Title: Extraction of Fraud Schemes from Trade Series
Authors: MOUSSAS CHARALAMBOSNONCHEVA Veska
Citation: PLISKA Studia Mathematica Bulgarica vol. 18 p. 271-292
Publisher: Institute of Mathematics and Informatics, Bulgarian Academy of Sciences
Publication Year: 2007
JRC N°: JRC30894
ISSN: 0204-9805
URI: http://www.math.bas.bg/~pliska/
http://publications.jrc.ec.europa.eu/repository/handle/JRC30894
Type: Contributions to Conferences
Abstract: It is very often the case that the patterns of a fraudulent activity in trade are hidden within existing trade data time series. Furthermore, with the advent of powerful and affordable computing hardware, relatively big amounts of available trade data can be quickly analyzed with a view to assisting anti-fraud investigations in this field. In this paper, based on the availability of such import/export data series, we present a statistical method for the identification of potential fraud schemes, by extracting and highlighting those cases which lend themselves to further investigation by anti-fraud domain experts. The proposed method consists in applying time series analysis for prediction purposes, calculating the resulting significant deviations, and finally clustering time series with similar patterns together, thus identifying suspect or abnormal cases.
JRC Institute:Institute for the Protection and Security of the Citizen

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