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.

Project Resource Management in R&D Public Sector Organization

In R&D organizations multiple projects are executed concurrently. Problems arises in managing shared resources since they are needed by multiple projects simultaneously. The objective of this thesis was to study how the project and resource management could be developed in a public sector R&D organization. The qualitative research was carried out in the Magnetic Measurements section at CERN where the section measures magnets for particle accelerators and builds state of the art measurement devices for various needs. Hence, the R&D and measurement projects are very time consuming and very complex. Based on the previous research and the requirements from the organization the best alter- native for resource management was to build a project management information system. A centralized database was constructed and on top of it was built an application for interacting and visualizing the project data. The application allows handling project data, which works as a basis for resource planning before and during the projects are executed. It is one way to standardize the work-flow of projects, which strengthens the project process. Additionally, it was noted that the inner customer’s database, the measurement system and the new application needed to be integrated. Further integration ensures that the project data is received efficiently from customers and available not only within the application but also during the concrete work. The research results introduced a new integrated application, which centralizes the project information flow with better visibility.

Magnetic and topographical modifications of amorphous Co–Fe thin films induced by high energy Ag7+ ion irradiation

We have investigated the effects of swift heavy ion irradiation on thermally evaporated 44 nm thick, amorphous Co77Fe23 thin films on silicon substrates using 100 MeV Ag7+ ions fluences of 1 1011 ions/ cm2, 1 1012 ions/cm2, 1 1013 ions/cm2, and 3 1013 ions/cm2. The structural modifications upon swift heavy irradiation were investigated using glancing angle X-ray diffraction. The surface morphological evolution of thin film with irradiation was studied using Atomic Force Microscopy. Power spectral density analysis was used to correlate the roughness variation with structural modifications investigated using X-ray diffraction. Magnetic measurements were carried out using vibrating sample magnetometry and the observed variation in coercivity of the irradiated films is explained on the basis of stress relaxation. Magnetic force microscopy images are subjected to analysis using the scanning probe image processor software. These results are in agreement with the results obtained using vibrating sample magnetometry. The magnetic and structural properties are correlated

Intervención del estado colombiano en el sector solidario

Esta investigación describe la manera cómo interviene el Estado Colombiano en la promoción, protección y fortalecimiento de las formas solidarias, partiendo del respeto a los principios de autonomía, autodeterminación y autogobierno en que éstas se fundan.

Aproximación a un modelo metodológico orientado a los procesos de gestión de conocimiento generadores de valor en organizaciones del sector salud en Colombia

En las organizaciones del sector salud en Colombia, se realizan procedimientos que a pesar de ser homólogos entre ellos, no se discriminan ocasionando que no siempre se escoja el que genere mejores resultados, no solo desde el punto de vista médico sino también de la dirección que se ejerce en las organizaciones la cual debe estar en función de optimizar cualquiera de los procesos propios de la actividad, en este caso, en busca de generación de valor usando como vía la apropiada GC, éste documento está orientado a demostrar que la GC aporta herramientas que permiten desarrollar la aproximación a un modelo metodológico que procura facilitar la elección de procedimientos en salud si se toman los costos asociados como criterios relevantes del análisis, se seleccionaron como instrumento de demostración a los procesos denominados Traqueostomía Quirúrgica y Traqueostomía Percutánea la intensión de desarrollar una aproximación a un modelo metodológico orientado a los procesos de gestión de conocimiento generadores de valor en organizaciones del sector salud en Colombia.

Análisis de la competitividad del sub sector lechero de los pequeños y medianos productores frente al TLC con la Unión Europea

