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.

All-cause mortality in the cohorts of the Spanish AIDS Research Network (RIS) compared with the general population: 1997-2010.

BACKGROUND Combination antiretroviral therapy (cART) has produced significant changes in mortality of HIV-infected persons. Our objective was to estimate mortality rates, standardized mortality ratios and excess mortality rates of cohorts of the AIDS Research Network (RIS) (CoRIS-MD and CoRIS) compared to the general population. METHODS We analysed data of CoRIS-MD and CoRIS cohorts from 1997 to 2010. We calculated: (i) all-cause mortality rates, (ii) standardized mortality ratio (SMR) and (iii) excess mortality rates for both cohort for 100 person-years (py) of follow-up, comparing all-cause mortality with that of the general population of similar age and gender. RESULTS Between 1997 and 2010, 8,214 HIV positive subjects were included, 2,453 (29.9%) in CoRIS-MD and 5,761 (70.1%) in CoRIS and 294 deaths were registered. All-cause mortality rate was 1.02 (95% CI 0.91-1.15) per 100 py, SMR was 6.8 (95% CI 5.9-7.9) and excess mortality rate was 0.8 (95% CI 0.7-0.9) per 100 py. Mortality was higher in patients with AIDS, hepatitis C virus (HCV) co-infection, and those from CoRIS-MD cohort (1997-2003). CONCLUSION Mortality among HIV-positive persons remains higher than that of the general population of similar age and sex, with significant differences depending on the history of AIDS or HCV coinfection.

Relevant gender differences in epidemiological profile, exposure to first antiretroviral regimen and survival in the Spanish AIDS Research Network Cohort.

BACKGROUND The possible differences in the disease spectrum and prognosis of HIV infection in women and men is a major point of concern. Women are under-represented in randomized clinical trials and in some cohorts. Discordant results have often been obtained depending on the setting. METHODS We assessed gender differences in clinical and epidemiological features, antiretroviral treatment (ART) exposure and survival in two multicentre cohorts of HIV-positive subjects in Spain: CoRIS-MD and CoRIS. Competing risk regression models were used to assess gender effect on time to start ART and time to first ART change, and a Cox regression model to estimate gender effect on time to death. RESULTS Between January 1996 and December 2008, 1,953 women and 6,072 men naive to ART at study entry were included. The trend analysis over time showed the percentage of women in the younger (<20 years) and older (>50 years) strata increased significantly (P<0.001) from 0.5% and 1.8% in 1996 to 4.9% and 4.2% in 2008, respectively. By competing risk analysis women started ART earlier than men (adjusted subhazard ratio [ASHR] 1.21, 95% CI 1.11, 1.31) in CoRIS cohort, while in CoRIS-MD none of these differences were observed. In both cohorts women showed a shorter time to the first ART change (ASHR 1.10, 95% CI 1.01, 1.19). Pregnancy and patient's/physician's decisions as reasons for changing were more frequent in women than in men in CoRIS. In the Cox regression model, gender was not associated with differences in survival. CONCLUSIONS In two large cohorts in Spain, we observed relevant gender differences in epidemiological characteristics and antiretroviral exposure outcomes, while survival differences were not attributable to gender.

University and Network Society : research report (synthesis document)

Document de síntesi d'aquest estudi que analitza -seguint una metodologia quantitativa basada en una mostra representativa de 2.093 professors i 23.864 estudiants i reforçada amb elements qualitatius- la transició que es produeix en el sistema universitari públic català cap a un model més adaptat a les noves necessitats de la societat xarxa. Per a això, es posa especial èmfasi en l'anàlisi dels usos que es fa d'Internet (l'eina clau de la societat xarxa) en el món universitari i en les transformacions que es donen o es donaran com a conseqüència d'aquests usos.

Cross-coding from the Swiss Disability Insurance listing to the ICIDH.

