| 4631. |
- Lopez-Rojas, Edgar, et al.
(författare)
-
A review of computer simulation for fraud detection research in financial datasets
- 2016
-
Ingår i: FTC 2016 - Proceedings of Future Technologies Conference. - : IEEE. - 9781509041718 ; , s. 932-935
-
Konferensbidrag (refereegranskat)abstract
- The investigation of fraud in the financial domain has been restricted to those who have access to relevant data. However, customer financial records are protected by law and internal policies, therefore they are not available for most of the researchers in the area of fraud detection. This paper aims to present the work of those researchers who have had access to data and present an interesting approach to fraud detection research; which is the generation of a synthetic data set to work on fraud detection research. Some of the domains covered in this review include mobile money payments, e-payments, retail stores, online bank services and credit card payments. We also cover some of the most relevant surveys in the field and point out the impossibility to compare this work due to the lack of common public data set to test different results.
|
|
| 4632. |
- Lopez-Rojas, Edgar Alonso, 1977-, et al.
(författare)
-
Social Simulation of Commercial and Financial Behaviour for Fraud Detection Research
- 2014
-
Ingår i: Advances in Computational Social Science and Social Simulation. - Barcelona.
-
Konferensbidrag (refereegranskat)abstract
- We present a social simulation model that covers three main financialservices: Banks, Retail Stores, and Payments systems. Our aim is toaddress the problem of a lack of public data sets for fraud detectionresearch in each of these domains, and provide a variety of fraudscenarios such as money laundering, sales fraud (based on refunds anddiscounts), and credit card fraud. Currently, there is a general lackof public research concerning fraud detection in the financial domainsin general and these three in particular. One reason for this is thesecrecy and sensitivity of the customers data that is needed toperform research. We present PaySim, RetSim, and BankSim asthree case studies of social simulations for financial transactionsusing agent-based modelling. These simulators enable us to generatesynthetic transaction data of normal behaviour of customers, and alsoknown fraudulent behaviour. This synthetic data can be used to furtheradvance fraud detection research, without leaking sensitiveinformation about the underlying data. Using statistics and socialnetwork analysis (SNA) on real data we can calibrate the relationsbetween staff and customers, and generate realistic synthetic datasets. The generated data represents real world scenarios that arefound in the original data with the added benefit that this data canbe shared with other researchers for testing similar detection methodswithout concerns for privacy and other restrictions present when usingthe original data.
|
|
| 4633. |
- Lopez-Rojas, Edgar Alonso, et al.
(författare)
-
Using the RetSim Fraud Simulation Tool to set Thresholds for Triage of Retail Fraud
- 2015
-
Ingår i: SECURE IT SYSTEMS, NORDSEC 2015. - Cham : Springer. - 9783319265025 - 9783319265018 ; , s. 156-171
-
Konferensbidrag (refereegranskat)abstract
- The investigation of fraud in business has been a staple for the digital forensics practitioner since the introduction of computers in business. Much of this fraud takes place in the retail industry. When trying to stop losses from insider retail fraud, triage, i.e. the quick identification of sufficiently suspicious behaviour to warrant further investigation, is crucial, given the amount of normal, or insignificant behaviour. It has previously been demonstrated that simple statistical threshold classification is a very successful way to detect fraud~\cite{Lopez-Rojas2015}. However, in order to do triage successfully the thresholds have to be set correctly. Therefore, we present a method based on simulation to aid the user in accomplishing this, by simulating relevant fraud scenarios that are foreseeing as possible and expected, to calculate optimal threshold limits. This method gives the advantage over arbitrary thresholds that it reduces the amount of labour needed on false positives and gives additional information, such as the total cost of a specific modelled fraud behaviour, to set up a proper triage process. With our method we argue that we contribute to the allocation of resources for further investigations by optimizing the thresholds for triage and estimating the possible total cost of fraud. Using this method we manage to keep the losses below a desired percentage of sales, which the manager consider acceptable for keeping the business properly running.
|
|
| 4634. |
- Lopez-Rojas, Edgar Alonso, 1977-, et al.