A través de los años y en busca de ser partícipes del fenómeno de la globalización y de la integración económica entre países, Colombia ha buscado establecer acuerdos comerciales estratégicamente adecuados para transformar la economía interna, expandirse a nivel internacional e intercambiar productos en los que no se es especializado. Ante esto, Colombia firmó el Tratado de Libre Comercio con la Unión Europea en Junio del 2012, que entró en vigencia en Agosto del 2013, y hasta el momento la situación del sector lechero ha sido crítica, pues carece del nivel de competitividad suficiente para garantizar la perdurabilidad de los pequeños y medianos productores de leche. El diagnóstico del sector lechero colombiano permite tener una visión más clara sobre las principales características de los sistemas de producción del país, es aquí donde se conocen las falencias que se presentan en el sector, pues la productividad es baja, los costos de producción son altos y los precios tienen una tendencia al alza, colocando a los productos nacionales en desventaja frente a la gran oferta internacional que invade el mercado interno con precios reducidos y con mejor calidad. Además, se identifica también que gran parte de los productores de leche son informales y por lo tanto es difícil consolidar la información referente al sector y convertirla en conocimiento para efectuar planes de cambio y transformación para mejorar la situación. Del lado contrario y actuando como principal competidor en este caso de estudio, se encuentra la Unión Europea. Su diagnóstico ubica esta zona geográfica en una posición indudablemente privilegiada: precios bajos, mejor calidad, alta productividad, entre otras características que hacen de la UE una verdadera amenaza para los pequeños y medianos productores colombianos. La sobreproducción que se presencia en esta asociación económica y política crea la necesidad de explorar otros mercados para poner a disposición dicha producción, y el Tratado de Libre Comercio con Colombia es una opción para compensar esa oferta con una demanda insatisfecha. Con el fin de conocer profundamente las implicaciones del TLC con la Unión Europea y cómo afecta este acuerdo a los pequeños y medianos productores de leche en Colombia, fue necesario abordar algunos puntos clave en la negociación establecida y a partir de estos determinar si este tratado es realmente una oportunidad para el campesino informal que se dedica a la producción de leche para el autoconsumo y/o la comercialización en veredas y pueblos, o por el contrario, es una plataforma que afecta negativamente a las 450 mil familias que viven de este oficio y que no tienen los niveles de competitividad exigidos para enfrentar una competencia extranjera tan fuerte como lo es la Unión Europea. Por último, el análisis DOFA permite crear estrategias coherentes y viables relacionando las fortalezas y debilidades de Colombia con las oportunidades y amenazas que implica tener un acuerdo de libre comercio con la Unión Europea. Estas estrategias contribuyen a mejorar la competitividad del sector en busca de garantizar una mayor perdurabilidad de los pequeños y medianos productores de leche, y de esta manera se logrará no sólo aprovechar este acuerdo comercial, si no también conquistar otros mercados internacionales con un producto de mejor calidad.

Modelo de gestión del conocimiento para una empresa del sector de insumos químicos para la industria farmacéutica, cosmética y de alimentos: caso Disaromas S.A.

La creación de conocimiento al interior de las organizaciones es visible mediante la dirección adecuada del conocimiento de los individuos, sin embargo, cada individuo debe interactuar de tal manera que forme una red o sistema de conocimiento organizacional que consolide a largo plazo las empresas en el entorno en el que se desenvuelven. Este documento revisa elementos centrales acerca de la gestión de conocimiento visto desde varios autores y perspectivas e identifica puntos clave para diseñar un modelo de gestión de conocimiento para una empresa del sector de insumos químicos para la industria farmacéutica, cosmética y de alimentos de la ciudad de Bogotá.

Anàlisi dels preus al sector hoteler de la Costa Brava Sud

L'objectiu d'aquesta tesi és analitzar els preus hotelers, que inclouen tant el preu que cobra l'hoteler com el que paga el turista. Més en concret, aquesta tesi pretén entendre i explicar la política de preus del sector hoteler, utilitzant per aquest fi els conceptes, instruments i models de l'anàlisi econòmica. L'explotació exhaustiva dels catàlegs dels operadors turístics representa la principal aposta metodològica d'aquest treball. També s'han creat diferents bases de dades de preus hotelers, s'han explotat les dades i preus de guies hoteleres, i s'han fet enquestes als hotelers per conèixer el preu que paga un turista particular. Les aportacions més importants fan referència als preus del sector hoteler, que és el nucli principal del treball, i es podrien resumir de la manera següent: -Determinar com es determinen els preus en el sector hoteler -Conèixer el grau de competència entre operadors turístics -Disposar d'una evolució temporal i estacional dels preus dels hotels. En aquest sentit, la metodologia i les dades emprades podrien ser un punt de partida per elaborar una sèrie temporal de preus i d'aquesta manera corregir la mancança actual d'un índex de preus hoteler -Identificar els serveis i les característiques dels hotels que no tenen un preu explícit, però que resulten rellevants a l'hora de negociar uns preus superiors -Examinar les estratègies de preus d'alguns operadors turístics estrangers -I, en general, millorar el coneixement sobre els preus hotelers

The effects of information and communication technologies on the banking sector and the payments system

