CN117808601A - Capital tracing method and system based on big data - Google Patents
Capital tracing method and system based on big data Download PDFInfo
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Abstract
The invention discloses a capital tracing method and a system based on big data, in particular to the technical field of big data, and the capital tracing method and the system comprise a multi-source data acquisition module, a data preprocessing module, a capital flow chart database storage module, a data processing module, a capital flow real-time monitoring module, a capital tracing execution module and a tracing result output module; the fund flow chart database storage module is used for storing the preprocessed data and constructing a fund flow chart of a user, so that analysis and tracing of fund paths are facilitated; integrating a plurality of transaction records through a data processing module, and calculating related data, thereby providing deep insight into user behaviors; calculating a risk fluctuation index through a fund flow real-time monitoring module, and sending out alarm information; and receiving the alarm information through a fund tracing execution module, executing the fund tracing operation and generating a fund tracing report, and revealing the complete flow path of the fund and the associated transaction information.
Description
Technical Field
The invention relates to the technical field of big data, in particular to a fund tracing method and a fund tracing system based on big data.
Background
In the current financial field, the flow of funds and transaction data is enormous. To ensure the safety and compliance of funds, efficient monitoring and management of such data is required.
The existing fund tracing methods mainly depend on the traditional database and data processing technology, have low efficiency when processing a large amount of data, and are difficult to realize real-time monitoring and rapid fund tracing; fund tracing generally faces the problems of data island, incomplete information, insufficient analysis capability and the like, so that the fund flow direction cannot be quickly and accurately traced; in addition, the existing fund tracing method often cannot effectively integrate multi-source data, so that the fund flow direction is unclear, and the supervision difficulty is increased; therefore, a method and a system for tracing funds based on big data are urgently needed, which can efficiently process and analyze a large amount of financial data and realize real-time monitoring and rapid tracing of funds.
Disclosure of Invention
In order to overcome the defects in the prior art, the invention provides a large data-based fund tracing method and a large data-based fund tracing system, which are characterized in that transaction data of all users are collected from the fields of banks, securities and insurance finance through a multi-source data collection module, a comprehensive data set is provided for the system, and all possible fund flowing paths can be traced; the data preprocessing module is used for cleaning, de-duplicating and formatting the acquired data and preprocessing the characteristic engineering, so that the quality and consistency of the data are ensured, and accurate and reliable data are provided for analysis; the fund flow chart database storage module is used for storing the preprocessed data and constructing a fund flow chart of a user, so that the fund path can be conveniently analyzed and traced, and the data retrieval process is accelerated; the data processing module integrates a plurality of transaction records, calculates related data, provides deep insight into user behaviors, and is helpful for identifying abnormal modes and risk behaviors; the fund flow is monitored in real time through the fund flow real-time monitoring module, the risk fluctuation index is calculated, the risk fluctuation index is judged and compared with a preset risk fluctuation index threshold value, and alarm information is sent to the fund tracing execution module, so that possible illegal activities or fraudulent behaviors are responded in real time, and loss is reduced; the fund tracing execution module is used for immediately executing the fund tracing operation after receiving the alarm information transmitted by the fund flow real-time monitoring module, searching from the fund flow to the graph database storage module, generating a fund tracing report, revealing the complete flow path of the fund and the associated transaction information, and providing a powerful tool for a supervision institution and a financial institution to fight money laundering and other financial crimes; the traceability result is displayed in a network diagram through the traceability result output module, so that a supervision organization is helped to understand a complex fund relation network and make corresponding decisions, and the targeted supervision measures are helped to be formulated; to solve the problems set forth in the background art.
