Preventing Attacks in Interbank Credit Rating with Selective-aware Graph Neural Network

Preventing Attacks in Interbank Credit Rating with Selective-aware Graph Neural Network

Junyi Liu, Dawei Cheng, Changjun Jiang

Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence
AI for Good. Pages 6085-6093. https://doi.org/10.24963/ijcai.2023/675

Accurately credit rating on Interbank assets is essential for a healthy financial environment and substantial economic development. But individual participants tend to provide manipulated information in order to attack the rating model to produce a higher score, which may conduct serious adverse effects on the economic system, such as the 2008 global financial crisis. To this end, in this paper, we propose a novel selective-aware graph neural network model (SA-GNN) for defense the Interbank credit rating attacks. In particular, we first simulate the rating information manipulating process by structural and feature poisoning attacks. Then we build a selective-aware defense graph neural model to adaptively prioritize the poisoning training data with Bernoulli distribution similarities. Finally, we optimize the model with weighed penalization on the objection function so that the model could differentiate the attackers. Extensive experiments on our collected real-world Interbank dataset, with over 20 thousand banks and their relations, demonstrate the superior performance of our proposed method in preventing credit rating attacks compared with the state-of-the-art baselines.
Keywords:
AI for Good: Multidisciplinary Topics and Applications
AI for Good: Data Mining