相关论文: Synthetic Pattern Generation and Detection of Fina…
Recent advances in deep learning methods have enabled researchers to develop and apply algorithms for the analysis and modeling of complex networks. These advances have sparked a surge of interest at the interface between network science…
Machine learning models underpin many modern financial systems for use cases such as fraud detection and churn prediction. Most are based on supervised learning with hand-engineered features, which relies heavily on the availability of…
As the availability of financial services online continues to grow, the incidence of fraud has surged correspondingly. Fraudsters continually seek new and innovative ways to circumvent the detection algorithms in place. Traditionally, fraud…
In this paper, we present "Graph Feature Preprocessor", a software library for detecting typical money laundering patterns in financial transaction graphs in real time. These patterns are used to produce a rich set of transaction features…
Understanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in asset co-movements which expose portfolios to rapid and devastating collapses in value. The structure of these…
Generative Adversarial Networks (GANs) became very popular for generation of realistically looking images. In this paper, we propose to use GANs to synthesize artificial financial data for research and benchmarking purposes. We test this…
Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…
Reliable fault detection is an essential requirement for safe and efficient operation of complex mechanical systems in various industrial applications. Despite the abundance of existing approaches and the maturity of the fault detection…
We present an approach to synthesizing new graph structures from empirically specified distributions. The generative model is an auto-decoder that learns to synthesize graphs from latent codes. The graph synthesis model is learned jointly…
Graph anomaly detection (GAD) has achieved success and has been widely applied in various domains, such as fraud detection, cybersecurity, finance security, and biochemistry. However, existing graph anomaly detection algorithms focus on…
Graph autoencoders (GAEs) are powerful tools in representation learning for graph embedding. However, the performance of GAEs is very dependent on the quality of the graph structure, i.e., of the adjacency matrix. In other words, GAEs would…
Detection of credit card fraud is an acute issue of financial security because transaction datasets are highly lopsided, with fraud cases being only a drop in the ocean. Balancing datasets using the most popular methods of traditional…
Graph neural networks have been used for a variety of learning tasks, such as link prediction, node classification, and node clustering. Among them, link prediction is a relatively under-studied graph learning task, with current…
The ability to discriminate between generative graph models is critical to understanding complex structural patterns in both synthetic graphs and the real-world structures that they emulate. While Graph Neural Networks (GNNs) have seen…
Graph-based Neural Networks (GNNs) are recent models created for learning representations of nodes (and graphs), which have achieved promising results when detecting patterns that occur in large-scale data relating different entities. Among…
With the widespread digitization of finance and the increasing popularity of cryptocurrencies, the sophistication of fraud schemes devised by cybercriminals is growing. Money laundering -- the movement of illicit funds to conceal their…
Masked graph autoencoder (MGAE) has emerged as a promising self-supervised graph pre-training (SGP) paradigm due to its simplicity and effectiveness. However, existing efforts perform the mask-then-reconstruct operation in the raw data…
Generating realistic graph-structured data is challenging due to discrete connectivity, varying graph sizes, and class-specific structural patterns. Recent Generative Adversarial Networks (GAN)-based graph generation methods improve edge…
Many machine learning methods have been proposed to achieve accurate transaction fraud detection, which is essential to the financial security of individuals and banks. However, most existing methods leverage original features only or…
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…