论文标题

Antibenford子图:金融网络中无监督的异常检测

AntiBenford Subgraphs: Unsupervised Anomaly Detection in Financial Networks

论文作者

Chen, Tianyi, Tsourakakis, Charalampos E.

论文摘要

本福德定律描述了在包括税收记录和选举成果在内的各种数值数据中出现的第一个数字的分布,并已用于提高有关数据中潜在异常的“危险信号”,例如逃税。在这项工作中,我们提出了以下新颖的问题:鉴于大型交易或财务图,我们如何找到一组节点相互交易,而彼此之间也偏离了本福德定律? 我们提出了基于公认的统计原则建立的Antibenford子图框架。此外,我们设计了一种有效的算法,该算法在实际数据上在接近线性的时间内找到了Antibenford子图。我们针对各种竞争对手评估了关于真实和合成数据的框架。我们从经验上表明,我们提出的框架可以检测加密货币事务网络中未通过基于最新图形的异常检测方法检测到的异常子图。我们的经验发现表明,我们的\ ab框架能够挖掘异常的子图,并对金融交易数据提供新颖的见解。 代码和数据集可在\ url {https://github.com/tsourakakis-lab/antibenford-subgraphs}上获得。

Benford's law describes the distribution of the first digit of numbers appearing in a wide variety of numerical data, including tax records, and election outcomes, and has been used to raise "red flags" about potential anomalies in the data such as tax evasion. In this work, we ask the following novel question: given a large transaction or financial graph, how do we find a set of nodes that perform many transactions among each other that also deviate significantly from Benford's law? We propose the AntiBenford subgraph framework that is founded on well-established statistical principles. Furthermore, we design an efficient algorithm that finds AntiBenford subgraphs in near-linear time on real data. We evaluate our framework on both real and synthetic data against a variety of competitors. We show empirically that our proposed framework enables the detection of anomalous subgraphs in cryptocurrency transaction networks that go undetected by state-of-the-art graph-based anomaly detection methods. Our empirical findings show that our \ab framework is able to mine anomalous subgraphs, and provide novel insights into financial transaction data. The code and the datasets are available at \url{https://github.com/tsourakakis-lab/antibenford-subgraphs}.

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