The great losses caused by financial fraud have attracted continuous attention from academia, industry, and regulatory agencies. More concerning, the ongoing coronavirus pandemic (COVID-19) unexpectedly shocks the global financial system and accelerates the use of digital financial services, which brings new challenges in effective financial fraud detection. This paper provides a comprehensive overview of intelligent financial fraud detection practices. We analyze the new features of fraud risk caused by the pandemic and review the development of data types used in fraud detection practices from quantitative tabular data to various unstructured data. The evolution of methods in financial fraud detection is summarized, and the emerging Graph Neural Network methods in the post-pandemic era are discussed in particular. Finally, some of the key challenges and potential directions are proposed to provide inspiring information on intelligent financial fraud detection in the future.

Pre-training models have shown their power in sequential recommendation. Recently, prompt has been widely explored and verified for tuning after pre-training in NLP, which helps to more effectively and parameter-efficiently extract useful knowledge from pre-training models for downstream tasks, especially in cold-start scenarios. However, it is challenging to bring prompt-tuning from NLP to recommendation, since the tokens of recommendation (i.e., items) are million-level and do not have concrete explainable semantics, and the sequence modeling in recommendation should be personalized. In this work, we first introduce prompt to recommendation models and propose a novel Personalized prompt-based recommendation (PPR) framework for cold-start recommendation. Specifically, we build personalized soft prompt via a prompt generator based on user profiles, and enable a sufficient training on prompts via a new prompt-oriented contrastive learning. PPR is effective, parameter-efficient, and universal in various tasks. In both few-shot and zero-shot recommendation tasks, PPR models achieve significant improvements over baselines in three large-scale datasets. We also verify PPR's universality in adopting different recommendation models as the backbone. Finally, we explore and confirm the capability of PPR on other tasks such as cross-domain recommendation and user profile prediction, shedding lights on the promising future directions of better using large-scale pre-trained recommendation models.

The value assessment of job skills is important for companies to select and retain the right talent. However, there are few quantitative ways available for this assessment. Therefore, we propose a data-driven solution to assess skill value from a market-oriented perspective. Specifically, we formulate the task of job skill value assessment as a Salary-Skill Value Composition Problem, where each job position is regarded as the composition of a set of required skills attached with the contextual information of jobs, and the job salary is assumed to be jointly influenced by the context-aware value of these skills. Then, we propose an enhanced neural network with cooperative structure, namely Salary-Skill Composition Network (SSCN), to separate the job skills and measure their value based on the massive job postings. Experiments show that SSCN can not only assign meaningful value to job skills, but also outperforms benchmark models for job salary prediction.

Graph Neural Networks (GNNs) have achieved remarkable success in various domains but most of them are developed under the in-distribution assumption. Under out-of-distribution (OOD) settings, they suffer from the distribution shift between the training set and the test set and may not generalize well to the test distribution. Several methods have tried the invariance principle to improve the generalization of GNNs in OOD settings. However, in previous solutions, the graph encoder is immutable after the invariant learning and cannot be adapted to the target distribution flexibly. Confronting the distribution shift, a flexible encoder with refinement to the target distribution can generalize better on the test set than the stable invariant encoder. To remedy these weaknesses, we propose a Flexible invariant Learning framework for Out-Of-Distribution generalization on graphs (FLOOD), which comprises two key components, invariant learning and bootstrapped learning. The invariant learning component constructs multiple environments from graph data augmentation and learns invariant representation under risk extrapolation. Besides, the bootstrapped learning component is devised to be trained in a self-supervised way with a shared graph encoder with the invariant learning part. During the test phase, the shared encoder is flexible to be refined with the bootstrapped learning on the test set. Extensive experiments are conducted for both transductive and inductive node classification tasks. The results demonstrate that FLOOD consistently outperforms other graph OOD generalization methods and effectively improves the generalization ability.

In the field of quantitative trading, it is common practice to transform raw historical stock data into indicative signals for the market trend. Such signals are called alpha factors. Alphas in formula forms are more interpretable and thus favored by practitioners concerned with risk. In practice, a set of formulaic alphas is often used together for better modeling precision, so we need to find synergistic formulaic alpha sets that work well together. However, most traditional alpha generators mine alphas one by one separately, overlooking the fact that the alphas would be combined later. In this paper, we propose a new alpha-mining framework that prioritizes mining a synergistic set of alphas, i.e., it directly uses the performance of the downstream combination model to optimize the alpha generator. Our framework also leverages the strong exploratory capabilities of reinforcement learning (RL) to better explore the vast search space of formulaic alphas. The contribution to the combination models' performance is assigned to be the return used in the RL process. This return drives the alpha generator to find better alphas that improve upon the current set. Experimental evaluations on real-world stock market data demonstrate both the effectiveness and the efficiency of our framework for stock trend forecasting. The investment simulation results show that our framework is able to achieve higher returns compared to previous approaches.