Jul 2026· Journal of Mathematical Finance and Risk Management· Vol 1, pp. 1-7· 0 citations
TL;DR
Dr DriftGuard-HCL is presented, a continual heterogeneous graph-contrastive framework that combines a scalable typed graph-context encoder, semantic-group contrastive regularization, delayed-label replay, and a relation-support-aware drift gate that supports the value of drift-gated adaptation while not constituting evidence of production-bank performance.
Abstract
Financial fraud detectors are commonly trained as stationary classifiers even though transaction distributions, merchant populations, and attack typologies evolve. This paper presents DriftGuard-HCL, a continual heterogeneous graph-contrastive framework that combines a scalable typed graph-context encoder, semantic-group contrastive regularization, delayed-label replay, and a relation-support-aware drift gate. Each transaction is modeled on a temporal customer–category–merchant graph; causal customer and merchant neighborhood summaries are fused with a typed relation embedding through a bilinear interaction. A multi-signal detector combines Jensen–Shannon divergence over category and amount distributions, latent feature shift, and novel-relation mass. The detector switches a stability–plasticity ensemble from a frozen warm-up anchor toward a replay-regularized current model only after a calibrated shift. We evaluate the method with a strict prequential protocol on the public BankSim benchmark: 30 six-day snapshots, a one-snapshot label delay, five shared random seeds, and no future-label feature construction. In the native chronological stream, DriftGuard-HCL obtains 0.732 PR-AUC and 0.648 F1. In a controlled emergent-typology stress stream, it obtains 0.747 PR-AUC and 0.668 F1, improving over a continually updated heterogeneous contrastive model by 0.169 PR-AUC and 0.306 F1. The drift detector triggers once at typology restoration and never in the native stream. These results are reproducible from the accompanying code and raw result files; they support the value of drift-gated adaptation while not constituting evidence of production-bank performance.
This paper proposes ATGNN-SP, a drift-gated stable-plastic temporal graph neural network for real-time-compatible fraud scoring, a drift-gated stable-plastic temporal graph neural network for real-time-compatible fraud scoring.
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