MINT: Mitigating Structural Inconsistency via Attentive Message Passing for Financial Anomaly Detection

Yin-Ju Wu, Bi-Cheng Yan, Berlin Chen

Illicit account detection is a critical task for financial risk control systems, aiming to pinpoint malicious actors within transaction networks. Existing efforts typically recast transaction networks into directed multigraphs and leverage graph neural networks (GNNs) to detect anomalies via topological structures under the homophily assumption. However, directly grafting GNNs onto transaction graphs is faced with at least two pivotal challenges, i.e., structural inconsistency and label scarcity. The former arises from deceptive connections forged by malicious actors, while the latter stems from the lack of annotated data. In light of these, we introduce MINT, a novel graph neural framework that mitigates structural inconsistency via an attentive message-passing scheme on transaction graphs. Specifically, MINT introduces a discrepancy-aware feature propagation, which tracks malicious actors by quantifying deviations between nodes across bi-directional transaction flows. A transaction salience module is proposed to mitigate structural inconsistency by adaptively regularizing the interaction strength between nodes. Furthermore, to alleviate label scarcity, MINT is optimized via…