arXiv:2603.01863cs.LGcs.AI2026-03

Tide生成带时间动态的金融图数据,助力反洗钱模型研究

Tide: A Customisable Dataset Generator for Anti-Money Laundering Research

  • 基于结构与时间特征构建可定制的合成金融网络
  • 低洗钱比例下LightGBM表现最优(PR-AUC 78.05),高比例时XGBoost更优(85.12)
  • 适合反洗钱检测模型对比评估,支持可复现研究

缺乏可访问的交易数据严重制约了反洗钱(AML)领域的机器学习研究。隐私与法律问题阻碍真实金融数据共享,而现有合成生成器仅关注简单结构模式,忽视复杂洗钱行为的时间动态特性(如时机与频率)。本文提出Tide,一个开源的合成数据生成工具,可生成包含洗钱模式的图结构金融网络,同时涵盖结构与时间特征。Tide支持按需定制,实现可复现的研究。我们发布了两个参考数据集,分别具有低洗钱比例(LI: 0.10%)和高洗钱比例(HI: 0.19%),并提供了主流检测模型的实现。在这些数据集上的评估显示,模型性能随条件变化:低洗钱比例下LightGBM PR-AUC达78.05,最高;高比例时XGBoost表现最佳,达85.12。不同模型排名的差异表明,该基准能有效区分模型在不同运营条件下的能力。Tide为研究社区提供了一个可配置的基准,揭示了模型架构间的性能差异,推动鲁棒反洗钱检测方法的发展。

原文摘要 · Abstract (English)

The lack of accessible transactional data significantly hinders machine learning research for Anti-Money Laundering (AML). Privacy and legal concerns prevent the sharing of real financial data, while existing synthetic generators focus on simplistic structural patterns and neglect the temporal dynamics (timing and frequency) that characterise sophisticated laundering schemes. We present Tide, an open-source synthetic dataset generator that produces graph-based financial networks incorporating money laundering patterns defined by both structural and temporal characteristics. Tide enables reproducible, customisable dataset generation tailored to specific research needs. We release two reference datasets with varying illicit ratios (LI: 0.10\%, HI: 0.19\%), alongside the implementation of state-of-the-art detection models. Evaluation across these datasets reveals condition-dependent model rankings: LightGBM achieves the highest PR-AUC (78.05) in the low illicit ratio condition, while XGBoost performs best (85.12) at higher fraud prevalence. These divergent rankings demonstrate that the reference datasets can meaningfully differentiate model capabilities across operational conditions. Tide provides the research community with a configurable benchmark that exposes meaningful performance variation across model architectures, advancing the development of robust AML detection methods.

反洗钱合成数据图神经网络

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