Evasion Attacks against Banking Fraud Detection Systems

Machine learning models are vulnerable to adversarial samples: inputs crafted to deceive a classifier. Adversarial samples crafted against one model can be effective also against related models. Therefore, even without a comprehensive knowledge of the target system, a malicious agent can attack it by training a surrogate model and crafting evasive samples. Unlike the image classification context, the banking fraud detection domain is characterized by samples with few aggregated features. This characteristic makes conventional approaches hardly applicable to the banking fraud context.

In this paper, we study the application of AML techniques to the banking fraud detection domain. To this end, we identify the main challenges and design a novel approach to perform evasion attacks. Using two real bank datasets, we evaluate the security of several state-of-the-art fraud detection systems by deploying evasion attacks with different degrees of attacker's knowledge. We show that the outcome of the attack is strictly dependent on the target fraud detector, with an evasion rate ranging from 60% to 100%. Interestingly, our results show that the increase of attacker knowledge does not significantly increase the attack success rate, except for the full knowledge scenario.