Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer
Yue Tian Guanjun Liu
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.