Semi-Supervised Bayesian GANs with Log-Signatures for Uncertainty-Aware Credit Card Fraud Detection

We present a novel deep generative semi-supervised framework for credit card fraud detection, formulated as a time series classification task. As financial transaction data streams grow in scale and complexity, traditional methods often require large labeled datasets and struggle with time series of irregular sampling frequencies and varying sequence lengths. To address these challenges, we extend conditional Generative Adversarial Networks (GANs) for targeted data augmentation, integrate Bayesian inference to obtain predictive distributions and quantify uncertainty, and leverage log-signatures for robust feature encoding of transaction histories. We propose a composite Wasserstein distance-based loss to align generated and real unlabeled samples while simultaneously maximizing classification accuracy on labeled data. Our approach is evaluated on the BankSim dataset, a widely used simulator for credit card transaction data, under varying proportions of labeled samples, demonstrating consistent improvements over benchmarks in both global statistical and domain-specific metrics. These findings highlight the effectiveness of GAN-driven semi-supervised learning with log-signatures for irregularly sampled time series and emphasize the importance of uncertainty-aware predictions.

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Publication Details

Journal
Mathematics
Published
2025-10-09
DOI
https://doi.org/10.3390/math13193229
Citations
1
Primary Topic
Imbalanced Data Classification Techniques
Type
article
Field-Weighted Citation Impact
2.48
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article

Semi-Supervised Bayesian GANs with Log-Signatures for Uncertainty-Aware Credit Card Fraud Detection

David Hirnschall
1 citations
Mathematics
Imbalanced Data Classification Techniques
2.48
article

Semi-Supervised Bayesian GANs with Log-Signatures for Uncertainty-Aware Credit Card Fraud Detection

David Hirnschall
article en
1 citations

Abstract

We present a novel deep generative semi-supervised framework for credit card fraud detection, formulated as a time series classification task. As financial transaction data streams grow in scale and complexity, traditional methods often require large labeled datasets and struggle with time series of irregular sampling frequencies and varying sequence lengths. To address these challenges, we extend conditional Generative Adversarial Networks (GANs) for targeted data augmentation, integrate Bayesian inference to obtain predictive distributions and quantify uncertainty, and leverage log-signatures for robust feature encoding of transaction histories. We propose a composite Wasserstein distance-based loss to align generated and real unlabeled samples while simultaneously maximizing classification accuracy on labeled data. Our approach is evaluated on the BankSim dataset, a widely used simulator for credit card transaction data, under varying proportions of labeled samples, demonstrating consistent improvements over benchmarks in both global statistical and domain-specific metrics. These findings highlight the effectiveness of GAN-driven semi-supervised learning with log-signatures for irregularly sampled time series and emphasize the importance of uncertainty-aware predictions.

MathematicsVol. 13(19)
Vienna University of Economics and Business (AT)
Openalex Percentile: Top 8%
Imbalanced Data Classification Techniques
2.48
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Semi-Supervised Bayesian GANs with Log-Signatures for Uncertainty-Aware Credit Card Fraud Detection — David Hirnschall · Mathematics (2025) | TGRS Research Map | TGRS