This study proposes a credit card fraud detection method based on Heterogeneous Graph Neural Network (HGNN) to address fraud in complex transaction networks.
The approach constructs heterogeneous transaction graphs incorporating multiple node types: users, merchants, and transactions.
The model uses graph neural networks to capture higher-order transaction relationships and employs a Graph Attention Mechanism to assign weights dynamically.
The proposed method outperforms existing GNN models on the IEEE-CIS Fraud Detection dataset, achieving notable improvements in accuracy and OC-ROC.