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master's thesis
Model rane detekcije sumnjivih bankovnih transakcija
Zagreb: University of Zagreb, Faculty of Economics and Business, 2023. urn:nbn:hr:148:243751
Božić, Darjan
University of Zagreb
Faculty of Economics and Business

Institutional repository: REPEFZG

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Božić, D. (2023). Model rane detekcije sumnjivih bankovnih transakcija (Master's thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:243751

Božić, Darjan. "Model rane detekcije sumnjivih bankovnih transakcija." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2023. https://urn.nsk.hr/urn:nbn:hr:148:243751

Božić, Darjan. "Model rane detekcije sumnjivih bankovnih transakcija." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2023. https://urn.nsk.hr/urn:nbn:hr:148:243751

Božić, D. (2023). 'Model rane detekcije sumnjivih bankovnih transakcija', Master's thesis, University of Zagreb, Faculty of Economics and Business, accessed 16 June 2024, https://urn.nsk.hr/urn:nbn:hr:148:243751

Božić D. Model rane detekcije sumnjivih bankovnih transakcija [Master's thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2023 [cited 2024 June 16] Available at: https://urn.nsk.hr/urn:nbn:hr:148:243751

D. Božić, "Model rane detekcije sumnjivih bankovnih transakcija", Master's thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2023. Available at: https://urn.nsk.hr/urn:nbn:hr:148:243751

Metadata
TitleModel rane detekcije sumnjivih bankovnih transakcija
Title (english)Model for early detection of suspicious bank transactions
AuthorDarjan Božić
MentorLucija Rogić Dumančić (mentor)
Committee memberJakša Krišto (predsjednik povjerenstva)
Committee memberDajana Barbić (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Economics and Business
Zagreb
Defense date and country2023-02-21, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Volumen oprane količine novca na svjetskoj se razini povećava, zbog čega razvitak novih načina otkrivanja pranja novca postaje prioritet. Ovaj rad nastoji na teorijskoj osnovi razviti model rane detekcije pokušaja pranja novca baziran na skupovima pravila koja procjenjuju sumnjivost bankovnih transakcija te funkcionalnu verziju opisanog modela testirati na generiranom skupu od 10.000 transakcija. Sumnjivim je označeno njih 119, a najčešći razlog za sumnju bili su iznosi iznad određene vrijednosti i transakcije sa rizičnim državama. Dodatno, istraženi su načini poboljšanja modela upotrebom rudarenja podataka i strojnog učenja, koje je u stanju analizirati ogromne količine povijesnih podataka, u njima uočiti uzorke i povezanosti i na temelju njih smjesta otkriti slične transakcije pranja novca, u trenutku njihovog izvršavanja, sa preciznošću do 90%.
Abstract (english)
The volume of laundered money is increasing worldwide, which is why development of new ways of detecting money laundering is becoming a priority. This work aims to, on a theoretical basis, develop a model for the early detection of money laundering attempts based on sets of rules that assess the suspiciousness of bank transactions and to test the functional version of the described model on a generated set of 10,000 transactions. 119 of them were marked as suspicious, and the most common reason for suspicion were amounts above a certain value and transactions with risky countries. Additionally, ways of improving the model were explored using data mining and machine learning, which is able to analyse immense amounts of historical data, spot patterns and connections in them and, based on them, immediately detect similar money laundering transactions, at the time of their execution, with a precision of up to 90 %.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:148:243751
Study programmeTitle: Business Economics
Study programme type: university
Study level: integrated undergraduate and graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2023-02-21 14:24:05