Detecting Imbalanced Credit Card Fraud via Hybrid Graph Attention and Variational Autoencoder Ensembles

Credit card fraud detection remains a major challenge due to severe class imbalance and the constantly evolving nature of fraudulent behaviors. To address these challenges, this paper proposes a hybrid framework that integrates a Variational Autoencoder (VAE) for probabilistic anomaly detection, a Graph Attention Network (GAT) for capturing inter-transaction relationships, and a stacking ensemble with XGBoost for robust prediction. The joint use of VAE anomaly scores and GAT-derived node embeddings enables the model to capture both feature-level irregularities and relational fraud patterns. Experiments on the European Credit Card and IEEE-CIS Fraud Detection datasets show that the proposed approach outperforms baseline models by up to 15% in F1-score, achieving values above 0.980 with AUCs reaching 0.995. These results demonstrate the effectiveness of combining unsupervised anomaly detection with graph-based learning within an ensemble framework for highly imbalanced fraud detection problems.

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Publication Details

Journal
AppliedMath
Published
2025-10-02
DOI
https://doi.org/10.3390/appliedmath5040131
Citations
1
Primary Topic
Imbalanced Data Classification Techniques
Type
article
Field-Weighted Citation Impact
2.48
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article

Detecting Imbalanced Credit Card Fraud via Hybrid Graph Attention and Variational Autoencoder Ensembles

Ebenezer Esenogho, Ibomoiye Domor Mienye, Modisane Cameron
1 citations
AppliedMath
Imbalanced Data Classification Techniques
2.48
article

Detecting Imbalanced Credit Card Fraud via Hybrid Graph Attention and Variational Autoencoder Ensembles

Ebenezer Esenogho, Ibomoiye Domor Mienye, Modisane Cameron
article en
1 citations

Abstract

Credit card fraud detection remains a major challenge due to severe class imbalance and the constantly evolving nature of fraudulent behaviors. To address these challenges, this paper proposes a hybrid framework that integrates a Variational Autoencoder (VAE) for probabilistic anomaly detection, a Graph Attention Network (GAT) for capturing inter-transaction relationships, and a stacking ensemble with XGBoost for robust prediction. The joint use of VAE anomaly scores and GAT-derived node embeddings enables the model to capture both feature-level irregularities and relational fraud patterns. Experiments on the European Credit Card and IEEE-CIS Fraud Detection datasets show that the proposed approach outperforms baseline models by up to 15% in F1-score, achieving values above 0.980 with AUCs reaching 0.995. These results demonstrate the effectiveness of combining unsupervised anomaly detection with graph-based learning within an ensemble framework for highly imbalanced fraud detection problems.

AppliedMathVol. 5(4)
University of South Africa (ZA)
Openalex Percentile: Top 8%
Imbalanced Data Classification Techniques
2.48
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Detecting Imbalanced Credit Card Fraud via Hybrid Graph Attention and Variational Autoencoder Ensembles — Ebenezer Esenogho, Ibomoiye Domor Mienye, et al. · AppliedMath (2025) | TGRS Research Map | TGRS