通过结构时序建模提前预警加密货币异常交易,提升风控主动性。
HyPV-LEAD: Proactive Early-Warning of Cryptocurrency Anomalies through Data-Driven Structural-Temporal Modeling
- 构建带前瞻时间窗口的联合建模框架,实现可行动的预警
- 在比特币数据上达PR-AUC 0.9624,精度与召回率显著提升
- 适合金融监管、反洗钱及区块链安全系统使用
异常加密货币交易(如混币服务、欺诈转账、拉高出货)严重威胁金融安全,但因类别不平衡、时间波动和复杂网络依赖,检测难度大。现有方法多为模型驱动且事后报警,预防价值有限。本文提出HyPV-LEAD(超球峰谷提前预警异常检测)框架,首次将预警提前期显式纳入异常检测。创新包括:(1) 窗口-前瞻期建模以确保可操作的预警时间;(2) 峰谷(PV)采样缓解类别不平衡并保持时间连续性;(3) 超球嵌入捕捉区块链交易网络的层级与无标度特性。在大规模比特币交易数据上的实证表明,HyPV-LEAD持续优于现有先进基线,达到PR-AUC 0.9624,且精度与召回均有显著提升。消融实验确认各组件(PV采样、超球嵌入、结构-时序建模)互补增益,完整框架表现最佳。该工作推动异常检测从被动分类转向主动预警,为实时风险管控、反洗钱合规与区块链安全提供坚实基础。
原文摘要 · Abstract (English)
Abnormal cryptocurrency transactions - such as mixing services, fraudulent transfers, and pump-and-dump operations -- pose escalating risks to financial integrity but remain notoriously difficult to detect due to class imbalance, temporal volatility, and complex network dependencies. Existing approaches are predominantly model-centric and post hoc, flagging anomalies only after they occur and thus offering limited preventive value. This paper introduces HyPV-LEAD (Hyperbolic Peak-Valley Lead-time Enabled Anomaly Detection), a data-driven early-warning framework that explicitly incorporates lead time into anomaly detection. Unlike prior methods, HyPV-LEAD integrates three innovations: (1) window-horizon modeling to guarantee actionable lead-time alerts, (2) Peak-Valley (PV) sampling to mitigate class imbalance while preserving temporal continuity, and (3) hyperbolic embedding to capture the hierarchical and scale-free properties of blockchain transaction networks. Empirical evaluation on large-scale Bitcoin transaction data demonstrates that HyPV-LEAD consistently outperforms state-of-the-art baselines, achieving a PR-AUC of 0.9624 with significant gains in precision and recall. Ablation studies further confirm that each component - PV sampling, hyperbolic embedding, and structural-temporal modeling - provides complementary benefits, with the full framework delivering the highest performance. By shifting anomaly detection from reactive classification to proactive early-warning, HyPV-LEAD establishes a robust foundation for real-time risk management, anti-money laundering (AML) compliance, and financial security in dynamic blockchain environments.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。