Payment fraud causes financial losses and undermines users' trust in web payment services. Although fraud detection is a critical defense for payment security, complex and diverse fraudulent behaviors can still evade detection. Generating fraud samples for data augmentation can broaden detectors' coverage of different fraud patterns. However, existing methods matching the distribution of transaction attributes alone do not ensure that generated sequences preserve the sequential relationships among transaction choices, payment feedback, and subsequent behavioral adjustments. To this end, we propose PaySeqGen, an interpretable inverse reinforcement learning framework that reconstructs fraud behavior policies from fraudsters' observed payment trajectories. We design a mechanism for constructing candidate actions to support plausible payment sequence generation while enabling exploration. The framework also learns interpretable behavioral rewards that capture fraudsters' preferences across different transaction contexts. By alternating between reward learning and policy optimization, the framework reconstructs policies that generate new fraud sequences for detector augmentation and learns interpretable rewards supporting sequential fraud-pattern analysis in real trajectories. Experiments in real-world payment scenarios at Ant International, a leading global digital payment provider, show that PaySeqGen outperforms state-of-the-art generative augmentation methods. Reward-based trajectory analysis also identifies fraud patterns of practical value, helping analyst locating suspicious segments and examine multistep fraud tactics. Evaluation in the deployed system of online payment further confirms its effectiveness.
Ruobing Zuo, Weiyu Han, Huilin He, Haoyu Jiang, Ze Zhao, Jie Sheng, Xiao Tan, Shuai Chen 等 9 位作者
Transaction event sequences support diverse prediction tasks in online commerce and digital financial services. The same transaction records can yield prediction targets with different semantics, including values, changes, and relations to past events. These targets impose different constraints on history representations, but their predictability alone does not establish the downstream utility of a target set. Moreover, target-wise prediction losses do not explicitly model conditional co-occurrence among targets. To address these challenges, we propose TAPES, a task-aligned joint predictive pretraining framework for transaction sequences. TAPES constructs a finite collection of candidate target sets from admissible field-operator combinations. It selects a target set according to the downstream utility of representations learned through short joint pretraining trials under matched budgets. It then reinitializes the encoder and pretrains it on the selected targets through a joint likelihood parameterized by a shared discrete latent variable, before downstream supervised adaptation. Experiments in a real-world transaction-risk setting and on multiple public financial benchmarks spanning diverse downstream tasks demonstrate that TAPES outperforms representative baselines. Ablation studies further validate the contributions of predictive target selection and joint modeling.
Haoyu Jiang, Weiyu Han, Ze Zhao, Jie Sheng, Ruobing Zuo, Xiao Tan, Shuai Chen, Tianyi Zhang
Payment platforms use view-specific models trained on transaction attributes, behavioral histories, and relational structures to rank transactions under limited review budgets. However, existing fusion methods often focus on prediction scores or interactions among model representations, with less attention to how these interactions should guide aggregation using each model's original prediction and input coverage. To address this limitation, we propose InterFuse, a fusion framework that uses a shared fusion state from cross-model interaction to guide transaction-adaptive aggregation. InterFuse encodes each model's representation, prediction score, and input coverage as a model-specific token, using learned states for unavailable outputs. Availability-aware attention updates these tokens and produces a shared fusion state. This state then guides aggregation over available models using their updated representations, original predictions, and input coverage. We evaluate InterFuse on an industrial payment replay and three public financial benchmarks using the same upstream models across fusion methods. InterFuse achieves the highest top-ranked recall and AUC on all four datasets, improving Recall@1% by 1.11-8.09 percentage points over the strongest baselines. Ablations show the benefits of cross-model interaction and adaptive aggregation, while industrial analyses find larger interaction gains when model predictions disagree. Additional analyses examine robustness to missing outputs and the trade-off between ranking gains and fusion latency.
Weiyu Han, Haoyu Jiang, Jie Sheng, Ruobing Zuo, Huilin He, Ze Zhao, Xiao Tan, Nairong Zhang 等 10 位作者
Ant International accumulates large volumes of transaction history across users and payment businesses. Confirmed fraud and chargeback outcomes, by contrast, are scarce, delayed, and specific to each business. A single encoder pretrained on unlabeled histories could serve all businesses, but only if pretraining captures the behavior that separates risk. Coarse activity differences can make contrastive pretraining on transaction logs too easy: transaction volume, amount, and timing can distinguish a history's continuation from arbitrary candidates without modeling how payment resources are used. We present TRIDENT-Seq, a transaction foundation model trained with Prefix-Future Contrast (PFC). PFC matches each prefix to a summary of its subsequent behavior among candidates with similar activity profiles; activity prediction and dispersion regularization act on the encoder output. Across three production payment businesses, the pretrained encoder improves average precision (AP) and recall at a 0.5% intervention budget over architecture-matched scratch training in all six business-budget settings. With a fixed validation set, it exceeds full-label scratch training in mean AP and recall using 10% of the training labels on Wallet and 25% on Shopping and SME. Pretraining only on another business's histories still helps. Replacing profile-matched candidates with random ones cuts recall from 24.62% to 5.64%. In Ant International's deployment evaluation, recorded amount-based chargeback and overall loss rates are 37.7% and 37.9% lower than those of the previous XGBoost-based system under the same intervention budget.