In order to achieve the above purpose, the present invention provides the following technical solutions: a big data based funds traceback system comprising:
a multi-source data acquisition module: for collecting transaction data of all users from banking, securities and insurance finance fields, including personal transfer records, stock transaction records, application records, and consumption records;
and a data preprocessing module: the method is used for cleaning, de-duplicating and formatting the acquired data and performing characteristic engineering pretreatment operation;
the fund flow chart database storage module: the system is used for storing the preprocessed data and constructing a fund flow diagram of the user;
and a data processing module: for carrying out preliminary processing on the preprocessed data at the local server, integrating a plurality of transaction records, calculating the transaction times, average transaction amount, transaction time interval and accumulated transaction amount of each user in a given time window, the number of counter-parties is traded, and the number and the frequency of different transaction types of each user in each time window are transmitted to the fund flow real-time monitoring module;
the fund flow real-time monitoring module comprises a data calculation unit, a risk fluctuation index calculation unit and a risk judgment unit, and is used for carrying out real-time monitoring on fund flow through a real-time data analysis technology, calculating a risk fluctuation index, judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending alarm information to be transmitted to a fund tracing execution module;
and the fund tracing execution module: the system comprises a fund flow real-time monitoring module, a fund tracing operation, a diagram database storage module, a fund tracing report, a fund flow real-time monitoring module and a transaction information processing module, wherein the fund flow real-time monitoring module is used for receiving the alarm information transmitted by the fund flow real-time monitoring module, immediately executing the fund tracing operation, retrieving from the fund flow to the diagram database storage module, generating the fund tracing report and revealing the complete flow path of the fund and the associated transaction information;
a traceability result output module: the method is used for displaying the traceability result in a network diagram, helping the supervision authorities understand the complex fund relation network and making corresponding decisions.
In a preferred embodiment, the specific processing procedure of the data processing module is as follows:
a1, preprocessing the data according to the following stepsnTime windowTDividing and numbering in turnMj，j=1，2，3……n；
A2 for dataMjCombining the personal transfer record, the stock trade record, the application record and the consumption record into one record according to all the trade records of the same participant to obtainnIn a single time windowmOf individual participantskA strip transaction record; the transaction record comprises transaction time, transaction times, transaction types and transaction amounts;
a3, counting transaction times of each user in a given window asCai；
A4, calculating the average transaction amount of each user in a given time windowPei，
WhereinkRepresenting the total number of transaction records,Zeivrepresenting participantsiIs the first of (2)vThe transaction amount of a transaction record,Cairepresenting participantsiIs a number of transactions;
a5, counting the transaction time interval of each user in a given time windowTyi；
A6, calculating the accumulated transaction amount of each user in a given time windowLei，WhereinkRepresenting the total number of transaction records,Zeivrepresenting participantsiIs the first of (2)vThe transaction amount of a transaction record,Cairepresenting participantsiIs a number of transactions;
a7, counting the number of the counter-transaction parties of each user in a given window and recording asDsi；
A8, counting the number of different transaction types of each user in each time window as followsZsiThe frequency of the signal is calculated,whereinCaiRepresenting participantsiIs a number of transactions.
In a preferred embodiment, the specific calculation process of the fund flow real-time monitoring module is as follows:
b1, calculating transaction liveness, transaction diversity index, average transaction scale and network connectivity;
and B2, calculating a trade activity fluctuation mean value, a trade diversity index fluctuation mean value, an average trade scale fluctuation mean value and a network connectivity fluctuation mean value of each user in all time windows.
In a preferred embodiment, the transaction livenessHyThe calculation formula of (2) is as follows:whereinCaiRepresenting participantsiIs a function of the number of transactions,Tyirepresenting participantsiIs a transaction time interval of (1);
the trade diversity indexDyThe calculation formula of (2) is as follows:which is provided withMiddle pi represents the firstiThe proportion of the transaction type to be used,Ma category representing a transaction type;
the average transaction sizeGmThe calculation formula of (2) is as follows:whereinCaiRepresenting participantsiIs a function of the number of transactions,Leirepresenting participantsiIs a cumulative transaction amount of (a);
the network connectivityLdSpecifically, by constructing a network graph, the nodes are users, the edges are transaction relations, and the network connectivity is calculated according to the number of the nodes and the edgesLd：WhereinSxRepresentation and nodexThe number of edges to be joined together,Urepresenting the total number of nodes in the network.
