Dawei Cheng

Jinru Ding, Chao Ding, Yidong Jiang et al.

As large language models (LLMs) become high-privilege agents in risk-sensitive settings, they introduce systemic threats beyond hallucination, where minor compliance errors can cause critical data leaks. However, existing benchmarks focus on rule-based QA, lacking agentic execution modeling, overlooking compliance drift in adversarial interactions, and relying on binary safety metrics that fail to capture behavioral degradation. To bridge these gaps, we present CNFinBench, a comprehensive benchmark spanning 29 subtasks grounded in the triad of expertise, autonomy, and integrity. It assesses domain-specific capabilities through certified regulatory corpora and professional financial tasks, reconstructs end-to-end agent workflows from requirement parsing to tool verification, and simulates multi-turn adversarial attacks that induce behavioral compliance drift. To quantify safety degradation, we introduce the Harmful Instruction Compliance Score (HICS), a multi-dimensional safety metric that integrates risk-type-specific deductions, multi-turn consistency tracking, and severity-adjusted penalty scaling based on fine-grained violation triggers. Evaluations over 22 open-/closed-source models reveal: LLMs perform well in applied tasks yet lack robust rule understanding, suffer a 15.4 decline from single modules to full execution chains, and collapse rapidly in multi-turn attacks, with average violations surging by 159.05% in Round 2. CNFinBench is available at https://cnfinbench.opencompass.org.cn and https://github.com/VertiAIBench/CNFinBench.

Jie Yang, Rui Zhang, Ziyang Cheng et al.

Nowadays, Graph Fraud Detection (GFD) in financial scenarios has become an urgent research topic to protect online payment security. However, as organized crime groups are becoming more professional in real-world scenarios, fraudsters are employing more sophisticated camouflage strategies. Specifically, fraudsters disguise themselves by mimicking the behavioral data collected by platforms, ensuring that their key characteristics are consistent with those of benign users to a high degree, which we call Adaptive Camouflage. Consequently, this narrows the differences in behavioral traits between them and benign users within the platform's database, thereby making current GFD models lose efficiency. To address this problem, we propose a relation diffusion-based graph augmentation model Grad. In detail, Grad leverages a supervised graph contrastive learning module to enhance the fraud-benign difference and employs a guided relation diffusion generator to generate auxiliary homophilic relations from scratch. Based on these, weak fraudulent signals would be enhanced during the aggregation process, thus being obvious enough to be captured. Extensive experiments have been conducted on two real-world datasets provided by WeChat Pay, one of the largest online payment platforms with billions of users, and three public datasets. The results show that our proposed model Grad outperforms SOTA methods in both various scenarios, achieving at most 11.10% and 43.95% increases in AUC and AP, respectively. Our code is released at https://github.com/AI4Risk/antifraud and https://github.com/Muyiiiii/WWW25-Grad.

Dawei Cheng, Yao Zou, Sheng Xiang et al.

The landscape of financial transactions has grown increasingly complex due to the expansion of global economic integration and advancements in information technology. This complexity poses greater challenges in detecting and managing financial fraud. This review explores the role of Graph Neural Networks (GNNs) in addressing these challenges by proposing a unified framework that categorizes existing GNN methodologies applied to financial fraud detection. Specifically, by examining a series of detailed research questions, this review delves into the suitability of GNNs for financial fraud detection, their deployment in real-world scenarios, and the design considerations that enhance their effectiveness. This review reveals that GNNs are exceptionally adept at capturing complex relational patterns and dynamics within financial networks, significantly outperforming traditional fraud detection methods. Unlike previous surveys that often overlook the specific potentials of GNNs or address them only superficially, our review provides a comprehensive, structured analysis, distinctly focusing on the multifaceted applications and deployments of GNNs in financial fraud detection. This review not only highlights the potential of GNNs to improve fraud detection mechanisms but also identifies current gaps and outlines future research directions to enhance their deployment in financial systems. Through a structured review of over 100 studies, this review paper contributes to the understanding of GNN applications in financial fraud detection, offering insights into their adaptability and potential integration strategies.

Fan Li, Xiaoyang Wang, Dawei Cheng et al.

Data generation is a fundamental research problem in data management due to its diverse use cases, ranging from testing database engines to data-specific applications. However, real-world entities often involve complex interactions that cannot be effectively modeled by traditional tabular data. Therefore, graph data generation has attracted increasing attention recently. Although various graph generators have been proposed in the literature, there are three limitations: i) They cannot capture the co-evolution pattern of graph structure and node attributes. ii) Few of them consider edge direction, leading to substantial information loss. iii) Current state-of-the-art dynamic graph generators are based on the temporal random walk, making the simulation process time-consuming. To fill the research gap, we introduce VRDAG, a novel variational recurrent framework for efficient dynamic attributed graph generation. Specifically, we design a bidirectional message-passing mechanism to encode both directed structural knowledge and attribute information of a snapshot. Then, the temporal dependency in the graph sequence is captured by a recurrence state updater, generating embeddings that can preserve the evolution pattern of early graphs. Based on the hidden node embeddings, a conditional variational Bayesian method is developed to sample latent random variables at the neighboring timestep for new snapshot generation. The proposed generation paradigm avoids the time-consuming path sampling and merging process in existing random walk-based methods, significantly reducing the synthesis time. Finally, comprehensive experiments on real-world datasets are conducted to demonstrate the effectiveness and efficiency of the proposed model.