arXiv:2608. 15768v1 Announce Type: cross Abstract: Conformal prediction (CP) provides distribution-free coverage guarantees and has emerged as a principled tool for uncertainty quantification.
arXiv:2609.14234v1 Announce Type: cross Abstract: Financial fraud in corporate transaction networks has grown more coordinated and harder to detect with rule-based engines and with classical learning...
arXiv:2607. 19266v1 Announce Type: cross Abstract: Fraud detection systems must scale with rising transaction volume while remaining explainable and reviewable.
Credit risk detection, particularly mitigating individual fraud, is crucial for maintaining the stability of digital financial ecosystems. Accurately identifying credit fraud among billions of users is critical for minimizing financial losses and safeguarding the sustainability of inclusive financial services.
arXiv:2606. 08467v1 Announce Type: cross Abstract: While confidence calibration is essential for trustworthy decision-making in safety-critical applications, the robustness of calibrated GNNs to adversarial structural perturbations remains largely unexplored.
arXiv:2608. 15177v1 Announce Type: cross Abstract: The increasing complexity of digital financial systems has reshaped financial fraud detection from isolated transaction classification into relational risk reasoning over interconnected financial entities.
arXiv:2607. 27143v1 Announce Type: new Abstract: High-stakes decision systems in credit scoring, fraud detection, healthcare, and industrial safety require reliable uncertainty quantification under severe class imbalance and asymmetric error costs.
arXiv:2608. 02168v1 Announce Type: new Abstract: Credit risk detection, particularly mitigating individual fraud, is crucial for maintaining the stability of digital financial ecosystems.
arXiv:2601. 11073v3 Announce Type: replace-cross Abstract: Online financial services constitute an essential component of contemporary web ecosystems, yet their openness introduces substantial exposure to fraud that harms vulnerable users and weakens trust in digital finance.
SR‑Fraud is a framework that uses a frozen, stateless LLM agent to score transactions in real time while an offline reflection agent proposes boundary hypotheses based on matured errors. The system then verifies these hypotheses deterministically before updating its knowledge state. On a production payment‑fraud benchmark, SR‑Fraud outperforms both static and periodically retrained CatBoost models and successfully detects an emerging fraud burst.
arXiv:2608.24551v1 Announce Type: cross Abstract: Machine learning models are widely used in financial fraud and credit-risk detection, yet their adversarial robustness remains difficult to evaluate...
Online Conformal Anomaly Detection with Prediction-Powered Data Acquisition introduces C-PP-COAD, a framework that uses synthetic calibration data to reduce reliance on real-world calibration while maintaining assumption-free false discovery rate control. The method wraps any anomaly detection algorithm, converting its scores into conformal p-values for online testing. Experiments on synthetic and real datasets—including thyroid dysfunction, O‑RAN conflict, 5G intrusion, and UE throughput degradation—show that C-PP-COAD preserves FDR guarantees while significantly cutting the need for real calibration data.
arXiv:2606. 28134v1 Announce Type: cross Abstract: Graph-based fraud detection is essential for safeguarding large-scale transaction systems, where undetected anomalies may lead to substantial financial losses and security risks.