(författare)
-
Using the RetSim simulator for fraud detection research
- 2015
-
Ingår i: International Journal of Simulation and Process Modelling. - : InderScience Publishers. - 1740-2123 .- 1740-2131. - 9788897999225 ; 10:2
-
Tidskriftsartikel (refereegranskat)abstract
- Managing fraud is important for business, retail and financial alike. One method to manage fraud is by detection, where transactions, etc. are monitored and suspicious behaviour is flagged for further investigation. There is currently a lack of public research in this area. The main reason is the sensitive nature of the data. Publishing real financial transaction data would seriously compromise the privacy of both customers, and companies alike. We propose to address this problem by building RetSim, a multi-agent-based simulation (MABS) calibrated with real transaction data from one of the largest shoe retailers in Scandinavia. RetSim allows us to generate synthetic transactional data that can be publicly shared and studied without leaking business sensitive information, and still preserve the important characteristics of the data. We then use RetSim to model two common retail fraud scenarios to ascertain exactly how effective the simplest form of statistical threshold detection could be. The preliminary results of our tested fraud detection method show that the threshold detection is effective enough at keeping fraud losses at a set level, that there is little economic room for improved techniques.
|
|
| 4635. |
- Lopez-Rojas, Edgar, et al.
(författare)
-
Paysim : A financial mobile money simulator for fraud detection
- 2016
-
Ingår i: 28th European Modeling and Simulation Symposium, EMSS 2016. - : Dime University of Genoa. - 9788897999683 ; , s. 249-255
-
Konferensbidrag (refereegranskat)abstract
- The lack of legitimate datasets on mobile money transactions to perform research on in the domain of fraud detection is a big problem today in the scientific community. Part of the problem is the intrinsic private nature of financial transactions, that leads to no public available data sets. This will leave the researchers with the burden of first harnessing the dataset before performing the actual research on it. This paper propose an approach to such a problem that we named the PaySim simulator. PaySim is a financial simulator that simulates mobile money transactions based on an original dataset. In this paper, we present a solution to ultimately yield the possibility to simulate mobile money transactions in such a way that they become similar to the original dataset. With technology frameworks such as Agent-Based simulation techniques, and the application of mathematical statistics, we show in this paper that the simulated data can be as prudent as the original dataset for research.
|
|
| 4636. |
- Lorensen, Karl, et al.
(författare)
-
Generating numbers of rings graded by amenable and supramenable groups
- 2024
-
Ingår i: Journal of the London Mathematical Society. - : John Wiley & Sons. - 0024-6107 .- 1469-7750. ; 109:1
-
Tidskriftsartikel (refereegranskat)abstract
- A ring ? has unbounded generating number (UGN) if,for every positive integer ?, there is no ?-module epimorphism ?? → ??+1. For a ring ? = ⨁g∈? ?g gradedby a group ? such that the base ring ?1 has UGN, weidentify several sets of conditions under which ? mustalso have UGN. The most important of these are: (1)? is amenable, and there is a positive integer ? suchthat, for every g ∈ ?, ?g ≅ (?1)? as ?1-modules for some? = 1, … , ?; (2) ? is supramenable, and there is a positive integer ? such that, for every g ∈ ?, ?g ≅ (?1)? as?1-modules for some ? = 0, … , ?. The pair of conditions(1) leads to three different ring-theoretic characterizations of the property of amenability for groups. We alsoconsider rings that do not have UGN; for such a ring?, the smallest positive integer ? such that there is an?-module epimorphism ?? → ??+1 is called the generating number of ?, denoted gn(?). If ? has UGN, then wedefine gn(?) ∶= ℵ0. We describe several classes of examples of a ring ? graded by an amenable group ? such thatgn(?) ≠ gn(?1).MSC 202016P99, 16S35, 16W50, 20F65, 43A07 (primary), 16D90 (secondary)
|
|
| 4637. |
- Lorensen, Karl, et al.
(författare)
-
Rank conditions and amenability for rings associated to graphs
-
Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- We study path rings, Cohn path rings, and Leavitt path rings associated to directed graphs, with coefficients in an arbitrary ring R. For each of these types of rings, we stipulate conditions on the graph that are necessary and sufficient to ensure that the ring satisfies either the rank condition or the strong rank condition whenever R enjoys the same property. In addition, we apply our result for path rings and the strong rank condition to characterize the graphs that give rise to amenable path algebras and exhaustively amenable path algebras.
|
|
| 4638. |
- Lorentzen, Charlott, et al.
