arXiv:2601.12839cs.LGq-fin.RM2026-01

将专家规则融入图神经网络,提升加密货币异常检测精度与可解释性。

Knowledge-Integrated Representation Learning for Crypto Anomaly Detection under Extreme Label Scarcity; Relational Domain-Logic Integration with Retrieval-Grounded Context and Path-Level Explanations

  • 用可微分逻辑信号融合专家经验,捕捉多跳资金转移等复杂模式。
  • 在极低标签比例(0.01%)下,F1分数比现有模型高28.9%。
  • 结合宏观经济上下文与路径级解释,适合监管合规与风控团队使用。

去中心化加密网络中的异常轨迹检测面临极端标签稀缺与非法行为者持续演化策略的双重挑战。尽管图神经网络(GNN)能捕捉局部结构模式,却难以建模多跳、逻辑驱动的洗钱特征(如资金分散与分层),导致在金融行动特别工作组(FATF)旅行规则等监管要求下缺乏可解释性。为此,我们提出关系领域逻辑集成(RDLI)框架,将专家提炼的启发式规则作为可微分、逻辑感知的隐含信号嵌入表示学习中。相比静态规则方法,RDLI能有效识别逃避标准消息传递机制的复杂交易流。为进一步应对市场波动,引入检索增强上下文(RGC)模块,基于监管与宏观经济背景调节异常评分,降低因正常市场变化引发的误报。在极端标签稀缺(0.01%)条件下,RDLI相较最先进GNN基线模型在F1得分上提升28.9%。微专家用户研究进一步表明,相较于现有方法,RDLI提供的路径级解释显著提升可信度、有用性和清晰度,凸显了将领域逻辑与上下文感知结合在准确性和可解释性上的关键价值。

原文摘要 · Abstract (English)

Detecting anomalous trajectories in decentralized crypto networks is fundamentally challenged by extreme label scarcity and the adaptive evasion strategies of illicit actors. While Graph Neural Networks (GNNs) effectively capture local structural patterns, they struggle to internalize multi hop, logic driven motifs such as fund dispersal and layering that characterize sophisticated money laundering, limiting their forensic accountability under regulations like the FATF Travel Rule. To address this limitation, we propose Relational Domain Logic Integration (RDLI), a framework that embeds expert derived heuristics as differentiable, logic aware latent signals within representation learning. Unlike static rule based approaches, RDLI enables the detection of complex transactional flows that evade standard message passing. To further account for market volatility, we incorporate a Retrieval Grounded Context (RGC) module that conditions anomaly scoring on regulatory and macroeconomic context, mitigating false positives caused by benign regime shifts. Under extreme label scarcity (0.01%), RDLI outperforms state of the art GNN baselines by 28.9% in F1 score. A micro expert user study further confirms that RDLI path level explanations significantly improve trustworthiness, perceived usefulness, and clarity compared to existing methods, highlighting the importance of integrating domain logic with contextual grounding for both accuracy and explainability.

异常检测图神经网络加密货币可解释性

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