Abstract:This study focuses on long-term forecasting (LTF) on continuous-time dynamic graph networks (CTDGNs), which is important for real-world modeling. Existing CTDGNs are effective for modeling temporal graph data due to their ability to capture complex temporal dependencies but perform poorly on LTF due to the substantial requirement for historical data, which is not practical in most cases. To relieve this problem, a most intuitive way is data augmentation. In this study, we propose \textbf{\underline{U}ncertainty \underline{M}asked \underline{M}ix\underline{U}p (UmmU)}: a plug-and-play module that conducts uncertainty estimation to introduce uncertainty into the embedding of intermediate layer of CTDGNs, and perform masked mixup to further enhance the uncertainty of the embedding to make it generalize to more situations. UmmU can be easily inserted into arbitrary CTDGNs without increasing the number of parameters. We conduct comprehensive experiments on three real-world dynamic graph datasets, the results demonstrate that UmmU can effectively improve the long-term forecasting performance for CTDGNs.
Abstract:Graph convolutional networks (GCNs) is a class of artificial neural networks for processing data that can be represented as graphs. Since financial transactions can naturally be constructed as graphs, GCNs are widely applied in the financial industry, especially for financial fraud detection. In this paper, we focus on fraud detection on cryptocurrency truct networks. In the literature, most works focus on static networks. Whereas in this study, we consider the evolving nature of cryptocurrency networks, and use local structural as well as the balance theory to guide the training process. More specifically, we compute motif matrices to capture the local topological information, then use them in the GCN aggregation process. The generated embedding at each snapshot is a weighted average of embeddings within a time window, where the weights are learnable parameters. Since the trust networks is signed on each edge, balance theory is used to guide the training process. Experimental results on bitcoin-alpha and bitcoin-otc datasets show that the proposed model outperforms those in the literature.