(författare)
-
Decisive Factors for Quality of Experience of OpenID Authentication Using EAP
- 2011
-
Ingår i: Advances in Electronics and Telecommunications. - : Publishing House Of Poznan University Of Technology. - 2081-8580. ; 2:3, s. 79-87
-
Tidskriftsartikel (refereegranskat)abstract
- When using the web, long response times are bones of contention for users, i.e. they damp the Quality of Experience (QoE). Though, if one knows the cause of the long response time one may examine what could be done to eliminate the obstacle. In this paper, we determine the weak point of the Extensible Authentication Protocol Method for GSM Subscriber Identity Modules (EAP-SIM) with the OpenID service with regards to excessive authentication times, which determine the response times. In order to provoke controlled increases of the latter, we emulate bad network performance by introducing bi-directional delay between the supplicant (client) and the authentication server. The same procedure is also applied to several other EAP methods. Based on a recent, exponential relationship between QoE and response time, we then identify, quantify and compare the decisive factors for QoE reduction as functions of the components of the authentication times. The results we obtain clearly show that one task of the EAP-SIM authentication contributes significantly more to the total response times than the other tasks, which points out the direction for future optimisation of user perception of authentication times.
|
|
| 4639. |
- Lorentzen, Charlott, et al.
(författare)
-
Decisive Factors for Quality of Experience of OpenID authentication using EAP-SIM
- 2011
-
Konferensbidrag (refereegranskat)abstract
- When using the web, large response times are bones of contention for users, i.e. they damp the Quality of Experience (QoE). Though, if one knew the cause of a large response time, one can examine what can be done about this obstacle. In this paper, we determine the weak point of the Extensible Authentication Protocol Method for GSM Subscriber Identity Modules (EAP-SIM) with the OpenID service with regards to excessive authentication times, which determine the response times. In order to provoke controlled raises of latter, we emulate bad network performance by introducing bi-directional delay between the supplicant (client) and the authenticator (server). Based on a recent, exponential relationship between QoE and response time, we then identify, quantify and compare the decisive factors for QoE reduction as functions of the components of the authentication times. The results we obtain clearly show that one task of the authentication contributes significantly more to the total response times than the other task, which points out the direction for future optimisation of user perception of authentication times.
|
|
| 4640. |
- Lorentzen, Charlott
(författare)
-
On User Perception of Authentication in Networks
- 2014
-
Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Authentication solutions are designed to stop unauthorized users from getting access to a secured system. However, each time an authentication process occur an authorized user needs to wait in expectation of approved access. This effort can be perceived as either a positive or negative experience. If the effort is perceived as a security measure; the effort is usually perceived as a positive experience. On the other hand, if the effort is perceived as a waiting time; the effort is usually perceived as a negative experience. The trade-off between security, user-friendliness and simplicity plays an important role in the domain of user acceptability. From the users' point of view, security is both necessary and disturbing at the same time. The overall focus in this thesis is on user perception of authentication in communication networks. An authentication procedure, or login, normally includes several steps and messages between a client and a server. In addition, the connection could suffer from low Quality of Service, i.e., each step in the authentication process will add to a longer response time. The longer response times will then infer lower Quality of Experience, i.e., a worse user perception. The thesis first presents a concept of investigating user perception. A framework is developed in which different criteria and evaluation methods for authentication schemes are presented. This framework is then used to investigate user perception of the response times of a web authentication procedure. The derived result, which is an exponential function, is compared to models for user perception of web performance. The comparison indicates that users perceive logins similarly, but not identically, to how they perceive standard web page loading. The user perception, with regards to excessive authentication times, is further studied by determining the weak point of the Extensible Authentication Protocol Method for GSM Subscriber Identity Modules (EAPSIM) with the OpenID service. The response times are controllably increased by emulating bad network performance for EAP-SIM and other EAP methods in live setups. The obtained results show that one task of the EAP-SIM authentication deviates from the other tasks, and contributes more to the total response time. This deviation points out the direction for future optimization. Finally, this thesis investigates how users of social networks perceive security, and to which extent they contribute to it. One way of contributing to security by creating and using strong authentication credentials, e.g. passwords. Websites might enforce a password length which is insufficient to provide a strong password. This might then cause problems by giving users a false perception of what constitutes a strong password. The origin of the password problem, namely the construction of passwords, and the user perception of password security is studied. A survey is conducted and the results indicate that the passwords of the respondents are not as strong as the respondents perceive them to be.
|
|