This dissertation studies the effects of Information and Communication Technologies (ICT) on the banking sector and the payments system. It provides insight into how technology-induced changes occur, by exploring both the nature and scope of main technology innovations and evidencing their economic implications for banks and payment systems. Some parts in the dissertation are descriptive. They summarise the main technological developments in the field of finance and link them to economic policies. These parts are complemented with sections of the study that focus on assessing the extent of technology application to banking and payment activities. Finally, it includes also some work which borrows from the economic literature on banking. The need for an interdisciplinary approach arises from the complexity of the topic and the rapid path of change to which it is subject. The first chapter provides an overview of the influence of developments in ICT on the evolution of financial services and international capital flows. We include main indicators and discuss innovation in the financial sector, exchange rates and international capital flows. The chapter concludes with impact analysis and policy options regarding the international financial architecture, some monetary policy issues and the role of international institutions. The second chapter is a technology assessment study that focuses on the relationship between technology and money. The application of technology to payments systems is transforming the way we use money and, in some instances, is blurring the definition of what constitutes money. This chapter surveys the developments in electronic forms of payment and their relationship to the banking system. It also analyses the challenges posed by electronic money for regulators and policy makers, and in particular the opportunities created by two simultaneous processes: the Economic and Monetary Union and the increasing use of electronic payment instruments. The third chapter deals with the implications of developments in ICT on relationship banking. The financial intermediation literature explains relationship banking as a type of financial intermediation characterised by proprietary information and multiple interactions with customers. This form of banking is important for the financing of small and medium-sized enterprises. We discuss the effects of ICT on the banking sector as a whole and then apply these developments to the case of relationship banking. The fourth chapter is an empirical study of the effects of technology on the banking business, using a sample of data from the Spanish banking industry. The design of the study is based on some of the events described in the previous chapters, and also draws from the economic literature on banking. The study shows that developments in information management have differential effects on wholesale and retail banking activities. Finally, the last chapter is a technology assessment study on electronic payments systems in Spain and the European Union. It contains an analysis of existing payment systems and ongoing or planned initiatives in Spain. It forms part of a broader project comprising a series of country-specific analyses covering ten European countries. The main issues raised across the countries serve as the starting point to discuss implications of the development of electronic money for regulation and policies, and in particular, for monetary-policy making.

Excess open solar magnetic flux from satellite data: 1. Analysis of the third perihelion Ulysses pass

We use the third perihelion pass by the Ulysses spacecraft to illustrate and investigate the “flux excess” effect, whereby open solar flux estimates from spacecraft increase with increasing heliocentric distance. We analyze the potential effects of small-scale structure in the heliospheric field (giving fluctuations in the radial component on timescales smaller than 1 h) and kinematic time-of-flight effects of longitudinal structure in the solar wind flow. We show that the flux excess is explained by neither very small-scale structure (timescales < 1 h) nor by the kinematic “bunching effect” on spacecraft sampling. The observed flux excesses is, however, well explained by the kinematic effect of larger-scale (>1 day) solar wind speed variations on the frozen-in heliospheric field. We show that averaging over an interval T (that is long enough to eliminate structure originating in the heliosphere yet small enough to avoid cancelling opposite polarity radial field that originates from genuine sector structure in the coronal source field) is only an approximately valid way of allowing for these effects and does not adequately explain or account for differences between the streamer belt and the polar coronal holes.

Centennial changes in the heliospheric magnetic field and open solar flux: the consensus view from geomagnetic data and cosmogenic isotopes and its implications

Svalgaard and Cliver (2010) recently reported a consensus between the various reconstructions of the heliospheric field over recent centuries. This is a significant development because, individually, each has uncertainties introduced by instrument calibration drifts, limited numbers of observatories, and the strength of the correlations employed. However, taken collectively, a consistent picture is emerging. We here show that this consensus extends to more data sets and methods than reported by Svalgaard and Cliver, including that used by Lockwood et al. (1999), when their algorithm is used to predict the heliospheric field rather than the open solar flux. One area where there is still some debate relates to the existence and meaning of a floor value to the heliospheric field. From cosmogenic isotope abundances, Steinhilber et al. (2010) have recently deduced that the near-Earth IMF at the end of the Maunder minimum was 1.80 ± 0.59 nT which is considerably lower than the revised floor of 4nT proposed by Svalgaard and Cliver. We here combine cosmogenic and geomagnetic reconstructions and modern observations (with allowance for the effect of solar wind speed and structure on the near-Earth data) to derive an estimate for the open solar flux of (0.48 ± 0.29) × 1014 Wb at the end of the Maunder minimum. By way of comparison, the largest and smallest annual means recorded by instruments in space between 1965 and 2010 are 5.75 × 1014 Wb and 1.37 × 1014 Wb, respectively, set in 1982 and 2009, and the maximum of the 11 year running means was 4.38 × 1014 Wb in 1986. Hence the average open solar flux during the Maunder minimum is found to have been 11% of its peak value during the recent grand solar maximum.

