Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks

Song Li, Jiandong Zhou, Chong Mo, Jin Li, Geoffrey K. F. Tso and Yuxing Tian

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Abstract: Graph convolutional networks (GCNs) is a class of artificial neural networks for processing data that can be represented as graphs. Since financial transactions can naturally be constructed as graphs, GCNs are widely applied in the financial industry, especially for financial fraud detection. In this paper, we focus on fraud detection on cryptocurrency truct networks. In the literature, most works focus on static networks. Whereas in this study, we consider the evolving nature of cryptocurrency networks, and use local structural as well as the balance theory to guide the training process. More specifically, we compute motif matrices to capture the local topological information, then use them in the GCN aggregation process. The generated embedding at each snapshot is a weighted average of embeddings within a time window, where the weights are learnable parameters. Since the trust networks is signed on each edge, balance theory is used to guide the training process. Experimental results on bitcoin-alpha and bitcoin-otc datasets show that the proposed model outperforms those in the literature.

Date: 2022-11, Revised 2023-03
New Economics Papers: this item is included in nep-ban, nep-big, nep-cmp, nep-net and nep-pay
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