Quantum Computing in Community Detection for Anti-Fraud Applications

Fraud detection within transaction data is crucial for maintaining financial security, especially in the era of big data. This paper introduces a novel fraud detection method that utilizes quantum computing to implement community detection in transaction networks. We model transaction data as an und...

Full description

Saved in:
Bibliographic Details
Main Authors: Yanbo (Justin) Wang, Xuan Yang, Chao Ju, Yue Zhang, Jun Zhang, Qi Xu, Yiduo Wang, Xinkai Gao, Xiaofeng Cao, Yin Ma, Jie Wu
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/26/12/1026
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1850240905022275584
author Yanbo (Justin) Wang
Xuan Yang
Chao Ju
Yue Zhang
Jun Zhang
Qi Xu
Yiduo Wang
Xinkai Gao
Xiaofeng Cao
Yin Ma
Jie Wu
author_facet Yanbo (Justin) Wang
Xuan Yang
Chao Ju
Yue Zhang
Jun Zhang
Qi Xu
Yiduo Wang
Xinkai Gao
Xiaofeng Cao
Yin Ma
Jie Wu
author_sort Yanbo (Justin) Wang
collection DOAJ
description Fraud detection within transaction data is crucial for maintaining financial security, especially in the era of big data. This paper introduces a novel fraud detection method that utilizes quantum computing to implement community detection in transaction networks. We model transaction data as an undirected graph, where nodes represent accounts and edges indicate transactions between them. A modularity function is defined to measure the community structure of the graph. By optimizing this function through the Quadratic Unconstrained Binary Optimization (QUBO) model, we identify the optimal community structure, which is then used to assess the fraud risk within each community. Using a Coherent Ising Machine (CIM) to solve the QUBO model, we successfully divide 308 nodes into four communities. We find that the CIM computes faster than the classical Louvain and simulated annealing (SA) algorithms. Moreover, the CIM achieves better community structure than Louvain and SA as quantified by the modularity function. The structure also unambiguously identifies a high-risk community, which contains almost 70% of all the fraudulent accounts, demonstrating the practical utility of the method for banks’ anti-fraud business.
format Article
id doaj-art-72d8065589384eed9c59df40d4140e84
institution OA Journals
issn 1099-4300
language English
publishDate 2024-11-01
publisher MDPI AG
record_format Article
series Entropy
spelling doaj-art-72d8065589384eed9c59df40d4140e842025-08-20T02:00:45ZengMDPI AGEntropy1099-43002024-11-012612102610.3390/e26121026Quantum Computing in Community Detection for Anti-Fraud ApplicationsYanbo (Justin) Wang0Xuan Yang1Chao Ju2Yue Zhang3Jun Zhang4Qi Xu5Yiduo Wang6Xinkai Gao7Xiaofeng Cao8Yin Ma9Jie Wu10Longying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaBeijing QBoson Quantum Technology Co., Ltd., Beijing 100015, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaLongying Zhida (Beijing) Technology Co., Ltd., Beijing 100020, ChinaBeijing QBoson Quantum Technology Co., Ltd., Beijing 100015, ChinaBeijing QBoson Quantum Technology Co., Ltd., Beijing 100015, ChinaFraud detection within transaction data is crucial for maintaining financial security, especially in the era of big data. This paper introduces a novel fraud detection method that utilizes quantum computing to implement community detection in transaction networks. We model transaction data as an undirected graph, where nodes represent accounts and edges indicate transactions between them. A modularity function is defined to measure the community structure of the graph. By optimizing this function through the Quadratic Unconstrained Binary Optimization (QUBO) model, we identify the optimal community structure, which is then used to assess the fraud risk within each community. Using a Coherent Ising Machine (CIM) to solve the QUBO model, we successfully divide 308 nodes into four communities. We find that the CIM computes faster than the classical Louvain and simulated annealing (SA) algorithms. Moreover, the CIM achieves better community structure than Louvain and SA as quantified by the modularity function. The structure also unambiguously identifies a high-risk community, which contains almost 70% of all the fraudulent accounts, demonstrating the practical utility of the method for banks’ anti-fraud business.https://www.mdpi.com/1099-4300/26/12/1026coherent ising machine (CIM)quantum computingcommunity detectionquadratic unconstrained binary optimization (QUBO)Louvainsimulated annealing
spellingShingle Yanbo (Justin) Wang
Xuan Yang
Chao Ju
Yue Zhang
Jun Zhang
Qi Xu
Yiduo Wang
Xinkai Gao
Xiaofeng Cao
Yin Ma
Jie Wu
Quantum Computing in Community Detection for Anti-Fraud Applications
Entropy
coherent ising machine (CIM)
quantum computing
community detection
quadratic unconstrained binary optimization (QUBO)
Louvain
simulated annealing
title Quantum Computing in Community Detection for Anti-Fraud Applications
title_full Quantum Computing in Community Detection for Anti-Fraud Applications
title_fullStr Quantum Computing in Community Detection for Anti-Fraud Applications
title_full_unstemmed Quantum Computing in Community Detection for Anti-Fraud Applications
title_short Quantum Computing in Community Detection for Anti-Fraud Applications
title_sort quantum computing in community detection for anti fraud applications
topic coherent ising machine (CIM)
quantum computing
community detection
quadratic unconstrained binary optimization (QUBO)
Louvain
simulated annealing
url https://www.mdpi.com/1099-4300/26/12/1026
work_keys_str_mv AT yanbojustinwang quantumcomputingincommunitydetectionforantifraudapplications
AT xuanyang quantumcomputingincommunitydetectionforantifraudapplications
AT chaoju quantumcomputingincommunitydetectionforantifraudapplications
AT yuezhang quantumcomputingincommunitydetectionforantifraudapplications
AT junzhang quantumcomputingincommunitydetectionforantifraudapplications
AT qixu quantumcomputingincommunitydetectionforantifraudapplications
AT yiduowang quantumcomputingincommunitydetectionforantifraudapplications
AT xinkaigao quantumcomputingincommunitydetectionforantifraudapplications
AT xiaofengcao quantumcomputingincommunitydetectionforantifraudapplications
AT yinma quantumcomputingincommunitydetectionforantifraudapplications
AT jiewu quantumcomputingincommunitydetectionforantifraudapplications