Multicriteria methods for identifying patterns in the analysis of the flow of “dangerous financial documents”

The article outlines a concept of applying the methodology for identifying patterns used for detecting documents suggesting the execution of some criminal financial transactions. The analogies of diagnostic processes for disease classification in medicine were used in the method. The idea of the described method consists in defining model patterns of financial documents, suggesting criminal activity in the form of the financial flow and developing mathematical models of actual financial documents which shall be used for the comparisons with the patterns at a later stage of the process. The next step is to develop similarity indicators of documents to appropriate patterns, to define and develop a multicriteria detection area for the documents and to develop a method for dividing the set of monitored documents into similar document classes. The final stage is the development of multicriteria rankings that allow to organize the set of transaction documents according to the degree of similarity to the relevant patterns and to determine the optimal cut-off threshold in the ranking of documents intended for a more detailed analysis. The described method may be used in counteracting financial crimes, and in particular in combating money laundering.