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Firstly, the article systematically expounds the current situation of social security fund and social security fund audit, such as the technical basis of cloud computing and data mining. Combined with the actual work, the necessity and feasibility of building a cloud audit platform for social security funds are analyzed. This article focuses on the construction of the cloud audit platform for social security funds. The general idea of using fuzzy data mining algorithm to build the social security fund audit cloud platform is to compress the knowledge contained in a large number of data into the weights between nodes and optimize the weights through the learning of the neural network system. Through the optimization function, the information contained in the neural network is stored in a few weights as far as possible. 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