It has been suggested that converting, via a process of cross-coding, the listing used by the Swiss Disability Insurance (SDI) for their statistics into codes of the International Classification of Impairments, Disabilities, and Handicaps (ICIDH) would improve the quality and international comparability of disability statistics for Switzerland. Using two different methods we tested the feasibility of this cross-coding on a consecutive sample of 204 insured persons, examined at one of the medical observation centres of the SDI. Cross-coding is impossible, for all practical purposes, in a proportion varying between 30% and 100%, depending on the method of cross-coding, the level of disablement and the required quality of the resulting codes. Failure is due to lack of validity of the SDI codes: diseases are poorly described, consequences of diseases (disability and handicap, including loss of earning capacity), insufficiently described or not at all. Assessment of disability and handicap would provide necessary information for the SDI. It is concluded that the SDI should promote the use of the ICIDH in Switzerland, especially among medical practitioners whose assessment of work capacity is the key element in the decision to award benefits or propose rehabilitation.

CAC controlled services sharing a link with connectionless data services in an ATM network: a performance evaluation study

In the B-ISDN there is a provision for four classes of services, all of them supported by a single transport network (the ATM network). Three of these services, the connected oriented (CO) ones, permit connection access control (CAC) but the fourth, the connectionless oriented (CLO) one, does not. Therefore, when CLO service and CO services have to share the same ATM link, a conflict may arise. This is because a bandwidth allocation to obtain maximum statistical gain can damage the contracted ATM quality of service (QOS); and vice versa, in order to guarantee the contracted QOS, the statistical gain have to be sacrificed. The paper presents a performance evaluation study of the influence of the CLO service on a CO service (a circuit emulation service or a variable bit-rate service) when sharing the same link

A hybrid method for sag source location in power network

The work presented in this paper belongs to the power quality knowledge area and deals with the voltage sags in power transmission and distribution systems. Propagating throughout the power network, voltage sags can cause plenty of problems for domestic and industrial loads that can financially cost a lot. To impose penalties to responsible party and to improve monitoring and mitigation strategies, sags must be located in the power network. With such a worthwhile objective, this paper comes up with a new method for associating a sag waveform with its origin in transmission and distribution networks. It solves this problem through developing hybrid methods which hire multiway principal component analysis (MPCA) as a dimension reduction tool. MPCA reexpresses sag waveforms in a new subspace just in a few scores. We train some well-known classifiers with these scores and exploit them for classification of future sags. The capabilities of the proposed method for dimension reduction and classification are examined using the real data gathered from three substations in Catalonia, Spain. The obtained classification rates certify the goodness and powerfulness of the developed hybrid methods as brand-new tools for sag classification

Disentangling the attention network test: behavioral, event related potentials, and neural source analyses.

BACKGROUND The study of the attentional system remains a challenge for current neuroscience. The "Attention Network Test" (ANT) was designed to study simultaneously three different attentional networks (alerting, orienting, and executive) based in subtraction of different experimental conditions. However, some studies recommend caution with these calculations due to the interactions between the attentional networks. In particular, it is highly relevant that several interpretations about attentional impairment have arisen from these calculations in diverse pathologies. Event related potentials (ERPs) and neural source analysis can be applied to disentangle the relationships between these attentional networks not specifically shown by behavioral measures. RESULTS This study shows that there is a basic level of alerting (tonic alerting) in the no cue (NC) condition, represented by a slow negative trend in the ERP trace prior to the onset of the target stimuli. A progressive increase in the CNV amplitude related to the amount of information provided by the cue conditions is also shown. Neural source analysis reveals specific modulations of the CNV related to a task-related expectancy presented in the NC condition; a late modulation triggered by the central cue (CC) condition and probably representing a generic motor preparation; and an early and late modulation for spatial cue (SC) condition suggesting specific motor and sensory preactivation. Finally, the first component in the information processing of the target stimuli modulated by the interaction between orienting network and the executive system can be represented by N1. CONCLUSIONS The ANT is useful as a paradigm to study specific attentional mechanisms and their interactions. However, calculation of network effects is based in subtractions with non-comparable experimental conditions, as evidenced by the present data, which can induce misinterpretations in the study of the attentional capacity in human subjects.

