy systems in urban regions is treated in the work. Firstly, distributed energy systems (DES) with different energy conversion units and annual variations of consumer heating and electricity demands are considered. Secondly, district cooling systems (DCS) with cooling demands for a large number of consumers are studied, with respect to a long term planning perspective regarding to given predictions of the consumer cooling demand development in a region. The work comprises also the development of applications for heat recovery systems (HRS), where paper machine dryer section HRS is taken as an illustrative example. The heat sources in these systems are moist air streams. Models are developed for different types of equipment price functions. The approach is based on partitioning of the overall temperature range of the system into a number of temperature intervals in order to take into account the strong nonlinearities due to condensation in the heat recovery exchangers. The influence of parameter variations on the solutions of heat recovery systems is analysed firstly by varying cost factors and secondly by varying process parameters. Point-optimal solutions by a fixed parameter approach are compared to robust solutions with given parameter variation ranges. In the work enhanced utilisation of excess heat in heat recovery systems with impingement drying, electricity generation with low grade excess heat and the use of absorption heat transformers to elevate a stream temperature above the excess heat temperature are also studied.

Disease-Gene Association Using a Genetic Algorithm

Understanding the relationship between genetic diseases and the genes associated with them is an important problem regarding human health. The vast amount of data created from a large number of high-throughput experiments performed in the last few years has resulted in an unprecedented growth in computational methods to tackle the disease gene association problem. Nowadays, it is clear that a genetic disease is not a consequence of a defect in a single gene. Instead, the disease phenotype is a reflection of various genetic components interacting in a complex network. In fact, genetic diseases, like any other phenotype, occur as a result of various genes working in sync with each other in a single or several biological module(s). Using a genetic algorithm, our method tries to evolve communities containing the set of potential disease genes likely to be involved in a given genetic disease. Having a set of known disease genes, we first obtain a protein-protein interaction (PPI) network containing all the known disease genes. All the other genes inside the procured PPI network are then considered as candidate disease genes as they lie in the vicinity of the known disease genes in the network. Our method attempts to find communities of potential disease genes strongly working with one another and with the set of known disease genes. As a proof of concept, we tested our approach on 16 breast cancer genes and 15 Parkinson's Disease genes. We obtained comparable or better results than CIPHER, ENDEAVOUR and GPEC, three of the most reliable and frequently used disease-gene ranking frameworks.

Object-Oriented Genetic Programming for the Automatic Inference of Graph Models for Complex Networks

Complex networks are systems of entities that are interconnected through meaningful relationships. The result of the relations between entities forms a structure that has a statistical complexity that is not formed by random chance. In the study of complex networks, many graph models have been proposed to model the behaviours observed. However, constructing graph models manually is tedious and problematic. Many of the models proposed in the literature have been cited as having inaccuracies with respect to the complex networks they represent. However, recently, an approach that automates the inference of graph models was proposed by Bailey [10] The proposed methodology employs genetic programming (GP) to produce graph models that approximate various properties of an exemplary graph of a targeted complex network. However, there is a great deal already known about complex networks, in general, and often specific knowledge is held about the network being modelled. The knowledge, albeit incomplete, is important in constructing a graph model. However it is difficult to incorporate such knowledge using existing GP techniques. Thus, this thesis proposes a novel GP system which can incorporate incomplete expert knowledge that assists in the evolution of a graph model. Inspired by existing graph models, an abstract graph model was developed to serve as an embryo for inferring graph models of some complex networks. The GP system and abstract model were used to reproduce well-known graph models. The results indicated that the system was able to evolve models that produced networks that had structural similarities to the networks generated by the respective target models.