In a preferred embodiment, the transaction liveness fluctuation averagePHyThe calculation formula of (2) is as follows:whereinHyjIndicating that the user is at the firstjTransaction activity for a time window,Hy j+1 indicating that the user is at the firstjTransaction liveness for +1 time window,nrepresenting the number of time windows;
the trade diversity index fluctuation mean valuePDyThe calculation formula of (2) is as follows:
whereinDyjIndicating that the user is at the firstjA trade diversity index for a time window,Dy j+1 indicating that the user is at the firstjTransaction diversity index for +1 time window,nrepresenting the number of time windows;
the mean value of the fluctuation of the average transaction scalePGmThe calculation formula of (2) is as follows:
whereinGmjIndicating that the user is at the firstjThe average transaction size for the individual time windows,Gm j+1 indicating that the user is at the firstjThe average trade size for +1 time window,nrepresenting the number of time windows;
the network connectivity fluctuation mean valuePLdThe calculation formula of (2) is as follows:whereinLdjIndicating that the user is at the firstjThe network connectivity of the time window,Ld j+1 indicating that the user is at the firstjNetwork connectivity for +1 time window,nrepresenting the number of time windows.
In a preferred embodiment, the risk fluctuation index calculation unit is configured to calculate a risk fluctuation index, and the specific calculation process is:
the method comprises the following steps of C1, carrying out standardized processing on a trade activity fluctuation average value, a trade diversity index fluctuation average value, an average trade scale fluctuation average value and a network connectivity fluctuation average value;
c2, according to the standardized transaction activity fluctuation mean valuePHyMean value of trade diversity index fluctuationPDyMean value of fluctuation of average trade sizePGmAnd network connectivity fluctuation meanPLdCalculating risk fluctuation indexQz，Whereinγ1、γ2、γ3、γ4 represents the scaling factor of each term.
In a preferred embodiment, the risk judging unit is configured to judge and compare the risk fluctuation index with a preset risk fluctuation index threshold value, and send alarm information to the fund tracing execution module; in particular, risk fluctuation indexQzAnd a preset risk fluctuation index threshold valueQzThreshold is judged and compared, ifQz≥QzThe threshold then indicates that the user's behavior is at a higher risk, sending out alarm information; and conversely, the behavior of the user is indicated to have lower risk.
In order to achieve the above purpose, the present invention provides the following technical solutions: a fund tracing method based on big data comprises the following steps:
step S1, collecting transaction data of all users from the fields of banks, securities and insurance finance;
s2, cleaning, de-duplicating and formatting the acquired data, and preprocessing the characteristic engineering;
step S3, storing the preprocessed data, and constructing a fund flow chart of the user;
step S4, the preprocessed data are subjected to preliminary processing at the local server, a plurality of transaction records are integrated, and the transaction times, the average transaction amount, the transaction time interval and the accumulated transaction amount of each user in a given time window and the number of transaction counter parties are calculated, wherein the number and the frequency of different transaction types of each user in each time window are calculated;
s5, calculating a risk fluctuation index, judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending out alarm information;
s6, immediately executing fund tracing operation after receiving the alarm information, searching from a fund flow chart database storage module, and generating a fund tracing report;
and S7, displaying the traceability result by using a network diagram.
The invention has the technical effects and advantages that:
the invention collects the transaction data of all users from the fields of banks, securities and insurance finance through the multi-source data collection module, provides a comprehensive data set for the system, and ensures that all possible funds flow paths can be tracked; the data preprocessing module is used for cleaning, de-duplicating and formatting the acquired data and preprocessing the characteristic engineering, so that the quality and consistency of the data are ensured, and accurate and reliable data are provided for analysis; the fund flow chart database storage module is used for storing the preprocessed data and constructing a fund flow chart of a user, so that the fund path can be conveniently analyzed and traced, and the data retrieval process is accelerated; the data processing module integrates a plurality of transaction records, calculates related data, provides deep insight into user behaviors, and is helpful for identifying abnormal modes and risk behaviors; the fund flow is monitored in real time through the fund flow real-time monitoring module, the risk fluctuation index is calculated, the risk fluctuation index is judged and compared with a preset risk fluctuation index threshold value, and alarm information is sent to the fund tracing execution module, so that possible illegal activities or fraudulent behaviors are responded in real time, and loss is reduced; the fund tracing execution module is used for immediately executing the fund tracing operation after receiving the alarm information transmitted by the fund flow real-time monitoring module, searching from the fund flow to the graph database storage module, generating a fund tracing report, revealing the complete flow path of the fund and the associated transaction information, and providing a powerful tool for a supervision institution and a financial institution to fight money laundering and other financial crimes; the traceability result is displayed in a network diagram through the traceability result output module, so that a supervision organization is helped to understand a complex fund relation network and make corresponding decisions, and the targeted supervision measures are helped to be formulated; the invention can meet the requirements of the modern financial field on fund flow monitoring and tracing, and has high practical value and market prospect.
