arXiv subjects

Mohammad Nasir Uddin

Publications and source records attributed to Mohammad Nasir Uddin.

6 recordsLinked to original sources

arXiv2026

CT-HEG: A Bidirectional, Timestamp-Attributed Event Graph for ICU In-Hospital Mortality Prediction - An Architectural Ablation Study

Accurate ICU mortality prediction requires modeling irregular clinical observations across heterogeneous entity types. Existing sequence models handle irregular sampling but ignore typed relational structure; existing graph models assume fixed-interval inputs. We introduce the Continuous-Time Heterogeneous EHR Graph (CT-HEG) schema and evaluate which architectural choices drive predictive performance. CT-HEG encodes each ICU stay as a typed, timestamped graph with three node types (visit, vital, lab_event) and 2D edge attributes (t_hours/48, value_norm) encoding timing and value without imputation. We instantiate CT-HEG as CHIRP-Net, a four-layer heterogeneous GATv2Conv network, evaluated on MIMIC-IV v3.1 (31,142 ICU stays, LOS>=48h, 13.4% mortality) with five seeds and bootstrapped confidence intervals, against logistic regression, mTAND, a Transformer, and GRU-D, plus an ablation study. CHIRP-Net achieved 5-seed mean AUROC 0.8449+/-0.0071 (AUPRC 0.4958+/-0.0209); the ensemble achieved AUROC 0.8618 (95% CI: 0.8485-0.8745). Removing reverse edges disconnected observation nodes from the visit readout, cutting AUROC by 0.1968+/-0.0073. Time-attentive edge features contributed 0.0247+/-0.0093 AUROC. Collapsing heterogeneous edge types into one relation (7x fewer parameters) outperformed the full model on all seeds. Post-calibration ECE was 0.0307. Temporal and demographic subgroup analyses were explored but not reported here, pending follow-up work. Bidirectional connectivity was necessary for the model to use its inputs at all, and CT-HEG was reasonably well calibrated after validation-fitted temperature scaling. These results support CT-HEG for irregular EHR data, while external validation, a pre-specified temporal evaluation, and a demographic fairness audit remain necessary before any claim of robustness. Code: https://github.com/nasiruddinstudents-ctrl/chirp-net-mimic-iv.

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arXiv2026

ZK-SR117: A Chunked Zero-Knowledge Attestation Design for Aggregated Fair-Lending Metrics, with a Control Mapping toward Full SR 11-7 Coverage

Deploying ML models in regulated decision-making (credit underwriting, fraud detection, loan approval) requires demonstrating fairness and robustness to auditors without exposing model weights or customer data. We address this attestation problem for U.S. bank supervision under SR 11-7 and OCC 2011-12 guidance. We present a chunked zero-knowledge circuit design that attests an aggregated fairness statistic - the demographic-parity gap - on committed, nonce-sampled batches of real 2022 HMDA mortgage data, and demonstrate it end-to-end: 32,768 rows, 32 independently verified zkSNARK proofs, aggregated attested gap within 0.0029 of the true held-out value, per-chunk proving under 4 seconds. We also demonstrate extensibility by attesting a second control on the identical architecture - expected calibration error at 10 bins - with all 32 chunks verified, per-chunk proving at about 14.7 seconds, and attested ECE within 0.00037 of the plaintext value on the same committed rows. We compare this design against two alternatives - a flat summation circuit, which overflows past a few thousand rows, and a tree-reduction circuit, numerically exact but intractable to compile - and find the chunked design is the only one that reached this scale. We discovered and root-caused a genuine data-quality failure (a sentinel-code outlier distorting circuit proving and the fairness statistic itself) and resolved it with a published preprocessing specification. We also propose a fuller mapping from SR 11-7 and OCC 2011-12 control language to zero-knowledge statements (nine control elements spanning soundness, calibration, robustness, and drift), a nonce-based sampling protocol resisting bank-side cherry-picking, and a threat model for deployment, proposed as design work, not implemented results. Two controls, one model class, one task are demonstrated end-to-end; the rest is scoped and left as future work.

