Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer
Обнаружение мошенничества в транзакциях с помощью пространственно-временного графового трансформера
2023-07-11
SCID: 54.1/8a4yqj4y
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Spatial-Temporal-Aware Graph Transformerheterogeneous graph neural networkpairwise node-node interactionstemporal encodingtransaction fraud detection
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Abstract (AI)
How to obtain informative representations of transactions and then perform the identification of fraudulent transactions is a crucial part of ensuring financial security. Recent studies apply Graph Neural Networks (GNNs) to the transaction fraud detection problem. Nevertheless, they encounter challenges in effectively learning spatial-temporal information due to structural limitations. Moreover, few prior GNN-based detectors have recognized the significance of incorporating global information, which encompasses similar behavioral patterns and offers valuable insights for discriminative representation learning. Therefore, we propose a novel heterogeneous graph neural network called Spatial-Temporal-Aware Graph Transformer (STA-GT) for transaction fraud detection problems. Specifically, we design a temporal encoding strategy to capture temporal dependencies and incorporate it into the graph neural network framework, enhancing spatial-temporal information modeling and improving expressive ability. Furthermore, we introduce a transformer module to learn local and global information. Pairwise node-node interactions overcome the limitation of the GNN structure and build up the interactions with the target node and long-distance ones. Experimental results on two financial datasets compared to general GNN models and GNN-based fraud detectors demonstrate that our proposed method STA-GT is effective on the transaction fraud detection task.
Key Findings
1
A temporal encoding strategy captures temporal dependencies within graph representations, improving spatial-temporal information modeling and expressive capacity.
2
A transformer module learns both local and global behavioral information through pairwise node interactions, including interactions with long-distance nodes.
3
Experiments on two financial datasets show that STA-GT is effective compared with general GNN models and existing GNN-based fraud detectors.
4
STA-GT is a heterogeneous graph neural network designed specifically for transaction fraud detection.
Research Object
Financial transactions represented as nodes in a heterogeneous transaction graph
Research Subject
Identification of fraudulent transactions through spatial-temporal representation learning that incorporates temporal dependencies, local and global behavioral patterns, and long-distance node interactions
Publication Details
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2023-07-11
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