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Temporal graph for fraud detection and analytics / Leong Teng Man

By:

Leong, Teng Man [author.]

Material type: Text

text

Media type:

unmediated

Carrier type:

volume

ISBN:

THE0010014 (Local)

Subject(s):

Dissertation note: Bachelor of Applied Science in Data Analytics with Honours -- Universiti Malaysia Pahang – 20223 Abstract: Representing time-based transactions as graphs offers insights for fraud detection. However, limited and confidential datasets pose challenges. To address this, the project aims to assess the quality of generative model by using the generated data in training the fraud classifier model. A generative approach using graph autoencoders is employed to augment data for fraud detection. Experiments utilize the Elliptic dataset, a Bitcoin transaction dataset with 49 connected component graphs representing confirmations at twoweek intervals. A custom variational graph autoencoder (VGAE) is developed, encountering challenges with the defined loss function, resulting in excessive edge reconstruction. Among experimented three graph neural network (GNN) models—Graph Convolutional Networks (GCN), Graph Attention Networks (GAT) and GATv2, it is found that none effectively detect unseen illicit transactions. While GAT and GATv2 outperform GCN, models trained on reconstructed data perform worse than those on purely original data. It is observed the consistent metric fluctuations among models regardless of data used during training. This indicates the VGAE captures underlying patterns. This study highlights challenges and suggests future research directions, including adversarially regularized graph autoencoders, alternative architectures, efficient loss functions, and ensemble methods.

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Holdings ( 1 )
Title notes ( 4 )

Holdings
Item type	Current library	Call number	Copy number	Status	Notes	Date due	Barcode
Final Year Report	UMPLIB GAMBANG	CD13571 (Browse shelf(Opens below))	1	Not for loan	TIADA HARDCOPY		T000003169

Centre for Mathematical Sciences

Bachelor of Applied Science in Data Analytics with Honours -- Universiti Malaysia Pahang – 20223

Includes bibliographical references

Representing time-based transactions as graphs offers insights for fraud detection. However, limited and confidential datasets pose challenges. To address this, the project aims to assess the quality of generative model by using the generated data in training the fraud classifier model. A generative approach using graph autoencoders is employed to augment data for fraud detection. Experiments utilize the Elliptic dataset, a Bitcoin transaction dataset with 49 connected component graphs representing confirmations at twoweek intervals. A custom variational graph autoencoder (VGAE) is developed, encountering challenges with the defined loss function, resulting in excessive edge reconstruction. Among experimented three graph neural network (GNN) models—Graph Convolutional Networks (GCN), Graph Attention Networks (GAT) and GATv2, it is found that none effectively detect unseen illicit transactions. While GAT and GATv2 outperform GCN, models trained on reconstructed data perform worse than those on purely original data. It is observed the consistent metric fluctuations among models regardless of data used during training. This indicates the VGAE captures underlying patterns. This study highlights challenges and suggests future research directions, including adversarially regularized graph autoencoders, alternative architectures, efficient loss functions, and ensemble methods.