arXiv subjects

Valeria Ricci

Publications and source records attributed to Valeria Ricci.

12 recordsLinked to original sources

arXiv2025

FlowSeries: Anomaly Detection in Financial Transaction Flows

In recent years, the digitization and automation of anti-financial crime (AFC) investigative processes have faced significant challenges, particularly the need for interpretability of AI model results and the lack of labeled data for training. Network analysis has emerged as a valuable approach in this context. In this paper, we present WeirdFlows, a top-down search pipeline for detecting potentially fraudulent transactions and non-compliant agents. In a transaction network, fraud attempts are often based on complex transaction patterns that change over time to avoid detection. The WeirdFlows pipeline requires neither an a priori set of patterns nor a training set. In addition, by providing elements to explain the anomalies found, it facilitates and supports the work of an AFC analyst. We evaluate WeirdFlows on a dataset from Intesa Sanpaolo (ISP) bank, comprising 80 million cross-country transactions over 15 months, benchmarking our implementation of the algorithm. The results, corroborated by ISP AFC experts, highlight its effectiveness in identifying suspicious transactions and actors, particularly in the context of the economic sanctions imposed in the EU after February 2022. This demonstrates \textit{WeirdFlows}' capability to handle large datasets, detect complex transaction patterns, and provide the necessary interpretability for formal AFC investigations.

cs.CY↗

arXiv2024

A model for slowing particles in random media

We present a simple model in dimension $d\geq 2$ for slowing particles in random media, where point particles move in straight lines among and inside spherical identical obstacles with Poisson distributed centres. When crossing an obstacle, a particle is slowed down according to the law $\dot{V}= -\fracκε S(|V|) V$, where $V$ is the velocity of the point particle, $κ$ is a positive constant, $ε$ is the radius of the obstacle and $S(|V|)$ is a given slowing profile. With this choice, the slowing rate in the obstacles is such that the variation of speed at each crossing is of order $1$. We study the asymptotic limit of the particle system when $ε$ vanishes and the mean free path of the point particles stays finite. We prove the convergence of the point particles density measure to the solution of a kinetic-like equation with a collision term which includes a contribution proportional to a $δ$ function in $v=0$; this contribution guarantees the conservation of mass for the limit equation.

math-ph↗

arXiv2024

Anomaly detection in cross-country money transfer temporal networks

This paper explores anomaly detection through temporal network analysis. Unlike many conventional methods, relying on rule-based algorithms or general machine learning approaches, our methodology leverages the evolving structure and relationships within temporal networks, that can be used to model financial transactions. Focusing on minimal changes in stable ecosystems, such as those found in large international financial institutions, our approach utilizes network centrality measures to gain insights into individual nodes. By monitoring the temporal evolution of centrality-based node rankings, our method effectively identifies abrupt shifts in the roles of specific nodes, prompting further investigation by domain experts. To demonstrate its efficacy, our methodology is applied in the Anti-Financial Crime (AFC) domain, analyzing a substantial financial dataset comprising over 80 million cross-country wire transfers. The goal is to pinpoint outliers potentially involved in malicious activities, aligning with financial regulations. This approach serves as an initial stride towards automating AFC and Anti-Money Laundering (AML) processes, providing AFC officers with a comprehensive top-down view to enhance their efforts. It overcomes many limitations of current prevalent paradigms, offering a holistic interpretation of the financial data landscape and addressing potential blindness to phenomena that cannot be effectively estimated through single-node or narrowly focused transactional approaches.

cs.SI↗

arXiv2023

Preliminary results of a therapeutic lab for promoting autonomies in autistic children

This extended abtract describes the preliminary qualitative results coming from a therapeutic laboratory focused on the use of the Pepper robot to promote autonomies and functional acquisitions in highly functioning (Asperger) children with autism. The field lab, ideated and led by a multidisciplinary team, involved 4 children, aged 11-13, who attended the laboratory sessions once a week for four months.

cs.RO↗

arXiv2022

Sugar, Salt & Pepper -- Humanoid robotics for autism

This paper introduces an experimental trial that will take place from February to June 2021, and which will see the use of the Pepper robot in a therapeutic laboratory on autonomies that will promote functional acquisitions in children diagnosed with high functioning autism/Asperger's syndrome.

cs.RO↗

arXiv2016

A Derivation of the Vlasov-Stokes System for Aerosol Flows from the Kinetic Theory of Binary Gas Mixtures

In this short paper, we formally derive the thin spray equation for a steady Stokes gas, i.e. the equation consists in a coupling between a kinetic (Vlasov type) equation for the dispersed phase and a (steady) Stokes equation for the gas. Our starting point is a system of Boltzmann equations for a binary gas mixture. The derivation follows the procedure already outlined in [Bernard-Desvillettes-Golse-Ricci, arXiv:1608.00422 [math.AP]] where the evolution of the gas is governed by the Navier-Stokes equation.

math.AP↗

arXiv2016

A Derivation of the Vlasov-Navier-Stokes Model for Aerosol Flows from Kinetic Theory

