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Financial fraud has been growing exponentially in recent years. The rise of cryptocurrencies as an investment asset has simultaneously seen a parallel growth in cryptocurrency scams. To detect possible cryptocurrency fraud, and in…

Methodology · Statistics 2025-10-08 Andreas Anastasiou , Ivor Cribben

Since the emergence of joint-stock companies, financial fraud by listed firms has repeatedly undermined capital markets. Fraud is difficult to detect because of covert tactics and the high labor and time costs of audits. Traditional…

Machine Learning · Computer Science 2025-12-11 Xiao Li

Blockchains are significantly easing trade finance, with billions of dollars worth of assets being transacted daily. However, analyzing these networks remains challenging due to the sheer volume and complexity of the data. We introduce a…

Machine Learning · Computer Science 2024-05-07 Jason Zhu , Arijit Khan , Cuneyt Gurcan Akcora

The rise of digital payments has caused consequential changes in the financial crime landscape. As a result, traditional fraud detection approaches such as rule-based systems have largely become ineffective. AI and machine learning…

Cryptography and Security · Computer Science 2021-03-05 E. Kurshan , H. Shen

Reinforcement Learning (RL) methods used for solving real-world optimization problems often involve dynamic state-action spaces, larger scale, and sparse rewards, leading to significant challenges in convergence, scalability, and efficient…

Machine Learning · Computer Science 2025-09-29 Stavros Orfanoudakis , Nanda Kishor Panda , Peter Palensky , Pedro P. Vergara

Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social…

Machine Learning · Computer Science 2020-10-12 Emanuele Rossi , Ben Chamberlain , Fabrizio Frasca , Davide Eynard , Federico Monti , Michael Bronstein

Graph Neural Networks (GNNs) is an architecture for structural data, and has been adopted in a mass of tasks and achieved fabulous results, such as link prediction, node classification, graph classification and so on. Generally, for a…

Machine Learning · Computer Science 2022-05-12 Ye Tang , Xuesong Yang , Xinrui Liu , Xiwei Zhao , Zhangang Lin , Changping Peng

We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving conditional $m$-steps ahead forecasting problems in temporal financial networks. The proposed DGNN is validated on simulated data from a temporal financial…

Risk Management · Quantitative Finance 2024-10-31 Matteo Citterio , Marco D'Errico , Gabriele Visentin

Graph Neural Networks (GNNs) are deep-learning architectures designed for graph-type data, where understanding relationships among individual observations is crucial. However, achieving promising GNN performance, especially on unseen data,…

Machine Learning · Computer Science 2024-05-22 Lequan Lin , Dai Shi , Andi Han , Zhiyong Wang , Junbin Gao

With the rapid development of mobile networks, the people's social contacts have been considerably facilitated. However, the rise of mobile social network fraud upon those networks, has caused a great deal of distress, in case of depleting…

Social and Information Networks · Computer Science 2023-03-31 Xinxin Hu , Haotian Chen , Hongchang Chen , Shuxin Liu , Xing Li , Shibo Zhang , Yahui Wang , Xiangyang Xue

Recently, methods that represent data as a graph, such as graph neural networks (GNNs) have been successfully used to learn data representations and structures to solve classification and link prediction problems. The applications of such…

Machine Learning · Computer Science 2022-10-04 Usman Mahmood , Zening Fu , Vince Calhoun , Sergey Plis

Dynamic graphs capture evolving interactions between entities, such as in social networks, online learning platforms, and crowdsourcing projects. For dynamic graph modeling, dynamic graph neural networks (DGNNs) have emerged as a mainstream…

Machine Learning · Computer Science 2025-03-04 Xingtong Yu , Zhenghao Liu , Xinming Zhang , Yuan Fang

Graph processes model a number of important problems such as identifying the epicenter of an earthquake or predicting weather. In this paper, we propose a Graph Convolutional Recurrent Neural Network (GCRNN) architecture specifically…

Machine Learning · Computer Science 2019-06-28 Luana Ruiz , Fernando Gama , Alejandro Ribeiro

Graph Neural Networks (GNNs) are widely used in financial fraud detection due to their excellent ability on handling graph-structured financial data and modeling multilayer connections by aggregating information of neighbors. However, these…

Machine Learning · Computer Science 2024-08-20 Jiaxun Liu , Yue Tian , Guanjun Liu

Deep Graph Networks (DGNs) currently dominate the research landscape of learning from graphs, due to their efficiency and ability to implement an adaptive message-passing scheme between the nodes. However, DGNs are typically limited in…

Machine Learning · Computer Science 2023-02-09 Alessio Gravina , Davide Bacciu , Claudio Gallicchio

With multiple components and relations, financial data are often presented as graph data, since it could represent both the individual features and the complicated relations. Due to the complexity and volatility of the financial market, the…

Statistical Finance · Quantitative Finance 2022-04-27 Jianian Wang , Sheng Zhang , Yanghua Xiao , Rui Song

Neural networks for structured data like graphs have been studied extensively in recent years. To date, the bulk of research activity has focused mainly on static graphs. However, most real-world networks are dynamic since their topology…

Machine Learning · Computer Science 2020-03-03 Changmin Wu , Giannis Nikolentzos , Michalis Vazirgiannis

Graph anomaly detection (GAD) is crucial in applications like fraud detection and cybersecurity. Despite recent advancements using graph neural networks (GNNs), two major challenges persist. At the model level, most methods adopt a…

Machine Learning · Computer Science 2026-02-06 Chunyu Wei , Siyuan He , Yu Wang , Yueguo Chen , Yunhai Wang , Bing Bai , Yidong Zhang , Yong Xie , Shunming Zhang , Fei Wang

Implicit graph neural networks have gained popularity in recent years as they capture long-range dependencies while improving predictive performance in static graphs. Despite the tussle between performance degradation due to the…

Machine Learning · Computer Science 2024-06-27 Yongjian Zhong , Hieu Vu , Tianbao Yang , Bijaya Adhikari

The sharing of external data has become a strong demand of financial institutions, but the privacy issue has led to the difficulty of interconnecting different platforms and the low degree of data openness. To effectively solve the privacy…

Machine Learning · Computer Science 2025-05-02 Zhizhong Tan , Jiexin Zheng , Kevin Qi Zhang , Wenyong Wang
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