Advances in scaling deep learning algorithms

Les algorithmes d'apprentissage profond forment un nouvel ensemble de méthodes puissantes pour l'apprentissage automatique. L'idée est de combiner des couches de facteurs latents en hierarchies. Cela requiert souvent un coût computationel plus elevé et augmente aussi le nombre de paramètres du modèle. Ainsi, l'utilisation de ces méthodes sur des problèmes à plus grande échelle demande de réduire leur coût et aussi d'améliorer leur régularisation et leur optimization. Cette thèse adresse cette question sur ces trois perspectives. Nous étudions tout d'abord le problème de réduire le coût de certains algorithmes profonds. Nous proposons deux méthodes pour entrainer des machines de Boltzmann restreintes et des auto-encodeurs débruitants sur des distributions sparses à haute dimension. Ceci est important pour l'application de ces algorithmes pour le traitement de langues naturelles. Ces deux méthodes (Dauphin et al., 2011; Dauphin and Bengio, 2013) utilisent l'échantillonage par importance pour échantilloner l'objectif de ces modèles. Nous observons que cela réduit significativement le temps d'entrainement. L'accéleration atteint 2 ordres de magnitude sur plusieurs bancs d'essai. Deuxièmement, nous introduisont un puissant régularisateur pour les méthodes profondes. Les résultats expérimentaux démontrent qu'un bon régularisateur est crucial pour obtenir de bonnes performances avec des gros réseaux (Hinton et al., 2012). Dans Rifai et al. (2011), nous proposons un nouveau régularisateur qui combine l'apprentissage non-supervisé et la propagation de tangente (Simard et al., 1992). Cette méthode exploite des principes géometriques et permit au moment de la publication d'atteindre des résultats à l'état de l'art. Finalement, nous considérons le problème d'optimiser des surfaces non-convexes à haute dimensionalité comme celle des réseaux de neurones. Tradionellement, l'abondance de minimum locaux était considéré comme la principale difficulté dans ces problèmes. Dans Dauphin et al. (2014a) nous argumentons à partir de résultats en statistique physique, de la théorie des matrices aléatoires, de la théorie des réseaux de neurones et à partir de résultats expérimentaux qu'une difficulté plus profonde provient de la prolifération de points-selle. Dans ce papier nous proposons aussi une nouvelle méthode pour l'optimisation non-convexe.

Array pattern nulling by element position perturbations using a genetic algorithm

A genetic algorithm has been used for null steering in phased and adaptive arrays . It has been shown that it is possible to steer the array null s precisely to the required interference directions and to achieve any prescribed null depths . A comparison with the results obtained from the analytic solution shows the advantages of using the genetic algorithm for null steering in linear array patterns

Design of a Compact Genetic Microstrip Antenna with improved performance

In this paper the design issues of compact genetic microstrip antennas for mobile applications has been investigated. The antennas designed using Genetic Algorithms (GA) have an arbitrary shape and occupies less area (compact) compared to the traditionally designed antenna for the same frequency but with poor performance. An attempt has been made to improve the performance of the genetic microstrip antenna by optimizing the ground plane (GP) to have a fish bone like structure. The genetic antenna with the GP optimized is even better compared to the traditional and the genetic antenna.

A Faster 2D Technique for the design of Combinational Digital Circuits Using Genetic Algorithm

Combinational digital circuits can be evolved automatically using Genetic Algorithms (GA). Until recently this technique used linear chromosomes and and one dimensional crossover and mutation operators. In this paper, a new method for representing combinational digital circuits as 2 Dimensional (2D) chromosomes and suitable 2D crossover and mutation techniques has been proposed. By using this method, the convergence speed of GA can be increased significantly compared to the conventional methods. Moreover, the 2D representation and crossover operation provides the designer with better visualization of the evolved circuits. In addition to this, a technique to display automatically the evolved circuits has been developed with the help of MATLAB

Los conceptos de salud financiera, riesgo y epidemiología en los estados financieros de las compañías del sector de extracción de petróleo crudo y gas natural en Colombia

