Applied Machine Learning to Anomaly Detection in Enterprise Purchase Processes: A Hybrid Approach Using Clustering and Isolation Forest

In the era of increasing digitalisation, organisations face the critical challenge of detecting anomalies in large volumes of data, which may indicate suspicious activities. To address this challenge, audit engagements are conducted regularly, and internal auditors and purchasing specialists seek in...

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Detalles Bibliográficos
Autores: Herreros Martínez, Antonio, Magdalena Benedicto, José Rafael, Vila Frances, Joan, Serrano López, Antonio José, Pérez Díaz, Sonia|||0000-0002-0174-5325, Martínez Herraiz, José Javier|||0000-0002-2351-7163
Tipo de recurso: artículo
Fecha de publicación:2025
País:España
Institución:Universidad de Alcalá (UAH)
Repositorio:e_Buah Biblioteca Digital Universidad de Alcalá
Idioma:inglés
OAI Identifier:oai:ebuah.uah.es:10017/68218
Acceso en línea:http://hdl.handle.net/10017/68218
https://dx.doi.org/https://doi.org/10.3390/info16030177
Access Level:acceso abierto
Palabra clave:Anomaly detection
Artificial intelligence
Business intelligence
Fraud detection
Machine learning
Informática
Computer science
Descripción
Sumario:In the era of increasing digitalisation, organisations face the critical challenge of detecting anomalies in large volumes of data, which may indicate suspicious activities. To address this challenge, audit engagements are conducted regularly, and internal auditors and purchasing specialists seek innovative methods to streamline these processes. This study introduces a methodology to prioritise the investigation of anomalies identified in two large real-world purchase datasets. The primary objective is to enhance the effectiveness of companies' control efforts and improve the efficiency of anomaly detection tasks. The approach begins with a comprehensive exploratory data analysis, followed by the application of unsupervised machine learning techniques to identify anomalies. A univariate analysis is performed using the z-Score index and the DBSCAN algorithm, while multivariate analysis employs k-Means clustering and Isolation Forest algorithms. Additionally, the Silhouette index is used to evaluate the quality of the clustering, ensuring each method produces a prioritised list of candidate transactions for further review. To refine this process, an ensemble prioritisation framework is developed, integrating multiple methods. Furthermore, explainability tools such as SHAP are utilised to provide actionable insights and support specialists in interpreting the results. This methodology aims to empower organisations to detect anomalies more effectively and streamline the audit process.