多阶段多目标洗钱网络路径优化模型及算法研究

摘要：

针对多阶段洗钱资金转移路径的决策问题,基于多目标优化的思想,构建了以时间约束、总体资金转移量尽可能大以及总体风险尽可能小为决策目标的多阶段洗钱路径优化模型,并利用多重动态规划方法和最大流理论给出了求解该模型的算法,最后通过实例应用验证了该算法的可行性.通过该模型,不仅能够从洗钱资金转移路径观察洗钱行为特征,还能够发现和追踪到洗钱者的洗钱踪迹和全过程,有助于对洗钱行为的各个环节进行有效监控,降低反洗钱侦测成本.

In view of the multi-stage laundering money transfer path optimization decision problems, this paper proposes a multi-stage dynamic path planning model with the maximized amount of money-laundering and minimized risk as the decision making goal on the condition of time pressure. Furthermore, this paper also puts forward an algorithm of solving the model by using the theory of multiple dynamic programming method and the maximum flow algorithm. Finally, the feasibility of the a- rithmetic has been proved by an example of the algorithm. This model can not only find the characteristic of money laundering behavior from laundering money transfer path, but also discover and track money laundering trails and the entire process, con- tributing to monitoring effectively all aspects of the money laundering process and reducing the cost of money laundering detec- tion.

作者：

张艳 薛耀文

机构地区：

山西师范大学数学与计算机科学学院 山西师范大学经济与管理学院

出处：

《betway官方app 学报：自然科学版》 CAS 北大核心 2016年第3期146-153,共8页

基金：

国家自然科学基金(71273159)

关键词：

多阶段 多目标 洗钱路径 模型 算法

multi-stage multi-object money laundering path model arithmetic

分类号：

F830.3 [经济管理—金融学]

多阶段多目标洗钱网络路径优化模型及算法研究.pdf