Adaptive KDE for Real-Time Thresholding: Prioritized Queues for Financial Crime Investigation

📅 2026-01-20
📈 Citations: 0
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🤖 AI Summary
This work addresses the challenge of constructing real-time review queues for risk-scoring streams in financial crime investigations by proposing a label-free, adaptive thresholding mechanism. The approach leverages online adaptive kernel density estimation (KDE), dynamically satisfying queue capacity constraints through tail-mass curves and identifying stable thresholds via persistent density minima “snapshots” detected across multiple bandwidths. Integrated with sliding windows, exponential forgetting, and priority-based queue management, the system supports multi-queue routing and real-time processing. Experimental results demonstrate that the method strictly adheres to capacity limits across synthetic, concept-drifting, and multimodal data streams, significantly reduces threshold jitter, and achieves per-event update complexity of O(G) with constant memory usage.

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Application Category

📝 Abstract
We study the problem of converting a continuous stream of risk scores into stable decision thresholds under non-stationary score distributions. This problem arises in a wide range of detection systems where scores must be partitioned into prioritized processing regions while preserving semantic consistency over time.
Problem

Research questions and friction points this paper is trying to address.

risk scoring
thresholding
financial crime investigation
queue prioritization
capacity constraints
Innovation

Methods, ideas, or system contributions that make the work stand out.

Adaptive KDE
Real-Time Thresholding
Priority Queues
Label-Free
Density Valley Snapping
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