公开(公告)号：US11381467B2

公开(公告)日：2022-07-05

申请号：US17022206

申请日：2020-09-16

Applicant: FINANCIAL NETWORK ANALYTICS LTD

Inventor： Kimmo Soramäki ,  Samantha Cook ,  Lubos Pernis

IPC: H04L41/14 ,  G06N20/00 ,  G06Q40/02 ,  G06N3/00 ,  H04L67/131

Abstract: Disclosed is a method for generating synthetic data from an aggregate dataset related to a plurality of entities. The method comprises defining a set of personas, selecting a network generation model, defining a network topology and generating the synthetic data. The set of personas is defined based on a number of the plurality of entities and/or a type of at least one of the plurality of entities. The network generation model is selected based on the defined set of personas and the aggregate dataset related thereto. The generated network topology comprises nodes and links between nodes using the selected network generation model. The node represents one of the personas in the set of personas. The link between two nodes represent one or more transactions between the personas represented by the two nodes. The generated synthetic data is based on information about distribution of the one or more transactions.

公开(公告)号：US11756057B2

公开(公告)日：2023-09-12

申请号：US17022241

申请日：2020-09-16

Applicant: FINANCIAL NETWORK ANALYTICS LTD

Inventor： Kimmo Soramäki ,  Samantha Cook

IPC: G06Q10/06 ,  G06Q30/02 ,  G06Q20/06 ,  G06Q30/0201 ,  G06Q30/018 ,  G06Q40/02 ,  H04L9/40 ,  G06N7/01

CPC classification number: G06Q30/0201 ,  G06N7/01 ,  G06Q30/018 ,  G06Q40/02 ,  H04L63/1433

Abstract: Disclosed is a method for estimating vulnerability and systemic importance in transaction networks. The method comprises receiving transaction data relating to plurality of nodes of transaction network. The method further comprises determining adjacency matrix and transition matrix from the received transaction data; determining centrality parameter for a node in transaction network by treating the given node as an absorbing node thereby simulating a faulty node, obtaining adjusted transition matrix by removing outgoing connections of the given node from the transition matrix, and determining fundamental matrix indicative of centrality parameter of the given node, based on the adjusted transition matrix. The method further comprises determining rank of a node based on the centrality
parameter corresponding thereto, wherein the rank of a given node is indicative of vulnerability of the transaction network in an event of a failure of the given node.

公开(公告)号：US20220084049A1

公开(公告)日：2022-03-17

申请号：US17022241

申请日：2020-09-16

Applicant: FINANCIAL NETWORK ANALYTICS LTD

Inventor： Kimmo Soramäki ,  Samantha Cook

IPC: G06Q30/02 ,  H04L29/06 ,  G06Q40/02 ,  G06Q30/00 ,  G06N7/00

Abstract: Disclosed is a method for estimating vulnerability and systemic importance in transaction networks. The method comprises receiving transaction data relating to plurality of nodes of transaction network. The method further comprises determining adjacency matrix and transition matrix from the received transaction data; determining centrality parameter for a node in transaction network by treating the given node as an absorbing node thereby simulating a faulty node, obtaining adjusted transition matrix by removing outgoing connections of the given node from the transition matrix, and determining fundamental matrix indicative of centrality parameter of the given node, based on the adjusted transition matrix. The method further comprises determining rank of a node based on the centrality parameter corresponding thereto, wherein the rank of a given node is indicative of vulnerability of the transaction network in an event of a failure of the given node.

公开(公告)号：US11710135B2

公开(公告)日：2023-07-25

申请号：US17022227

申请日：2020-09-16

Applicant: FINANCIAL NETWORK ANALYTICS LTD

Inventor： Kimmo Soramäki ,  Samantha Cook

IPC: G06Q20/42 ,  G06F9/38 ,  G06Q20/38 ,  G06Q20/40

CPC classification number: G06Q20/425 ,  G06F9/3836 ,  G06Q20/389 ,  G06Q20/401

Abstract: Disclosed is a method of establishing and managing an inter-institution transaction system. The method comprises creating plurality of threads to constitute parallel fund transfer system, wherein each thread is a replica of single fund transfer system, and wherein plurality of threads are to be operated in parallel; assigning plurality of institutions to plurality of threads, wherein a given institution is assigned as a sending institution and/or a receiving institution of a financial transaction to at least one thread, and a given thread has at least one sending institution-receiving institution pair assigned thereto; assigning financial transactions to plurality of threads based at least on sending institution-receiving institution pairs assigned to plurality of threads; and processing financial transactions at their corresponding threads.

公开(公告)号：US20220086054A1

公开(公告)日：2022-03-17

申请号：US17022206

申请日：2020-09-16

Applicant: FINANCIAL NETWORK ANALYTICS LTD

Inventor： Kimmo Soramäki ,  Samantha Cook ,  Lubos Pernis

IPC: H04L12/24 ,  G06N20/00

Abstract: Disclosed is a method for generating synthetic data from an aggregate dataset related to a plurality of entities. The method comprises defining a set of personas, selecting a network generation model, defining a network topology and generating the synthetic data. The set of personas is defined based on a number of the plurality of entities and/or a type of at least one of the plurality of entities. The network generation model is selected based on the defined set of personas and the aggregate dataset related thereto. The generated network topology comprises nodes and links between nodes using the selected network generation model. The node represents one of the personas in the set of personas. The link between two nodes represent one or more transactions between the personas represented by the two nodes. The generated synthetic data is based on information about distribution of the one or more transactions.

公开(公告)号：US20220084040A1

公开(公告)日：2022-03-17

申请号：US17022227

申请日：2020-09-16

Applicant: FINANCIAL NETWORK ANALYTICS LTD

Inventor： Kimmo Soramäki ,  Samantha Cook

IPC: G06Q20/42 ,  G06Q20/40 ,  G06Q20/38 ,  G06F9/38

Abstract: Disclosed is a method of establishing and managing an inter-institution transaction system. The method comprises creating plurality of threads to constitute parallel fund transfer system, wherein each thread is a replica of single fund transfer system, and wherein plurality of threads are to be operated in parallel; assigning plurality of institutions to plurality of threads, wherein a given institution is assigned as a sending institution and/or a receiving institution of a financial transaction to at least one thread, and a given thread has at least one sending institution-receiving institution pair assigned thereto; assigning financial transactions to plurality of threads based at least on sending institution-receiving institution pairs assigned to plurality of threads; and processing financial transactions at their corresponding threads.