Vinh Truong Hoang1,*, Nghia Dinh1, Viet-Tuan Le1, Kiet Tran-Trung1, Bay Nguyen Van1, Kittikhun Meethongjan2,*
CMC-Computers, Materials & Continua, Vol.86, No.1, pp. 1-40, 2026, DOI:10.32604/cmc.2025.068733
- 10 November 2025
Abstract The Financial Technology (FinTech) sector has witnessed rapid growth, resulting in increasingly complex and high-volume digital transactions. Although this expansion improves efficiency and accessibility, it also introduces significant vulnerabilities, including fraud, money laundering, and market manipulation. Traditional anomaly detection techniques often fail to capture the relational and dynamic characteristics of financial data. Graph Neural Networks (GNNs), capable of modeling intricate interdependencies among entities, have emerged as a powerful framework for detecting subtle and sophisticated anomalies. However, the high-dimensionality and inherent noise of FinTech datasets demand robust feature selection strategies to improve model scalability, performance, and More >