用注意力图网络提升金融欺诈检测,更好识别隐蔽交易模式。
Financial Fraud Detection using Jump-Attentive Graph Neural Networks
- 设计跳跃采样与注意力机制,捕捉非相似节点间的关键关联。
- 在真实金融数据上,准确率超越现有顶尖图神经网络方法。
- 适合需要高精度反欺诈系统的金融机构或风控团队使用。
随着在线金融服务普及,欺诈事件持续攀升,欺诈者不断采用新型手段规避检测。传统规则依赖人工设定,难以应对复杂模式。当前主流采用XGBoost、随机森林和神经网络等机器学习方法,但依然无法有效建模交易间的相互关系。近年图神经网络(GNN)被引入,利用图结构聚合邻域信息,虽有改进,仍面临欺诈手法隐蔽化及过平滑导致的信息丢失问题。本文提出一种新算法,结合高效邻域采样与新型注意力架构,强化对伪装行为的识别能力,并保留非相似节点的重要特征。实验表明,该方法在真实金融数据上优于现有先进图模型。
原文摘要 · Abstract (English)
As the availability of financial services online continues to grow, the incidence of fraud has surged correspondingly. Fraudsters continually seek new and innovative ways to circumvent the detection algorithms in place. Traditionally, fraud detection relied on rule-based methods, where rules were manually created based on transaction data features. However, these techniques soon became ineffective due to their reliance on manual rule creation and their inability to detect complex data patterns. Today, a significant portion of the financial services sector employs various machine learning algorithms, such as XGBoost, Random Forest, and neural networks, to model transaction data. While these techniques have proven more efficient than rule-based methods, they still fail to capture interactions between different transactions and their interrelationships. Recently, graph-based techniques have been adopted for financial fraud detection, leveraging graph topology to aggregate neighborhood information of transaction data using Graph Neural Networks (GNNs). Despite showing improvements over previous methods, these techniques still struggle to keep pace with the evolving camouflaging tactics of fraudsters and suffer from information loss due to over-smoothing. In this paper, we propose a novel algorithm that employs an efficient neighborhood sampling method, effective for camouflage detection and preserving crucial feature information from non-similar nodes. Additionally, we introduce a novel GNN architecture that utilizes attention mechanisms and preserves holistic neighborhood information to prevent information loss. We test our algorithm on financial data to show that our method outperforms other state-of-the-art graph algorithms.
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