Drawings
Fig. 1 is a block diagram showing the overall structure of the present invention.
FIG. 2 is a flow chart of the method steps of the present invention.
Detailed Description
The following description of the embodiments of the present invention will be made clearly and completely with reference to the accompanying drawings, in which it is apparent that the embodiments described are only some embodiments of the present invention, but not all embodiments. All other embodiments, which can be made by those skilled in the art based on the embodiments of the invention without making any inventive effort, are intended to be within the scope of the invention.
The invention provides a large data-based fund tracing method and a large data-based fund tracing system as shown in fig. 1-2, wherein the large data-based fund tracing method and the large data-based fund tracing system comprise a multi-source data acquisition module, a data preprocessing module, a fund flow chart database storage module, a data processing module, a fund flow real-time monitoring module, a fund tracing execution module and a tracing result output module;
the multi-source data acquisition module is used for acquiring transaction data of all users from the fields of banks, securities and insurance finance, including personal account transfer records, stock transaction records, application records and consumption records; the personal transfer record comprises a transaction participant, an account number, a transfer amount and a transfer time; the stock transaction record comprises transaction price, transaction quantity, transaction time, number of holding houses and a profit and loss ratio; the insurance application records comprise the name of the insurance applicant, the insurance date, the insurance amount, the premium amount, the claim settlement amount and the claim settlement time; the consumption record includes a consumption type and a consumption amount;
the implementation needs to specifically explain that the acquisition mode of the multi-source data acquisition module is as follows: the collection of sensitive financial data of personal account transfer records, stock trade records and application records is realized by interfacing with systems of banks, securities and insurance financial institutions; the method comprises the steps of cooperating with a related consumption record provider, and acquiring consumption records through a data interface;
the data preprocessing module is used for cleaning, de-duplicating, formatting and characteristic engineering preprocessing operation on the acquired data so as to ensure the quality and consistency of the data and provide a reliable data basis for subsequent analysis; the operations of cleaning, de-duplication, formatting and preprocessing of the feature engineering are performed on the collected data, which belong to the prior art means, so the embodiment does not make a specific description;
the fund flow chart database storage module is used for storing the preprocessed data and constructing a fund flow chart of a user; wherein the construction of the fund flow diagram, in particular converting the transaction data into a graphic structure, the nodes representing transaction entities, such as users, bank accounts and securities accounts, the edges representing the fund flow;
it should be noted that the fund flow chart database storage module performs structured storage on the processed data so as to facilitate quick retrieval and analysis; by constructing a fund flow graph, the flow path of the user asset, including the source, destination, amount and time information of the funds, can be helped to be revealed;
the data processing module is used for carrying out preliminary processing on the preprocessed data at the local server, integrating a plurality of transaction records, calculating the transaction times, the average transaction amount, the transaction time interval and the accumulated transaction amount of each user in a given time window and the number of transaction counter parties, and transmitting the number and the frequency of different transaction types of each user in each time window to the fund flow real-time monitoring module;
the implementation needs to specifically explain that the specific processing procedure of the data processing module is as follows:
a1, preprocessing the data according to the following stepsnTime windowTDividing and numbering in turnMj，j=1，2，3……n；
A2 for dataMjCombining the personal transfer record, the stock trade record, the application record and the consumption record into one record according to all the trade records of the same participant to obtainnIn a single time windowmOf individual participantskA strip transaction record; the transaction record comprises transaction time, transaction times, transaction types and transaction amounts;
a3, counting transaction times of each user in a given window asCai；
A4, calculating the average transaction amount of each user in a given time windowPei，
WhereinkRepresenting the total number of transaction records,Zeivrepresenting participantsiIs the first of (2)vThe transaction amount of a transaction record,Cairepresenting participantsiIs a number of transactions;
a5, counting the transaction time interval of each user in a given time windowTyi；
A6, calculating the accumulated transaction amount of each user in a given time windowLei，WhereinkRepresenting transaction record totalsThe number of the product is the number,Zeivrepresenting participantsiIs the first of (2)vThe transaction amount of a transaction record,Cairepresenting participantsiTo analyze the transaction increasing trend of the user;
a7, counting the number of the counter-transaction parties of each user in a given window and recording asDsiTo analyze the user's transaction network and associated parties;
a8, counting the number of different transaction types of each user in each time window as followsZsiThe frequency of the signal is calculated,whereinCaiRepresenting participantsiIs a number of transactions;
the fund flow real-time monitoring module comprises a data calculation unit, a risk fluctuation index calculation unit and a risk judgment unit, and is used for monitoring the fund flow in real time through a real-time data analysis technology, calculating a risk fluctuation index, judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending alarm information to be transmitted to a fund tracing execution module;
the implementation needs to be specifically described, the data calculation unit is configured to calculate a transaction activity fluctuation average value, a transaction diversity index fluctuation average value, an average transaction scale fluctuation average value, and a network connectivity fluctuation average value of each user in all time windows, where the specific calculation process is as follows:
b1, calculating transaction liveness, transaction diversity index, average transaction scale and network connectivity;
the transaction livenessHyThe calculation formula of (2) is as follows:whereinCaiRepresenting participantsiIs a function of the number of transactions,Tyirepresenting participantsiIs a transaction time interval of (1); by analyzing the activity of transactions by individuals, nodes that are frequently transacted may be identified, which may be important monitoring objects, particularly where funds flow is rapid and frequent, abnormally high activity may indicate money laundering or other illegal funds flowRisk;
the trade diversity indexDyThe calculation formula of (2) is as follows:wherein pi represents the firstiThe proportion of the transaction type to be used,Ma category representing a transaction type; the diversified transaction types may suggest that the user is conducting normal business, while abrupt changes or singularization of the transaction types may be directed to behavior that circumvents supervision; lack of transaction diversity may indicate that funds are used for specific illegal purposes or from specific criminal activities;
the average transaction sizeGmThe calculation formula of (2) is as follows:whereinCaiRepresenting participantsiIs a function of the number of transactions,Leirepresenting participantsiIs a cumulative transaction amount of (a); high volume transactions may be of concern, particularly if the normal transaction patterns of the individual are not met; for funds traceback, analysis of the average transaction size helps identify focused flows of funds and abnormal transfers of large funds;
the network connectivityLdSpecifically, by constructing a network graph, the nodes are users, the edges are transaction relations, and the network connectivity is calculated according to the number of the nodes and the edgesLd：WhereinSxRepresentation and nodexThe number of edges to be joined together,Urepresenting the total number of nodes in the network; the numerical value measures the direct contact quantity of one node and other nodes and reflects the activity degree and influence of the node in the network; in the background of fund tracing, the network connectivity reveals the degree of association between individuals and other individuals, which is helpful for drawing potential collusion networks or organization structures; highly connected nodes may play a critical role in the funding flow network and are therefore important for monitoring and investigation;
b2, calculating a trade activity fluctuation mean value, a trade diversity index fluctuation mean value, an average trade scale fluctuation mean value and a network connectivity fluctuation mean value of each user in all time windows;
the trade activity fluctuation mean valuePHyThe calculation formula of (2) is as follows:whereinHyjIndicating that the user is at the firstjTransaction activity for a time window,Hy j+1 indicating that the user is at the firstjTransaction liveness for +1 time window,nrepresenting the number of time windows; this value indicates the stability of the user's transaction frequency, and high volatility may indicate a discrepancy with normal business activity;
the trade diversity index fluctuation mean valuePDyThe calculation formula of (2) is as follows:
whereinDyjIndicating that the user is at the firstjA trade diversity index for a time window,Dy j+1 indicating that the user is at the firstjTransaction diversity index for +1 time window,nrepresenting the number of time windows; this value reflects the diversity and variability of user transaction types, which may be evidence of manipulation or fraud if one user typically makes multiple types of transactions, but only a few transactions between bursts;
the mean value of the fluctuation of the average transaction scalePGmThe calculation formula of (2) is as follows:
whereinGmjIndicating that the user is at the firstjThe average transaction size for the individual time windows,Gm j+1 indicating that the user is at the firstjThe average trade size for +1 time window,nrepresenting the number of time windows; the value displays the change degree of the transaction amount of the user, and the stable transaction scale possibly accords with the conventional business mode;
the network connectivity fluctuation mean valuePLdThe calculation formula of (2) is as follows:whereinLdjIndicating that the user is at the firstjThe network connectivity of the time window,Ld j+1 indicating that the user is at the firstjNetwork connectivity for +1 time window,nrepresenting the number of time windows; frequently varying connectivity may indicate that a user is attempting to avoid being tracked or conducting suspicious transactions with multiple different individuals;
it should be noted that the mean value of these fluctuations is meant to help identify users whose behavior patterns are inconsistent or do not conform to normal business behavior, and in the funds tracing system, such behavior inconsistencies may be illegal activities, such as money laundering and fraudulent indicators, by monitoring fluctuations in these indicators, financial institutions and regulatory authorities can more effectively identify and prevent potential financial crimes, while improving transparency and compliance of the system;
the implementation needs to specifically explain that the risk fluctuation index calculating unit is used for calculating a risk fluctuation index, and the specific calculating process is as follows:
c1, carrying out standardized processing on a trade activity fluctuation mean value, a trade diversity index fluctuation mean value, an average trade scale fluctuation mean value and a network connectivity fluctuation mean value so as to ensure that comparison can be carried out on the same scale; the normalization processing belongs to the prior art means, so the embodiment does not make a specific description;
c2, according to the standardized transaction activity fluctuation mean valuePHyMean value of trade diversity index fluctuationPDyMean value of fluctuation of average trade sizePGmAnd network connectivity fluctuation meanPLdCalculating risk fluctuation indexQz，Whereinγ1、γ2、γ3、γ4 represents the proportionality coefficient of each term, the size of the proportionality coefficient is a specific numerical value obtained by quantizing each parameter, the subsequent comparison is convenient, and the proportionality coefficient is only required to be large as long as the proportionality relation between the parameter and the quantized numerical value is not influenced;
the implementation requires in particularThe risk judging unit is used for judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending alarm information to the fund tracing execution module; in particular, risk fluctuation indexQzAnd a preset risk fluctuation index threshold valueQzThreshold is judged and compared, ifQz≥QzThe threshold then indicates that the user's behavior is at a higher risk, sending out alarm information; otherwise, the behavior of the user is indicated to have lower risk; wherein the risk fluctuation index threshold value is presetQzThe threshold can be specifically set according to specific situations, and specific data is not specifically limited in this embodiment;
the fund tracing execution module is used for immediately executing the fund tracing operation after receiving the alarm information transmitted by the fund flow real-time monitoring module, retrieving the fund flow from the fund flow chart storage module, generating a fund tracing report and revealing the complete flow path of the fund and the associated transaction information; the fund tracing report records detailed information of each fund transaction, including the amount, time, both transaction sides and inflow and outflow nodes of the fund;
the traceability result output module is used for displaying traceability results in a network diagram, helping a supervision organization to understand a complex fund relation network and making corresponding decisions;
in this embodiment, it needs to be specifically described that a funds tracing method based on big data includes the following steps:
step S1, collecting transaction data of all users from the fields of banks, securities and insurance finance;
s2, cleaning, de-duplicating and formatting the acquired data, and preprocessing the characteristic engineering;
step S3, storing the preprocessed data, and constructing a fund flow chart of the user;
step S4, the preprocessed data are subjected to preliminary processing at the local server, a plurality of transaction records are integrated, and the transaction times, the average transaction amount, the transaction time interval and the accumulated transaction amount of each user in a given time window and the number of transaction counter parties are calculated, wherein the number and the frequency of different transaction types of each user in each time window are calculated;
s5, calculating a risk fluctuation index, judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending out alarm information;
s6, immediately executing fund tracing operation after receiving the alarm information, searching from a fund flow chart database storage module, and generating a fund tracing report;
and S7, displaying the traceability result by using a network diagram.
Finally: the foregoing description of the preferred embodiments of the invention is not intended to limit the invention to the precise form disclosed, and any such modifications, equivalents, and alternatives falling within the spirit and principles of the invention are intended to be included within the scope of the invention.
The foregoing is merely specific embodiments of the present application, but the scope of the present application is not limited thereto, and any person skilled in the art can easily think about changes or substitutions within the technical scope of the present application, and the changes and substitutions are intended to be covered by the scope of the present application. Therefore, the protection scope of the present application shall be subject to the protection scope of the claims.
Claims (8)
1. A big data based funds traceback system comprising:
a multi-source data acquisition module: for collecting transaction data of all users from banking, securities and insurance finance fields, including personal transfer records, stock transaction records, application records, and consumption records;
and a data preprocessing module: the method is used for cleaning, de-duplicating and formatting the acquired data and performing characteristic engineering pretreatment operation;
the fund flow chart database storage module: the system is used for storing the preprocessed data and constructing a fund flow diagram of the user;
and a data processing module: for carrying out preliminary processing on the preprocessed data at the local server, integrating a plurality of transaction records, calculating the transaction times, average transaction amount, transaction time interval and accumulated transaction amount of each user in a given time window, the number of counter-parties is traded, and the number and the frequency of different transaction types of each user in each time window are transmitted to the fund flow real-time monitoring module;
the fund flow real-time monitoring module comprises a data calculation unit, a risk fluctuation index calculation unit and a risk judgment unit, and is used for carrying out real-time monitoring on fund flow through a real-time data analysis technology, calculating a risk fluctuation index, judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending alarm information to be transmitted to a fund tracing execution module;
and the fund tracing execution module: the system comprises a fund flow real-time monitoring module, a fund tracing operation, a diagram database storage module, a fund tracing report, a fund flow real-time monitoring module and a transaction information processing module, wherein the fund flow real-time monitoring module is used for receiving the alarm information transmitted by the fund flow real-time monitoring module, immediately executing the fund tracing operation, retrieving from the fund flow to the diagram database storage module, generating the fund tracing report and revealing the complete flow path of the fund and the associated transaction information;
a traceability result output module: the method is used for displaying the traceability result in a network diagram, helping the supervision authorities understand the complex fund relation network and making corresponding decisions.
2. A big data based funds traceback system as defined in claim 1, wherein:
the specific processing procedure of the data processing module is as follows:
a1, preprocessing the data according to the following stepsnTime windowTDividing and numbering in turnMj，j=1，2，3……n；
A2 for dataMjCombining the personal transfer record, the stock trade record, the application record and the consumption record into one record according to all the trade records of the same participant to obtainnIn a single time windowmOf individual participantskA strip transaction record; the transaction record comprises transaction time, transaction times, transaction types and transaction amounts;
a3, counting transaction times of each user in a given window asCai；
A4, calculating the average transaction amount of each user in a given time windowPei，
WhereinkRepresenting the total number of transaction records,Zeivrepresenting participantsiIs the first of (2)vThe transaction amount of a transaction record,Cairepresenting participantsiIs a number of transactions;
a5, counting the transaction time interval of each user in a given time windowTyi；
A6, calculating the accumulated transaction amount of each user in a given time windowLei，WhereinkRepresenting the total number of transaction records,Zeivrepresenting participantsiIs the first of (2)vThe transaction amount of a transaction record,Cairepresenting participantsiIs a number of transactions;
a7, counting the number of the counter-transaction parties of each user in a given window and recording asDsi；
A8, counting the number of different transaction types of each user in each time window as Zsi, calculating the frequency thereof,where Cai represents the number of transactions by party i.
3. A big data based funds traceback system as defined in claim 1, wherein: the specific calculation process of the fund flow real-time monitoring module is as follows:
b1, calculating transaction liveness, transaction diversity index, average transaction scale and network connectivity;
and B2, calculating a trade activity fluctuation mean value, a trade diversity index fluctuation mean value, an average trade scale fluctuation mean value and a network connectivity fluctuation mean value of each user in all time windows.
4. A big data based funds traceback system according to claim 3, wherein: the transaction livenessHyThe calculation formula of (2) is as follows:whereinCaiRepresenting participantsiIs a function of the number of transactions,Tyirepresenting participantsiIs a transaction time interval of (1);
the trade diversity indexDyThe calculation formula of (2) is as follows:wherein pi represents the firstiThe proportion of the transaction type to be used,Ma category representing a transaction type;
the average transaction sizeGmThe calculation formula of (2) is as follows:whereinCaiRepresenting participantsiIs a function of the number of transactions,Leirepresenting participantsiIs a cumulative transaction amount of (a);
the network connectivityLdSpecifically, by constructing a network graph, the nodes are users, the edges are transaction relations, and the network connectivity is calculated according to the number of the nodes and the edgesLd：WhereinSxRepresentation and nodexThe number of edges to be joined together,Urepresenting the total number of nodes in the network.
5. A big data based funds traceback system according to claim 3, wherein: the trade activity fluctuation mean valuePHyThe calculation formula of (2) is as follows:whereinHyjIndicating that the user is at the firstjTransaction activity for a time window,Hy j+1 indicating that the user is at the firstjTransaction liveness for +1 time window,nrepresenting the number of time windows;
the trade diversity index fluctuation mean valuePDyThe calculation formula of (2) is as follows:
whereinDyjIndicating that the user is at the firstjA trade diversity index for a time window,Dy j+1 indicating that the user is at the firstjTransaction diversity index for +1 time window,nrepresenting the number of time windows;
the mean value of the fluctuation of the average transaction scalePGmThe calculation formula of (2) is as follows:
whereinGmjIndicating that the user is at the firstjThe average transaction size for the individual time windows,Gm j+1 indicating that the user is at the firstjThe average trade size for +1 time window,nrepresenting the number of time windows;
the network connectivity fluctuation mean valuePLdThe calculation formula of (2) is as follows:whereinLdjIndicating that the user is at the firstjThe network connectivity of the time window,Ld j+1 indicating that the user is at the firstjNetwork connectivity for +1 time window,nrepresenting the number of time windows.
6. A big data based funds traceback system as defined in claim 1, wherein: the risk fluctuation index calculation unit is used for calculating a risk fluctuation index, and the specific calculation process is as follows:
the method comprises the following steps of C1, carrying out standardized processing on a trade activity fluctuation average value, a trade diversity index fluctuation average value, an average trade scale fluctuation average value and a network connectivity fluctuation average value;
c2, according to the standardAverage value of transaction liveness fluctuation after chemical treatmentPHyMean value of trade diversity index fluctuationPDyMean value of fluctuation of average trade sizePGmAnd network connectivity fluctuation meanPLdCalculating risk fluctuation indexQz，Whereinγ1、γ2、γ3、γ4 represents the scaling factor of each term.
7. A big data based funds traceback system as defined in claim 1, wherein: the risk judging unit is used for judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, sending alarm information and transmitting the alarm information to the fund tracing execution module; in particular, risk fluctuation indexQzAnd a preset risk fluctuation index threshold valueQzThreshold is judged and compared, ifQz≥QzThe threshold then indicates that the user's behavior is at a higher risk, sending out alarm information; and conversely, the behavior of the user is indicated to have lower risk.
8. A big data based funds tracing method for implementing the big data based funds tracing system of any one of claims 1-7, comprising the steps of:
step S1, collecting transaction data of all users from the fields of banks, securities and insurance finance;
s2, cleaning, de-duplicating and formatting the acquired data, and preprocessing the characteristic engineering;
step S3, storing the preprocessed data, and constructing a fund flow chart of the user;
step S4, the preprocessed data are subjected to preliminary processing at the local server, a plurality of transaction records are integrated, and the transaction times, the average transaction amount, the transaction time interval and the accumulated transaction amount of each user in a given time window and the number of transaction counter parties are calculated, wherein the number and the frequency of different transaction types of each user in each time window are calculated;
s5, calculating a risk fluctuation index, judging and comparing the risk fluctuation index with a preset risk fluctuation index threshold value, and sending out alarm information;
s6, immediately executing fund tracing operation after receiving the alarm information, searching from a fund flow chart database storage module, and generating a fund tracing report;
and S7, displaying the traceability result by using a network diagram.
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