El presente proyecto tiene como objeto identificar cuáles son los conceptos de salud, enfermedad, epidemiología y riesgo aplicables a las empresas del sector de extracción de petróleo y gas natural en Colombia. Dado, el bajo nivel de predicción de los análisis financieros tradicionales y su insuficiencia, en términos de inversión y toma de decisiones a largo plazo, además de no considerar variables como el riesgo y las expectativas de futuro, surge la necesidad de abordar diferentes perspectivas y modelos integradores. Esta apreciación es pertinente dentro del sector de extracción de petróleo y gas natural, debido a la creciente inversión extranjera que ha reportado, US$2.862 millones en el 2010, cifra mayor a diez veces su valor en el año 2003. Así pues, se podrían desarrollar modelos multi-dimensional, con base en los conceptos de salud financiera, epidemiológicos y estadísticos. El termino de salud y su adopción en el sector empresarial, resulta útil y mantiene una coherencia conceptual, evidenciando una presencia de diferentes subsistemas o factores interactuantes e interconectados. Es necesario mencionar también, que un modelo multidimensional (multi-stage) debe tener en cuenta el riesgo y el análisis epidemiológico ha demostrado ser útil al momento de determinarlo e integrarlo en el sistema junto a otros conceptos, como la razón de riesgo y riesgo relativo. Esto se analizará mediante un estudio teórico-conceptual, que complementa un estudio previo, para contribuir al proyecto de finanzas corporativas de la línea de investigación en Gerencia.

Aplicació d'algoritmes genètics en l'optimització dels processos de fabricació del paper

La creciente preocupación y concienciación de la sociedad respecto el medio ambiente, y en consecuencia la legislación y regulaciones generadas inducen a la modificación de los procesos productivos existentes en la industria química. Las configuraciones iniciales deben modificarse para conseguir una mayor integración de procesos. Para este fin se han creado y desarrollado diferentes metodologías que deben facilitar la tarea a los responsables del rediseño. El desarrollo de una metodología y herramientas complementarias es el principal objetivo de la investigación aquí presentada, especialmente centrada en el desarrollo y la aplicación de una metodología de optimización de procesos. Esta metodología de optimización se aplica sobre configuraciones de proceso existentes y pretende encontrar nuevas configuraciones viables según los objetivos de optimización fijados. La metodología tiene dos partes diferenciadas: la primera se basa en un simulador de procesos comercial y la segunda es la técnica de optimización propiamente dicha. La metodología se inicia con la elaboración de una simulación convenientemente validada que reproduzca el proceso existente, en este caso una papelera no integrada que produce papel estucado de calidad, para impresión. A continuación la técnica de optimización realiza una búsqueda dentro del dominio de los posibles resultados, en busca de los mejores resultados que satisfazcan plenamente los objetivos planteados. Dicha técnica de optimización está basada en los algoritmos genéticos como herramienta de búsqueda, junto a un subprograma basado en técnicas de programación matemática para el cálculo de resultados. Un número reducido de resultados son finalmente escogidos y utilizados para modificar la simulación existente fijando la redistribución de los flujos del proceso. Los resultados de la simulación del proceso determinan en último caso la viabilidad técnica de cada reconfiguración planteada. En el proceso de optimización, los objetivos están definidos en una función objetivo dentro de la técnica de optimización. Dicha función rige la búsqueda de resultados. La función objetivo puede ser individual o una combinación de objetivos. En el presente caso, la función persigue una minimización del consumo de agua y una minimización de la pérdida de materia prima. La optimización se realiza bajo restricciones para alcanzar este objetivo combinado en forma de una solución de compromiso. Producto de la aplicación de esta metodología se han obtenido resultados interesantes que significan una mejora del cierre de circuitos y un ahorro de materia prima, sin comprometer al mismo tiempo la operabilidad del proceso producto ni la calidad del papel.

Unsupervised genetic algorithm deployed for intrusion detection

This paper represents the first step in an on-going work for designing an unsupervised method based on genetic algorithm for intrusion detection. Its main role in a broader system is to notify of an unusual traffic and in that way provide the possibility of detecting unknown attacks. Most of the machine-learning techniques deployed for intrusion detection are supervised as these techniques are generally more accurate, but this implies the need of labeling the data for training and testing which is time-consuming and error-prone. Hence, our goal is to devise an anomaly detector which would be unsupervised, but at the same time robust and accurate. Genetic algorithms are robust and able to avoid getting stuck in local optima, unlike the rest of clustering techniques. The model is verified on KDD99 benchmark dataset, generating a solution competitive with the solutions of the state-of-the-art which demonstrates high possibilities of the proposed method.

Model selection approaches for non-linear system identification: a review

The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.