Robust Financial Fraud Detection via Causal Intervention and Multi-View Contrastive Learning on Dynamic Hypergraphs
Xiong Luo · Mathematics · 2025
Financial fraud detection is critical to modern economic security, yet remains challenging due to collusive group behavior, temporal drift, and severe class imbalance. Most existing graph neural network (GNN) detectors rely on pairwise edges and correlation-driven learning, which limits their ability to represent high-order group interactions and makes them vulnerable to spurious environmental cues (e.g., hubs or temporal bursts) that correlate with labels but are not necessarily causal. We propose Causal-DHG, a dynamic hypergraph framework that integrates hypergraph modeling, causal intervention, and multi-view contrastive learning. First, we construct label-agnostic hyperedges from publicly available metadata to capture high-order group structures. Second, a Multi-Head Spatio-Temporal Hypergraph Attention encoder models group-wise dependencies and their temporal evolution. Third, a Causal Disentanglement Module decomposes representations into causal and environment-related factors using HSIC regularization, and a dictionary-based backdoor adjustment approximates the interventional prediction P(Y∣do(C)) to suppress spurious correlations. Finally, we employ self-supervised multi-view contrastive learning with mild hypergraph augmentations to leverage unlabeled data and stabilize training. Experiments on YelpChi, Amazon, and DGraph-Fin show consistent gains in AUC/F1 over strong baselines such as CARE-GNN and PC-GNN, together with improved robustness under feature and structural perturbations.