Reconstruction and prediction of variations in the open solar magnetic flux and interplanetary conditions

Historic geomagnetic activity observations have been used to reveal centennial variations in the open solar flux and the near-Earth heliospheric conditions (the interplanetary magnetic field and the solar wind speed). The various methods are in very good agreement for the past 135 years when there were sufficient reliable magnetic observatories in operation to eliminate problems due to site-specific errors and calibration drifts. This review underlines the physical principles that allow these reconstructions to be made, as well as the details of the various algorithms employed and the results obtained. Discussion is included of: the importance of the averaging timescale; the key differences between “range” and “interdiurnal variability” geomagnetic data; the need to distinguish source field sector structure from heliospherically-imposed field structure; the importance of ensuring that regressions used are statistically robust; and uncertainty analysis. The reconstructions are exceedingly useful as they provide calibration between the in-situ spacecraft measurements from the past five decades and the millennial records of heliospheric behaviour deduced from measured abundances of cosmogenic radionuclides found in terrestrial reservoirs. Continuity of open solar flux, using sunspot number to quantify the emergence rate, is the basis of a number of models that have been very successful in reproducing the variation derived from geomagnetic activity. These models allow us to extend the reconstructions back to before the development of the magnetometer and to cover the Maunder minimum. Allied to the radionuclide data, the models are revealing much about how the Sun and heliosphere behaved outside of grand solar maxima and are providing a means of predicting how solar activity is likely to evolve now that the recent grand maximum (that had prevailed throughout the space age) has come to an end.

Ground-based and satellite observations of high-latitude auroral activity in the dusk sector of the auroral oval

On 7 December 2000, during 13:30-15:30 UT the MIRACLE all-sky camera at Ny Alesund observed auroras at high-latitudes (MLAT similar to 76) simultaneously when the Cluster spacecraft were skimming the magnetopause in the same MLT sector (at similar to 16:00-18:00 MLT). The location of the auroras (near the ionospheric convection reversal boundary) and the clear correlation between their dynamics and IMF variations suggests their close relationship with R1 currents. Consequently, we can assume that the Cluster spacecraft were making observations in the magnetospheric region associated with the auroras, although exact magnetic conjugacy between the ground-based and satellite observations did not exist. The solar wind variations appeared to control both the behaviour of the auroras and the magnetopause dynamics. Auroral structures were observed at Ny Alesund especially during periods of negative IMF B-Z. In addition, the Cluster spacecraft experienced periodic (T similar to 4 - 6 min) encounters between magnetospheric and magnetosheath plasmas. These undulations of the boundary can be interpreted as a consequence of tailward propagating magnetopause surface waves. Simultaneous dusk sector ground-based observations show weak, but discernible magnetic pulsations (Pc 5) and occasionally periodic variations (T - 2 - 3 min) in the high-latitude auroras. In the dusk sector, Pc 5 activity was stronger and had characteristics that were consistent with a field line resonance type of activity. When IMF BZ stayed positive for a longer period, the auroras were dimmer and the spacecraft stayed at the outer edge of the magnetopause where they observed electromagnetic pulsations with T similar to 1 min. We find these observations interesting especially from the viewpoint of previously presented studies relating poleward-moving high-latitude auroras with pulsation activity and MHD waves propagating at the magnetospheric boundary layers.

Coordinated ground-based, low altitude satellite and Cluster observations on global and local scales during a transient post-noon sector excursion of the magnetospheric cusp

On 14 January 2001, the four Cluster spacecraft passed through the northern magnetospheric mantle in close conjunction to the EISCAT Svalbard Radar (ESR) and approached the post-noon dayside magnetopause over Greenland between 13:00 and 14:00 UT During that interval, a sudden reorganisation of the high-latitude dayside convection pattern accurred after 13:20 UT most likely caused by a direction change of the Solar wind magnetic field. The result was an eastward and poleward directed flow-channel, as monitored by the SuperDARN radar network and also by arrays of ground-based magnetometers in Canada, Greenland and Scandinavia. After an initial eastward and later poleward expansion of the flow-channel between 13:20 and 13:40 UT, the four Cluster spacecraft, and the field line footprints covered by the eastward looking scan cycle of the Sondre Stromfjord incoherent scatter radar were engulfed by cusp-like precipitation with transient magnetic and electric field signatures. In addition, the EISCAT Svalbard Radar detected strong transient effects of the convection reorganisation, a poleward moving precipitation, and a fast ion flow-channel in association with the auroral structures that suddenly formed to the west and north of the radar. From a detailed analysis of the coordinated Cluster and ground-based data, it was found that this extraordinary transient convection pattern, indeed, had moved the cusp precipitation from its former pre-noon position into the late post-noon sector, allowing for the first and quite unexpected encounter of the cusp by the Cluster spacecraft. Our findings illustrate the large amplitude of cusp dynamics even in response to moderate solar wind forcing. The global ground-based data proves to be an invaluable tool to monitor the dynamics and width of the affected magnetospheric regions.