大规模实时图计算在PayPal风险管理系统的应用 张彭善 (2)

2020-03-01 218浏览

  • 1.Large Scale Online Graph on Aerospike at PayPal Risk
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  • 3.• PayPal Risk & Online Graph Applications Agenda • Online Graph Platform • Online Graph Linking Cases • Aerospike at PayPal ©2019 PayPal Inc. Confidential and proprietary. 3
  • 4.• PayPal Risk & Online Graph Applications Agenda • Online Graph Platform • Online Graph Linking Cases • Aerospike at PayPal ©2019 PayPal Inc. Confidential and proprietary. 4
  • 5.PayPalRisk:Building Trust in a New World Industry Trends Redefining the Way PayPal Builds Trust Between Buyers and Sellers Trust & Protection CHIEF RISK OFFICER = CHIEF TRUST OFFICER 500M to 1B identities stolen globally; $32M in U.S. retail fraud losses1 Financial Risk Security ComplianceSources:1 Nielsen, Dept of Commerce, JP Morgan 2015 ©2019 PayPal Inc. Confidential and proprietary. 5
  • 6.Data Analytical Solution of Risk Fraud Detection * Different kinds of models adopted in different fraud cases Linear/Logistic Regression * Strategies is tree-based rules based on machine learning model scores * Rules for some fraud trend which cannot be reflected in models in time * Graph enhanced new dimension for both models/strategies/rules and agents Neural Networks Ensemble/Embedding Models Strategies Rules Agents Tree Ensemble Models Historical Behavior Data ©2019 PayPal Inc. Confidential and proprietary. Streaming Behavior Data Graph Linking Behavior Data 6
  • 7.Real Time Graph Risk Opportunities - Repeated Offenders Linking is an efficient method to identify repeated offenders by finding they share the same private assets (e.g., bank account) with bad accounts who offended our platform before. XXXXX XX Bad date 2017/12/18 XXXXX XX • Buyer claims INR/SNAD and sellers are identified as bad sellers • An unknown MY account adds this bank account is suspicious XXXXX XX Bad date 2018/01/31 add add on 2018/11/21 Bank Account xx7846 XXXXX XXXX d ad d ad add ad date Bad date 2017/07/09 d ad d ad • 7 bad seller accounts sell counterfeit shoes on websites • 7 bad sellers share the same MY bank account XXXXX XXX Bad date 2017/08/09 add Southeast Asia Sample Case XXX XXXXX Bad date 2018/01/16 XXXXX XXX Bad date 2018/02/07 XXXX XXX Bad date 2018/01/11 ©2019 PayPal Inc. Confidential and proprietary. 7
  • 8.Real Time Graph Risk Opportunities - Fast Hit & Run Graph Real-time Features Bad IT Account Online Solution Available Create account, DOF=0 Bad Cookie Linked Receive $680 2019/01/04 2019/01/04 16:54 20:50 Balance Sent $680 2019/01/04 2019/01/06 23:37 1. One new account is linked to one bad account by cookie in 2019/01/04 2. Later fraud transactions from such new account 3. With online graph linking features, new rule has detected such fraud transactions in 2019/01/06 when money to be exit ©2019 PayPal Inc. Confidential and proprietary. 8
  • 9.• PayPal Risk & Online Graph Applications Agenda • Online Graph Platform • Online Graph Linking Cases • Aerospike at PayPal ©2019 PayPal Inc. Confidential and proprietary. 9
  • 10.Overview of PayPal Risk Real Time Graph Vertex Account ID creation_time last_modified_time IP last_name YYY account_status … Edge Account -> IP Cookie XXX src_id_dst_id creation_time last_modified_time link_count … ©2019 PayPal Inc. Confidential and proprietary. 10
  • 11.Dynamic Evolving Graph & Its Vertex Centric Storage Model Schema Storage Model Graph Vertex1 IP Vertex Account Vertex Edge1Key:'>Key: