多阶段多目标洗钱网络路径算法研究及反洗钱应对策略

发布时间：2018-02-14 08:10

本文关键词： 洗钱多阶段多目标模型动态规划算法　出处：《系统工程理论与实践》2017年08期 　论文类型：期刊论文

【摘要】：针对多阶段非法资金转移的路径优化问题,基于多目标优化的思想,构建了以洗钱量最大化、风险最小化及时间最短化为决策目标的多阶段洗钱网络路径优化模型;并利用期望效用理论对不法公职人员的风险偏好进行研究,分析出不同时间压力下不同风险偏好的不法公职人员对洗钱目标的五种不同选择,运用多重动态规划法以及最大流理论针对每种洗钱目标选择基于模型提出相应的算法,并通过实例应用验证算法的可行性.最后,从裸官外逃、大额交易、洗钱犯罪的心理过程、交易时间等方面提出了防范不法公职人员洗钱犯罪的措施及建议.
[Abstract]:Aiming at the path optimization problem of multi-stage illegal funds transfer, a multi-stage network path optimization model of money laundering with the aim of maximizing the amount of money laundering, minimizing the risk and minimizing the time is constructed based on the idea of multi-objective optimization. Based on the theory of expected utility, the paper studies the risk preference of illegal public officials, and analyzes five different choices of illegal public officials with different risk preference under different time pressure to the target of money laundering. Using multiple dynamic programming method and maximum flow theory, this paper proposes a corresponding algorithm for each money laundering target selection based on model, and proves the feasibility of the algorithm by an example. The psychological process and transaction time of money laundering crime are put forward to prevent illegal public officials from money laundering crime.
【作者单位】：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;
【基金】：国家自然科学基金(71273159)~~
【分类号】：F832.2

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