发表机构
Instituto CERTI Amazônia; Universidade Federal do Amazonas; Universidade do Estado do Amazonas（CERTI亚马逊研究所; 亚马逊联邦大学; 亚马逊州立大学）
机构由 AI 辅助整理，请以论文原文为准。AI 中文总结
PixSim是首个开源校准模拟器，联合建模Pix即时支付欺诈、追回与拦截，在分析师容量约束下复现2025年追回率，并揭示人员配置与评分器对损失的影响。
AI 中文摘要
巴西的Pix系统每月处理约59亿笔即时且不可撤销的转账。欺诈转账只有在资金仍留在可追踪账户中时才能被追回，而2025年中央银行追回机制（MED）返还了已受理争议金额的9%。因此，拦截必须在结算前进行，即在有限的分析师团队和监管冻结窗口下，将每笔交易路由为通过、人工审查或阻止。据我们所知，目前没有公开的模拟器能同时模拟不可撤销结算、受监管的追回机制、下游资金分散以及容量受限的审查。我们提出了PixSim，一个开源的Pix轨道模拟器，包含这些要素，并根据巴西中央银行开放数据进行了校准，每个参数都有来源，校准到已发布的观测值，或注册为假设。在模型冻结后，全规模运行将2025年追回率复现至0.006以内，其分解复现至0.02以内；2026年2月至4月窗口被报告为不匹配，2026年5月追踪机制被报告为预测。在一个带有付款方评分器的基准测试中，针对四个参考策略和十个场景，在模拟的骡子模型内：结算后的追回受资金分散速度限制；根据到达情况配置人员可将固定规则的警报过期率从52%降至2%，且工时不变；将团队减半会消除固定阈值与阻止规则相对于队列感知规则在损失以及损失加误阻止伤害（受害者价值的+0.106，在全部二十个配对种子上均为正）上的优势，而将团队减至三分之二时的逆转未在独立种子上得到确认；一个保留AUC为0.82的合成评分器可将损失价值减少约四分之一。代码和数据：此https URL
英文摘要
Brazil's Pix settles about 5.9 billion instant, irreversible transfers a month. A fraudulent transfer can be recovered only while the funds remain in a traceable account, and in 2025 the Central Bank's recovery mechanism (MED) returned 9% of accepted contested value. Interdiction therefore has to happen before settlement, by routing each transaction to pass, human review or block, under a finite analyst team and a regulatory hold window. To our knowledge no public simulator jointly models irreversible settlement, a regulated recovery mechanism, downstream fund dispersal and capacity-constrained review. We present PixSim, an open-source simulator of the Pix rail with these elements, calibrated to Banco Central do Brasil open data, with every parameter sourced, calibrated to one published observable, or registered as an assumption. With the model frozen, full-scale runs reproduce the 2025 recovery rate within 0.006 and its decomposition within 0.02; the February-April 2026 window is reported as a misfit and the May 2026 tracing regime as a projection. On a benchmark with a payer-side scorer, four reference policies and ten scenarios, within the simulated mule model: recovery after settlement is constrained by dispersal speed; staffing by the arrival profile cuts a fixed rule's alert expiry from 52% to 2% at constant hours; halving the team removes a fixed threshold-and-block rule's advantage over a queue-aware rule, on loss and on loss plus false-block harm (+0.106 of victim value, positive on all twenty paired seeds), while a reversal at two thirds of the team was not confirmed on independent seeds; and a synthetic scorer of held-out AUC 0.82 cuts lost value by about a quarter. Code and data: https://doi.org/10.5281/zenodo.22948895
Comments25 pages, 12 tables, 1 figure. Code: https://github.com/BashirZeimarani/pixsim_public
