Applying Extensions of Evidence Theory to Detect Frauds in Financial Infrastructures

The Dempster-Shafer (DS) theory of evidence has significant weaknesses when dealing with conflicting information sources, as demonstrated by preeminent mathematicians. This problem may invalidate its effectiveness when it is used to implement decision-making tools that monitor a great number of parameters and metrics. Indeed, in this case, very different estimations are likely to happen and can produce unfair and biased results. In order to solve these flaws, a number of amendments and extensions of the initial DS model have been proposed in literature. In this work, we present a Fraud Detection System that classifies transactions in a Mobile Money Transfer infrastructure by using the data fusion algorithms derived from these new models. We tested it in a simulated environment that closely mimics a real Mobile Money Transfer infrastructure and its actors. Results show substantial improvements of the performance in terms of true positive and false positive rates with respect to the classical DS theory

Inference of Online Auction Shills Using Dempster-Shafer Theory *

We present a shilling behavior detection and verification approach for online auction systems. Assuming a model checking technique to detect shill suspects in real-time, we focus on how to verify shill suspects using Dempster-Shafer theory of evidence. To demonstrate the feasibility of our approach, we provide a case study using real eBay auction data. The analysis results show that our approach can detect shills and that using Dempster-Shafer theory to combine multiple sources of evidence of shilling behavior can reduce the number of false positive results that would be generated from a single source of evidence. 1

Trust-based social mechanism to counter deceptive behaviour

The actions of an autonomous agent are driven by its individual goals and its knowledge and beliefs about its environment. As agents can be assumed to be selfinterested, they strive to achieve their own interests and therefore their behaviour can sometimes be difficult to predict. However, some behaviour trends can be observed and used to predict the future behaviour of agents, based on their past behaviour. This is useful for agents to minimise the uncertainty of interactions and ensure more successful transactions. Furthermore, uncertainty can originate from malicious behaviour, in the form of collusion, for example. Agents need to be able to cope with this to maximise their benefits and reduce poor interactions with collusive agents. This thesis provides a mechanism to support countering deceptive behaviour by enabling agents to model their agent environment, as well as their trust in the agents they interact with, while using the data they already gather during routine agent interactions. As agents interact with one another to achieve the goals they cannot achieve alone, they gather information for modelling the trust and reputation of interaction partners. The main aim of our trust and reputation model is to enable agents to select the most trustworthy partners to ensure successful transactions, while gathering a rich set of interaction and recommendation information. This rich set of information can be used for modelling the agents' social networks. Decentralised systems allow agents to control and manage their own actions, but this suffers from limiting the agents' view to only local interactions. However, the representation of the social networks helps extend an agent's view and thus extract valuable information from its environment. This thesis presents how agents can build such a model of their agent networks and use it to extract information for analysis on the issue of collusion detection.EThOS - Electronic Theses Online ServiceUniversity of Warwick. Dept. of Computer ScienceGBUnited Kingdo