1,721,054 research outputs found
Incomplete pairwise comparison and consistency optimization
No full textThis paper proposes a new method for calculating the missing elements of an incomplete matrix of pairwise comparison
values for a decision problem. The matrix is completed by minimizing a measure of global inconsistency, thus obtaining a
matrix which is optimal from the point of view of consistency with respect to the available judgements. The optimal values
are obtained by solving a linear system and unicity of the solution is proved under general assumptions. Some other methods
proposed in the literature are discussed and a numerical example is presented
Fraud Measurement using Ordered Weighted Aggregation
No full textThe expansion of modern technologies and global communication is giving rise to
a dramatic increase of frauds, resulting in the loss of billions of dollars world-wide each
year. Fraud is an ‘unpleasant and expensive reality that all banks, retailers and credit granting
companies face. It is important to provide expertise to help financial institutions to resolve
and recover assets and develop a solid business experience and base its policy on successful
fraud prevention and recovery. The aim of the present paper is to investigate the use of
ordered weighted averaging (OWA) operators and their extensions fur fraud measurement
in financial transactions.We consider the fraudulent behaviour in some components (criteria)
and argue that the aggregation of the corresponding information can be effectively carried
on introducing a parameterized family of aggregation operators (OWA,GOWA) that provide
a fusion of pieces of information when the selection of the weights supports the modelling of
some aggregation imperative depending on the rationality of the experts
Il calcolo del vettore delle priorità per n alternative mediante matrici di confronti a coppie incomplete
No full textIn questo lavoro si propone un algoritmo per il completyamento di matrici di confronti a coppie incomplete. Il metodo proposto
prevede di calcolare gli elementi mancanti massimizzando direttamente la consistenza della matrice ‘completata’. L’unicità della soluzione viene dimostrata sotto ipotesi piuttosto generali
A MODEL FOR EVALUATING THE TRANSACTION RISK IN E-BANKING
No full textIn this paper we will present a model for evaluating one of the factors that are conditioning e-business in general, and e-banking in particular, i.e., transaction risk. The problem of fraud detection is a well known problem in banking settings, but it has been magnified by the advent of Internet and the massive transfer of economic transactions from traditional face-to-face relations to virtual environments. The problem of fraud detection has reached a world-wide extension, pushing banking institutions toward the regulation of e-banking usage. In order to provide internationally active banks with better incentives to measure and manage their risk properly, the New Basel Capital Accord, also known as "Basel 2" has been developed. This accord, though it faces the definition of the elements that compose the transaction risk, does not give any indication about how to identify precisely the elements of this item, and about how to calculate it. In this paper, we will propose a model for calculating the amount that should be set aside by bank institutions, in order to face one of the component of transaction risk, i.e., the risk related with frauds in a Internet-based context. This work aims therefore to describe from a mathematical-statistical point of view the structure of the risk of transaction fraud in an Internet-based context, for a Bank that faces the risk of potential losses due to fraudulent customers using Internet to do their transactions
Optimal partial questioning in large dimensional AHP
No full textIn this paper we propose a flexible method for optimally choosing and
sequencing in time a subset of pairwise comparisons between the alternatives in
large–dimensional AHP problems. Two criteria are taken into account in defining
the choice rule: the fair involvement of all the alternatives in the pairwise comparisons
and the consistency of the elicited judgements. The combination of the
two criteria guarantees the best reliability of the already collected information. The
method indicates at each step the two alternatives to be next compared and stops
the process taking into account both the reliability of the already elicited judgements
and the necessity of bounding the potentially large number of judgements to
be submitted to the decision maker
Modelling Fraud Detection by Attack trees and Choquet integral
No full textModelling an attack tree is basically a matter of associating a logical “and” and a logical “or”, but in most of real world applications related to fraud management the “and/or” logic is not adequate to effectively represent the relationship between a parent node and its children, most of all when information about attributes is associated to the nodes and the main problem to solve is how to promulgate attribute values up the tree through recursive aggregation operations occurring at the “and/or” nodes. OWA-based aggregations have been introduced to generalize “and” and “or” operators starting from the observation that in between the extremes “for all” (and) and “for any” (or), terms (quantifiers) like “several”, “most”, “few”, “some”, etc. can be introduced to represent the different weights associated to the nodes in the aggregation. The aggregation process taking place at an OWA node depends on the ordered position of the child nodes but it does not take care of the possible interactions between the nodes. In this paper, we propose to overcome this drawback introducing the Choquet integral whose distinguished feature is to be able to take into account the interaction between nodes. At first, the attack tree is valuated recursively through a bottom-up algorithm whose complexity is linear versus the number of nodes and exponential for every node. Then, the algorithm is extended assuming that the attribute values in the leaves are unimodal LR fuzzy numbers and the calculation of Choquet integral is carried out using the alpha-cut
Reconstruction methods for incomplete fuzzy preference relations: a numerical comparison
No full textIn this paper we compare, by means of numerical simulations, seven different methods for reconstructiong incomplete fuzzy preference relations. We consider the case of highly inconsistent preference relations as well as the case of preference relations close to consistency. We compare the numerical results on the basis of the consistency of the reconstructed preference relations
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