Adversarial Attacks on Deep Models for Financial Transaction Records

Ivan Fursov, Matvey Morozov, Nina Kaploukhaya, Elizaveta Kovtun, Rodrigo Rodrigo Rivera-Castro, Gleb Gusev, Dmitry Babaev, Ivan Kireev, Alexey Zaytsev, Evgeny Burnaev

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    1 Citation (Scopus)


    Machine learning models using transaction records as inputs are popular among financial institutions. The most efficient models use deep-learning architectures similar to those in the NLP community, posing a challenge due to their tremendous number of parameters and limited robustness. In particular, deep-learning models are vulnerable to adversarial attacks: a little change in the input harms the model's output. In this work, we examine adversarial attacks on transaction records data and defenses from these attacks. The transaction records data have a different structure than the canonical NLP or time-series data, as neighboring records are less connected than words in sentences, and each record consists of both discrete merchant code and continuous transaction amount. We consider a black-box attack scenario, where the attack doesn't know the true decision model and pay special attention to adding transaction tokens to the end of a sequence. These limitations provide a more realistic scenario, previously unexplored in the NLP world. The proposed adversarial attacks and the respective defenses demonstrate remarkable performance using relevant datasets from the financial industry. Our results show that a couple of generated transactions are sufficient to fool a deep-learning model. Further, we improve model robustness via adversarial training or separate adversarial examples detection. This work shows that embedding protection from adversarial attacks improves model robustness, allowing a wider adoption of deep models for transaction records in banking and finance.

    Original languageEnglish
    Title of host publicationKDD 2021 - Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining
    PublisherAssociation for Computing Machinery
    Number of pages11
    ISBN (Electronic)9781450383325
    Publication statusPublished - 14 Aug 2021
    Event27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2021 - Virtual, Online, Singapore
    Duration: 14 Aug 202118 Aug 2021

    Publication series

    NameProceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining


    Conference27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2021
    CityVirtual, Online


    • adversarial attack
    • adversarial robustness
    • deep learning
    • generative models
    • transactions data


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