Volatility smile extrapolation with an artificial neural network

I use a multi-layer feedforward perceptron, with backpropagation learning implemented via stochastic gradient descent, to extrapolate the volatility smile of Euribor derivatives over low-strikes by training the network on parametric prices.

Improved accuracy of co-morbidity coding over time after the introduction of ICD-10 administrative data.

BACKGROUND: Co-morbidity information derived from administrative data needs to be validated to allow its regular use. We assessed evolution in the accuracy of coding for Charlson and Elixhauser co-morbidities at three time points over a 5-year period, following the introduction of the International Classification of Diseases, 10th Revision (ICD-10), coding of hospital discharges.METHODS: Cross-sectional time trend evaluation study of coding accuracy using hospital chart data of 3'499 randomly selected patients who were discharged in 1999, 2001 and 2003, from two teaching and one non-teaching hospital in Switzerland. We measured sensitivity, positive predictive and Kappa values for agreement between administrative data coded with ICD-10 and chart data as the 'reference standard' for recording 36 co-morbidities.RESULTS: For the 17 the Charlson co-morbidities, the sensitivity - median (min-max) - was 36.5% (17.4-64.1) in 1999, 42.5% (22.2-64.6) in 2001 and 42.8% (8.4-75.6) in 2003. For the 29 Elixhauser co-morbidities, the sensitivity was 34.2% (1.9-64.1) in 1999, 38.6% (10.5-66.5) in 2001 and 41.6% (5.1-76.5) in 2003. Between 1999 and 2003, sensitivity estimates increased for 30 co-morbidities and decreased for 6 co-morbidities. The increase in sensitivities was statistically significant for six conditions and the decrease significant for one. Kappa values were increased for 29 co-morbidities and decreased for seven.CONCLUSIONS: Accuracy of administrative data in recording clinical conditions improved slightly between 1999 and 2003. These findings are of relevance to all jurisdictions introducing new coding systems, because they demonstrate a phenomenon of improved administrative data accuracy that may relate to a coding 'learning curve' with the new coding system.

A simulation-based algorithm for solving the resource-assignment problem in satellite telecommunication networks

This paper proposes an heuristic for the scheduling of capacity requests and the periodic assignment of radio resources in geostationary (GEO) satellite networks with star topology, using the Demand Assigned Multiple Access (DAMA) protocol in the link layer, and Multi-Frequency Time Division Multiple Access (MF-TDMA) and Adaptive Coding and Modulation (ACM) in the physical layer.

The region of mouse mammary tumor virus DNA containing the long terminal repeat includes a long coding sequence and signals for hormonally regulated transcription.

Starting from a biologically active recombinant DNA clone of exogenous unintegrated GR mouse mammary tumor virus, we have generated three subclones of PstI fragments of 1.45, 1.1, and 2.0 kb in the plasmid vector PBR322. The nucleotide sequence has been determined for the clone of 1.45 kb which includes almost the complete region of the long terminal repeat (LTR) plus an adjacent stretch of unique sequence DNA. A short region of the 2.0 kb clone, containing the beginning of the LTR, has also been sequenced. Starting with the A of an initiation codon outside the LTR, we detected an open reading frame of 960 nucleotides, potentially coding for a protein of 320 amino acids (36K). Two hundred nucleotides downstream from the termination codon, and approximately 25 nucleotides upstream from the presumptive initiation site of viral RNA synthesis, we found a promoter-like sequence. The sequence AGTAAA was detected approximately 15-20 nucleotides upstream from the 3' end of virion RNA and probably serves as a polyadenylation signal. The 1.45 kb PstI fragment has been transfected into Ltk- cells together with a plasmid containing the thymidine kinase gene of herpes simplex virus. The virus-specific RNA synthesis detected in a Tk+ cell clone was strongly stimulated by the addition of dexamethasone.

Iowa Department of Transportation Fiscal Year 2002 Report of Savings by Using Videoconferencing through Iowa Communications Network to the Iowa General Assembly, 2002

ICN Videoconferencing by the Iowa Department of Transportation