Dynamic graph neural network-based fraud detectors against collaborative fraudsters

Abstract

Telecom fraud detection is a challenging task since the fact that fraudulent behaviors are hidden in the vast amount of telecom records. More concerning, the ongoing coronavirus pandemic (COVID-19) accelerated the use of mobile internet, providing more criminal opportunities for fraudsters. However, current telecom fraud detection mostly focuses on individual sequences representation, rarely noticing the collaboration of fraudsters, making it exhibit unsatisfactory performance in the face of gang crimes. To address this problem, we propose to extract collaborative networks from user call logs with an emphasis on unveiling collaborative fraud. We employ eight months of telecom datasets in China with 6,106 users and 5.0 million call logs between 1.25 million telephone recipients. Through our study, we find that the social structure of fraudsters evolute rapidly while the normal users remain stable relatively. In addition, we find that mining collaborative fraud strategies help to detect fraudsters with less distinct fraud characteristics. To this end, we propose a novel model named COllaborative-REsistant Dynamic Graph Neural Network (CORE-DGNN), to enhance the dynamic GNN aggregation process. Specifically, we first use co-recipients to obtain the collaborative network under each time slice. Then, we design a multi-frequency graph neural network to adaptively aggregate the features of node neighbors at different frequencies to address the problem of heterophily in collaborative networks. Finally, a self-attentive temporal convolutional network is designed to aggregate node embedding features across multiple time spans. Comprehensive experiments on two real-world telecom fraud datasets show that our approach outperforms several state-of-the-art algorithms.