基于成本约束的智能节点洗钱效用与路径分析

Analysis of money laundering utility and path of agent nodes based on cost constraints

在分析了洗钱过程的3个阶段之后,认为传统网络理论已经不适合于解决复杂金融网络中洗钱路径问题。依据行为金融学理论和复杂网络理论,提出了在复杂金融网络中基于成本约束的效用最大化条件下智能节点洗钱路径的两种计算方法,分别考虑了洗钱交易次数和交易次数的可能性。通过仿真实验得出了3条结论:在交易费用较高的条件下,洗钱者以较少次数结束转账过程;在交易费用递减的条件下,洗钱者会在效用最大化或交易费用极限的情况下终止交易;在交纳第一次的交易费用之后,即使后续交易费用为0,洗钱者还会在效用极大化的原则下进行交易,而不会无限制进行交易。

Traditional network theories,such as shortest distance,the minimum cost,minimum fee and maximum flow,are regarded as outdated for researching on money laundering behavior in financial network after analyzing three stages of money laundering.Two methods of computing money laundering path were developed based on behavior finance and complex network theories which take into account money transferring times and its possibilities.Simulation results show that with high transaction cost,money launderers prefer to end the process of money transfers with less frequency instead of endless safe transaction.The results also show that with reducing transaction cost,money launderers end the transaction based on the rules of utility maximum and cost minimum,and that even if they do not need to pay for subsequent transaction cost,money launderers also follow the rule of utility maximum instead of endlessness transaction.