Python 银行流水聚类识别潜在关联方

{"type":"doc","content":[{"type":"paragraph","attrs":{"id":"f62e8a31-ea5e-49e8-a4a6-4c45f1bfa75f","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"问题"},{"type":"hardBreak","attrs":{"id":"bd5229c2-0036-4cf8-a5d4-ebaec9f28671"}},{"type":"text","text":"银行流水里有些交易对手频繁大额进出，可能是未披露的关联方。手工比对名单低效。用 Python 对交易对手汇总金额与频次，自动聚类标出“高频高额”可疑对手。"}]},{"type":"paragraph","attrs":{"id":"cde62ae5-a836-4f8f-a49a-e73f6c548fe3","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"示例代码"}]},{"type":"paragraph","attrs":{"id":"db6402bb-fd1b-4673-a667-71069466e7be","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","marks":[{"type":"textStyle","attrs":{"color":"","background":""}}],"text":"plaintext"}]},{"type":"codeBlock","attrs":{"id":"acf85e50-3d6f-499b-a99e-17ed09929fc7","language":"javascript","theme":"atom-one-dark","runtimes":0,"isHoverDragHandle":false,"key":"","languageByAi":"javascript"},"content":[{"type":"text","text":"import pandas as pd\n\ndef flag_suspects(df, top_n=10, freq_thr=20):\n g = df.groupby(\"counterparty\").agg(\n total=(\"amount\", \"sum\"),\n freq=(\"amount\", \"size\"),\n ).reset_index()\n suspects = g[(g[\"total\"] > g[\"total\"].quantile(0.9)) &\n (g[\"freq\"] >= freq_thr)]\n return suspects.sort_values(\"total\", ascending=False).head(top_n)\n\nflow = pd.DataFrame({\n \"counterparty\": [\"A\",\"B\",\"C\",\"A\",\"B\",\"D\",\"E\",\"A\",\"B\",\"C\"],\n \"amount\": [100,200,50,120,180,30,40,90,210,60],\n})\nprint(flag_suspects(flow, freq_thr=3))\n"}]},{"type":"paragraph","attrs":{"id":"e8a9e359-2c23-4407-9122-63000dc3ac87","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"关键点"}]},{"type":"bulletList","attrs":{"id":"c01483d2-8284-447b-8800-4e5802c052d6","isHoverDragHandle":false},"content":[{"type":"listItem","attrs":{"id":"25d8578b-6943-42a2-a184-788a1535c6a4"},"content":[{"type":"paragraph","attrs":{"id":"4c2578f5-1ab7-47b4-9b23-610236fbaf34","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"两个维度定可疑：累计金额进前 10%（quantile(0.9)）+ 交易频次超阈值，双高才标。"}]}]},{"type":"listItem","attrs":{"id":"d8af6586-19b7-414a-a741-0ff6a87f92bf"},"content":[{"type":"paragraph","attrs":{"id":"15ba1fa1-d873-4689-b0ea-acced5a87b50","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"聚类可用 KMeans 按 [金额, 频次] 标准化后分群，把“异常群”单独拉出，比硬阈值更稳。"}]}]},{"type":"listItem","attrs":{"id":"b44c0570-0d21-4cd6-9cd1-49d823ac8670"},"content":[{"type":"paragraph","attrs":{"id":"908bd3ac-c6f0-458d-91c3-8535db04790e","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"标出后仍需与工商关联方名单、关键人员名单比对，确认是否应披露未披露。"}]}]}]},{"type":"paragraph","attrs":{"id":"033ad8d3-9755-4f85-9dc0-fddca8558dc6","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"小结"},{"type":"hardBreak","attrs":{"id":"397b1a53-0d88-496a-a337-50050feaa90d"}},{"type":"text","text":"关联方识别 = 金额 × 频次双高筛查。Python 把流水聚成“可疑群”，再人工比对名单收口。"}]},{"type":"horizontalRule","attrs":{"id":"03026ebb-63ca-4b16-90e1-8d70a6a73023","isHoverDragHandle":false}},{"type":"paragraph","attrs":{"id":"11df915d-7780-4911-a60c-62120d37c296","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"你识破未披露关联方靠“金额大”还是“频次高”更多？评论区分享。"}]},{"type":"paragraph","attrs":{"id":"b1128ed3-3b90-4453-9a07-121486f49f4a","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"如果有用，点赞收藏关注，留下审计难题。下期预告：审计项目工时与排期优化。"}]},{"type":"paragraph","attrs":{"id":"b4e627b1-2fb9-4bba-999d-ab1902a00a77","textAlign":"inherit","indent":0,"color":null,"background":null,"isHoverDragHandle":false},"content":[{"type":"text","text":"会计师事务所的一名注册会计师"}]}]}