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Anomaly detection in networks with application to financial transaction networks

Abstract:

This paper is motivated by the task of detecting anomalies in networks of financial transactions, with accounts as nodes and a directed weighted edge between two nodes denoting a money transfer. The weight of the edge is the transaction amount. Examples of anomalies in networks include long paths of large transaction amounts, rings of large payments, and cliques of accounts. There are many methods available which detect such specific structures in networks. Here we introduce a method which is...

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Publication status:
Not Published
Peer review status:
Not peer reviewed
Version:
Author's Original

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Institution:
University of Oxford
Division:
MPLS Division
Department:
Statistics
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Institution:
University of Oxford
Division:
MPLS Division
Department:
Statistics
Luaces, MM More by this author
More by this author
Institution:
University of Oxford
Division:
MPLS Division
Department:
Statistics
Publication date:
2019-01-03
Pubs id:
pubs:959363
URN:
uri:9f4b63b2-7ea3-4b8a-af7d-d021306d2041
UUID:
uuid:9f4b63b2-7ea3-4b8a-af7d-d021306d2041
Local pid:
pubs:959363

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