文献类型：期刊文献

英文题名：Research on financial super-network model based on variational inequalities

作者：Liu, Xuan[1]; Li, Jia[1]; Chen, Zhigao[1]; Zhang, Pengzhu[2]

机构：[1] Department of Management Science and Engineering, Business School, East China University of Science and Technology, Shanghai 200237, China; [2] Department of Management Information System, Antai College of Economics, and Management, Shanghai Jiaotong University, Shanghai 200052, China

年份：2012

卷号：108 LNBIP

起止页码：66

外文期刊名：Lecture Notes in Business Information Processing

收录：EI(收录号：20132816482938)

语种：英文

外文关键词：Multi agent systems - Network security - Variational techniques

摘要：How social networks and financial transaction networks interact on each other has drawn more and more interests for supervision agencies and financial institutions in their efforts to combat money laundering. By introducing super-network theory, we proposed a super-network model integrating social network and financial transaction network. Based on this super-network, we presented a multiple objective decision model, and after analyzing the optimal functions of the agents, the equilibrium flows for both social network and financial transition network are found so as for the super-network achieves an equilibrium state. Then we discussed how to analyze the suspicious transaction flows or suspicious financial agents using those equilibrium flows. ? 2012 Springer-Verlag Berlin Heidelberg.