Financial fraud detection model based on risk weight aggregation federated learning

SUN Yuanlin; WANG Nan; ZHANG Tao; LIU Juan; ZHAO Qinxin

doi:10.11959/j.issn.2096-109x.2025056

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Financial fraud detection model based on risk weight aggregation federated learning

更新时间：2025-11-08

- Financial fraud detection model based on risk weight aggregation federated learning
- Chinese Journal of Network and Information Security Vol. 11, Issue 5, Pages: 88-100(2025)
- 作者机构：
  
  1.北京交通大学软件学院，北京 100044
  2.吉林大学符号计算与知识工程教育部重点实验室，吉林长春 130012
  3.北京交通大学网络空间安全学院，北京 100044
  4.南京大学软件学院，江苏南京 210008
- 作者简介：
- 基金信息：
  
  The Natural Science Foundation of China(62202042);Fundamental Research Funds for the Central Universities(2024JBMC031);Aeronautical Science Foundation of China(ASFC-2024Z0710M5002);OpenFund of Advanced Cryptography and System Security Key Laboratory of Sichuan Province(SKLACSS-202312)
- DOI：10.11959/j.issn.2096-109x.2025056
  CLC： TP311.1
- Received：21 January 2025，
  
  Revised：2025-05-07，
  
  Published：25 October 2025
- 稿件说明：
移动端阅览
孙元林, 王楠, 张焘, 等. 基于风险权值聚合联邦学习的金融欺诈检测模型[J]. 网络与信息安全学报, 2025, 11(5): 88-100.

SUN Y L, WANG N, ZHANG T, et al. Financial fraud detection model based on risk weight aggregation federated learning[J]. Chinese Journal of Network and Information Security, 2025, 11(5): 88-100.
孙元林, 王楠, 张焘, 等. 基于风险权值聚合联邦学习的金融欺诈检测模型[J]. 网络与信息安全学报, 2025, 11(5): 88-100. DOI： 10.11959/j.issn.2096-109x.2025056.

SUN Y L, WANG N, ZHANG T, et al. Financial fraud detection model based on risk weight aggregation federated learning[J]. Chinese Journal of Network and Information Security, 2025, 11(5): 88-100. DOI： 10.11959/j.issn.2096-109x.2025056.

摘要

金融欺诈给金融机构和消费者带来了巨大的损失，如何能够快速、有效、准确地识别并阻止金融欺诈行为成为人们普遍关注的问题。机器学习、深度学习等技术由于能够有效地检测动态多变的欺诈模式，得到了广泛研究与关注。然而，金融数据的隐私性、保密性等特点，使得深度学习等数据驱动的智能分析技术在金融领域的实际应用中受到限制。因此，研究如何在保障数据隐私安全的条件下进行协同训练并建立有效的欺诈检测模型具有重要的价值。针对上述问题，提出风险权值聚合联邦学习（risk weight aggregation federated learning

FedRWA）算法进行多模型融合，在保证数据隐私的前提下构建中央异常检测模型，实现多源敏感数据模型融合学习，使中央联合模型能够精准获取各机构私有数据集的欺诈风险特征，以提升欺诈检测效果。为了验证所提方法的有效性，使用信用卡交易数据集开展了实验，实验结果表明，FedRWA算法的性能优于多种前沿的联邦学习方法，能够检测出更多更大额的欺诈样本，同时进一步提升了隐私数据的安全性。

Abstract

Financial fraud had caused significant losses to financial institutions and consumers

making the rapid

effective

and accurate identification and prevention of financial fraud a widely concerned issue. Machine learning and deep learning technologies had received extensive research attention due to their capability to effectively detect dynamic and changing fraud patterns. However

the privacy and confidentiality requirements of financial data were found to limit the practical application of data-driven intelligent analysis technologies

including deep learning

in the financial field. Therefore

research on how to conduct collaborative training and establish effective fraud detection models while ensuring data privacy and security was considered to be of great value. To address these challenges

a risk weight aggregation federated learning (FedRWA) method was proposed for multi-model fusion. A central anomaly detection model was constructed to achieve multi-source sensitive data model fusion learning while ensuring data privacy. This approach enabled the central joint model to accurately capture the fraud risk characteristics of each institution’s private dataset

thereby improving fraud detection effectiveness. To verify the effectiveness of the proposed method

experiments were conducted using a credit card transaction dataset. The experimental results demonstrate that the FedRWA method performs better than numerous cutting-edge federated learning methods

could detect more and larger fraud samples

and further enhances the security of private data.

关键词

Keywords

references

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