xFraud: Explainable Fraud Transaction Detection

At online retail platforms, it is crucial to actively detect the risks of transactions to improve customer experience and minimize financial loss. In this work, we propose xFraud, an explainable fraud transaction prediction framework which is mainly composed of a detector and an explainer. The xFraud detector can effectively and efficiently predict the legitimacy of incoming transactions. Specifically, it utilizes a heterogeneous graph neural network to learn expressive representations from the informative heterogeneously typed entities in the transaction logs. The explainer in xFraud can generate meaningful and human-understandable explanations from graphs to facilitate further processes in the business unit. In our experiments with xFraud on real transaction networks with up to 1.1 billion nodes and 3.7 billion edges, xFraud is able to outperform various baseline models in many evaluation metrics while remaining scalable in distributed settings. In addition, we show that xFraud explainer can generate reasonable explanations to significantly assist the business analysis via both quantitative and qualitative evaluations.Comment: This is the extended version of a full paper to appear in PVLDB 15 (3) (VLDB 2022

Cash-Out User Detection Based on Attributed Heterogeneous Information Network with a Hierarchical Attention Mechanism

As one of the major frauds in financial services, cash-out fraud is that users pursue cash gains with illegal or insincere means. Conventional solutions for the cash-out user detection are to perform subtle feature engineering for each user and then apply a classifier, such as GDBT and Neural Network. However, users in financial services have rich interaction relations, which are seldom fully exploited by conventional solutions. In this paper, with the real datasets in Ant Credit Pay of Ant Financial Services Group, we first study the cashout user detection problem and propose a novel hierarchical attention mechanism based cash-out user detection model, called HACUD. Specifically, we model different types of objects and their rich attributes and interaction relations in the scenario of credit payment service with an Attributed Heterogeneous Information Network (AHIN). The HACUD model enhances feature representation of objects through meta-path based neighbors exploiting different aspects of structure information in AHIN. Furthermore, a hierarchical attention mechanism is elaborately designed to model user’s preferences towards attributes and meta-paths. Experimental results on two real datasets show that the HACUD outperforms the state-of-the-art methods

Deep learning structure for directed graph data

Deep learning structures have achieved outstanding success in many different domains. Existing research works have proposed and presented many state-of-the-art deep neural networks to solve different learning tasks in various research fields such as speech processing and image recognition. Graph neural networks (GNNs) are considered as a type of deep neural network and their numerical representation from the graph does improve the performance of networks. In the real-world cases, data is not only in the form of simple graph, but also they could contain direction information in the graph resulting in the so-called directed graph data. This thesis will introduce and explain the first attempt in this domain to apply Singular Value Decomposition (SVD) on adjacency matrix for graph convolutional neural networks and propose SVD-GCN. This thesis also utilizes the framelet decomposition to help better filter the graph signals, thus to improve novel structure’s performance in node classification task and to enhance the robustness of the model when encountering high-level noise attack. The thesis also applies the new model on link prediction tasks. All the experimental results demonstrate SVD-GCN’s outstanding performances in both node-level and edgelevel learning tasks