This article proposes a derivation of the Vlasov-Navier-Stokes system for spray/aerosol flows. The distribution function of the dispersed phase is governed by a Vlasov-equation, while the velocity field of the propellant satisfies the Navier-Stokes equations for incompressible fluids. The dynamics of the dispersed phase and of the propellant are coupled through the drag force exerted by the propellant on the dispersed phase. We present a formal derivation of this model from a multiphase Boltzmann system for a binary gaseous mixture, involving the droplets/dust particles in the dispersed phase as one species, and the gas molecules as the other species. Under suitable assumptions on the collision kernels, we prove that the sequences of solutions to the multiphase Boltzmann system converge to distributional solutions to the Vlasov-Navier-Stokes equation in some appropriate distinguished scaling limit. Specifically, we assume (a) that the mass ratio of the gas molecules to the dust particles/droplets is small, (b) that the thermal speed of the dust particles/droplets is much smaller than that of the gas molecules and (c) that the mass density of the gas and of the dispersed phase are of the same order of magnitude.

math.AP↗

arXiv2013

Empirical Measures and Vlasov Hierarchies

The present note reviews some aspects of the mean field limit for Vlasov type equations with Lipschitz continuous interaction kernel. We discuss in particular the connection between the approach involving the N-particle empirical measure and the formulation based on the BBGKY hierarchy. This leads to a more direct proof of the quantitative estimates on the propagation of chaos obtained on a more general class of interacting systems in [S.Mischler, C. Mouhot, B. Wennberg, arXiv:1101.4727]. Our main result is a stability estimate on the BBGKY hierarchy uniform in the number of particles, which implies a stability estimate in the sense of the Monge-Kantorovich distance with exponent 1 on the infinite mean field hierarchy. This last result amplifies Spohn's uniqueness theorem [H. Spohn, Math. Meth. Appl. Sci. 3 (1981), 445-455].

math.AP↗

arXiv2013

Derivation of a homogenized two-temperature model from the heat equation

This work studies the heat equation in a two-phase material with spherical inclusions. Under some appropriate scaling on the size, volume fraction and heat capacity of the inclusions, we derive a coupled system of partial differential equations governing the evolution of the temperature of each phase at a macroscopic level of description. The coupling terms describing the exchange of heat between the phases are obtained by using homogenization techniques originating from [D. Cioranescu, F. Murat: Collège de France Seminar vol. 2. (Paris 1979-1980) Res. Notes in Math. vol. 60, pp. 98-138. Pitman, Boston, London, 1982.]

math.AP↗

arXiv2011

A simple particle model for a system of coupled equations with absorbing collision term

We study a particle model for a simple system of partial differential equations describing, in dimension $d\geq 2$, a two component mixture where light particles move in a medium of absorbing, fixed obstacles; the system consists in a transport and a reaction equation coupled through pure absorption collision terms. We consider a particle system where the obstacles, of radius $\var$, become inactive at a rate related to the number of light particles travelling in their range of influence at a given time and the light particles are instantaneously absorbed at the first time they meet the physical boundary of an obstacle; elements belonging to the same species do not interact among themselves. We prove the convergence (a.s. w.r.t. the product measure associated to the initial datum for the light particle component) of the densities describing the particle system to the solution of the system of partial differential equations in the asymptotics $ a_n^d n^{-κ}\to 0$ and $a_n^d \var^ζ\to 0$, for $κ\in(0,\frac 12)$ and $ζ\in (0,\frac12 - \frac 1{2d})$, where $a_n^{-1}$ is the effective range of the obstacles and $n$ is the total number of light particles.

cond-mat.stat-mech↗

arXiv2007

The Mean-Field Limit for Solid Particles in a Navier-Stokes Flow

We propose a mathematical derivation of Brinkman's force for a cloud of particles immersed in an incompressible fluid. Our starting point is the Stokes or steady Navier-Stokes equations set in a bounded domain with the disjoint union of N balls of radius 1/N removed, and with a no-slip boundary condition for the fluid at the surface of each ball. The large N limit of the fluid velocity field is governed by the same (Navier-)Stokes equations in the whole domain, with an additional term (Brinkman's force) that is (minus) the total drag force exerted by the fluid on the particle system. This can be seen as a generalization of Allaire's result in [Arch. Rational Mech. Analysis 113 (1991), 209-259] who treated the case of motionless, periodically distributed balls. Our proof is based on slightly simpler, though similar homogenization techniques, except that we avoid the periodicity assumption and use instead the phase-space empirical measure for the particle system. Similar equations are used for describing the fluid phase in various models for sprays.

math.AP↗

arXiv2005

The Vlasov limit and its fluctuations for a system of particles which interact by means of a wave field

In two recent publications [Commun. PDE, vol.22, p.307--335 (1997), Commun. Math. Phys., vol.203, p.1--19 (1999)], A. Komech, M. Kunze and H. Spohn studied the joint dynamics of a classical point particle and a wave type generalization of the Newtonian gravity potential, coupled in a regularized way. In the present paper the many-body dynamics of this model is studied. The Vlasov continuum limit is obtained in form equivalent to a weak law of large numbers. We also establish a central limit theorem for the fluctuations around this limit.

math-ph↗