TempASD: Temporal Anomalous Subgraph Discovery in Large-Scale Dynamic Financial Networks

In this paper, we investigate the discovery of temporal anomalous subgraphs in large-scale financial networks, aiming to identify abnormal transaction behaviors among users over time. This task is crucial for the real-time detection of transaction anomalies in financial networks, such as money laundering and trading fraud. However, it poses significant challenges due to the diverse distribution of transactions, the dynamic nature of temporal networks, and the absence of theoretical foundation. To tackle these challenges, we introduce a novel Temporal Anomalous Subgraph Discovery (TempASD) algorithm with theoretical analysis. First, we propose a temporal candidate detection module that quickly pinpoints abnormal candidates by detecting anomalies in both the temporal structure and transaction distribution. Then, we introduce a carefully crafted reinforcement-learning-based refiner to optimize these candidates toward the most abnormal directions. We conducted extensive evaluations against thirteen advanced competitors. TempASD achieves an average improvement of 7× in abnormal degree compared to the state-of-the-art and is efficient in large-scale dynamic financial networks.