CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks

Yifan Duan, Guibin Zhang, Shilong Wang, Xiaojiang Peng, Wang Ziqi +4 more
2/22/2024
cs.LGcs.AIq-fin.ST

No official code found. Best implementation: SelimWaly/CC-Scanner (9 stars, BSD-3-Clause, last commit 2025-02-04).

Abstract

Credit card fraud poses a significant threat to the economy. While Graph Neural Network (GNN)-based fraud detection methods perform well, they often overlook the causal effect of a node's local structure on predictions. This paper introduces a novel method for credit card fraud detection, the \textbf{\underline{Ca}}usal \textbf{\underline{T}}emporal \textbf{\underline{G}}raph \textbf{\underline{N}}eural \textbf{N}etwork (CaT-GNN), which leverages causal invariant learning to reveal inherent correlations within transaction data. By decomposing the problem into discovery and intervention phases, CaT-GNN identifies causal nodes within the transaction graph and applies a causal mixup strategy to enhance the model's robustness and interpretability. CaT-GNN consists of two key components: Causal-Inspector and Causal-Intervener. The Causal-Inspector utilizes attention weights in the temporal attention mechanism to identify causal and environment nodes without introducing additional parameters. Subsequently, the Causal-Intervener performs a causal mixup enhancement on environment nodes based on the set of nodes. Evaluated on three datasets, including a private financial dataset and two public datasets, CaT-GNN demonstrates superior performance over existing state-of-the-art methods. Our findings highlight the potential of integrating causal reasoning with graph neural networks to improve fraud detection capabilities in financial transactions.

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Code Implementations(1)

BSD-3-Clause

Enhanced Credit Card Fraud Detection using Graph Neural Networks

90OCaml, ShellJun 23, 20241 years agoBSD-3-Clause
cardccclassical-mlcredit-cardcredit-card-fraud-detection+7 more

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Cite this paper

@article{duan2024catgnn,
  title  = {CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks},
  author = {Yifan Duan and Guibin Zhang and Shilong Wang and Xiaojiang Peng and Wang Ziqi and Junyuan Mao and Hao Wu and Xinke Jiang and Kun Wang},
  year   = {2024},
  eprint = {2402.14708},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2402.14708v2}
}

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