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arXiv2026

SCAFDS: Edge-Feature Graph Attention for Interbank Fraud Detection with Attribution-Grounded SAR Generation

The U.S. financial system processes approximately 1.3 million interbank transactions daily, yet no system in the reviewed literature models fraud propagation across the interbank network using fraud co-occurrence edge features. Prior interbank GNN architectures model credit contagion using credit distress supervision signals, producing systems misaligned for fraud forensics. No existing system generates SAR narratives with per-assertion forensic traceability to specific numerical detection outputs, creating regulatory auditability gaps in FinCEN-submitted reports. This paper introduces SCAFDS (Systemic Contagion-Aware Fraud Detection System), a seven-stage integrated surveillance pipeline addressing five structural limitations of prior art: (1) fraud-specific interbank topology encoding using fraud co-occurrence frequency metrics f(u,v,t) derived from FinCEN SAR registry records; (2) edge-feature-informed graph attention where coefficients are computed from both node representations and fraud co-occurrence edge features; (3) bilinear fraud co-occurrence risk fusion producing institution-level systemic fraud risk scores; (4) attribution-conditioned SAR narrative generation with per-assertion significance thresholds ensuring each FinCEN SAR assertion is traceable to a specific numerical pipeline output; and (5) topology-aware adaptive forensic feedback updating graph attention weights from regulatory dispositions. Experiments on the IEEE-CIS Fraud Detection Dataset (590,540 transactions) and a synthetic FDIC-aligned interbank network (8,103 institutions, 169,800 edges) show SCAFDS achieves AUPRC=0.515+/-0.032 and AUROC=0.802+/-0.018, representing +15.9pp and +13.7pp improvements over GraphSAGE-AML. Partial validation on FDIC enforcement action records (n=4,279) confirms consistent model ranking. USPTO Provisional Patent Application No. 64/061,083, filed May 8, 2026.

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arXiv2026

Shapley Value-Guided Adaptive Ensemble Learning for Explainable Financial Fraud Detection with U.S. Regulatory Compliance Validation

Financial crime costs U.S. institutions over $32 billion each year. Although AI tools for fraud detection have become more advanced, their use in real-world systems still faces a major obstacle: many of these models operate as black boxes that cannot provide the transparent, auditable explanations required by regulations such as OCC Bulletin 2011-12 and Federal Reserve SR 11-7. This study makes three main contributions. First, it offers a thorough evaluation of explanation quality across faithfulness (sufficiency and comprehensiveness at k=5, 10, and 15) and stability (Kendall's W across 30 bootstrap samples). XGBoost paired with TreeExplainer achieves near-perfect stability (W=0.9912), while LSTM with DeepExplainer shows weak results (W=0.4962). Second, the paper introduces the SHAP-Guided Adaptive Ensemble (SGAE), which dynamically adjusts per-transaction ensemble weights based on SHAP attribution agreement, achieving the highest AUC-ROC among all tested models (0.8837 held-out; 0.9245 cross-validation). Third, a complete three-architecture evaluation of LSTM, Transformer, and GNN-GraphSAGE on the full 590,540-transaction IEEE-CIS dataset is provided, with GNN-GraphSAGE achieving AUC-ROC 0.9248 and F1=0.6013. All results are mapped directly to OCC, SR 11-7, and BSA-AML regulatory compliance requirements.

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arXiv2026

Explainable Graph Neural Networks for Interbank Contagion Surveillance: A Regulatory-Aligned Framework for the U.S. Banking Sector

The Spatial-Temporal Graph Attention Network (ST-GAT) framework was created to serve as an explainable GNN-based solution for detecting bank distress early warning signs and for conducting macro-prudential surveillance of the interbank system in the United States. The ST-GAT framework models 8,103 FDIC insured institutions across 58 quarterly snapshots (2010Q1-2024Q2). Bilateral exposures were reconstructed from publicly available FDIC Call Reports using maximum entropy estimation to produce a dynamic directed weighted graph. The framework achieves the highest AUPRC among all GNN architectures (0.939 +/- 0.010), trailing only XGBoost (0.944). Ablation analysis confirms the BiLSTM temporal component contributes +0.020 AUPRC; temporal attention weights exhibit a monotonically decreasing pattern consistent with long-run structural vulnerability weighting. Permutation importance identifies ROA (0.309) and NPL Ratio (0.252) as dominant predictors, consistent with post-mortem analyses of the 2023 regional banking crisis. All data are publicly available FDIC Call Reports and FRED series; all code and results are released.

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arXiv2026

A Regulatory Governance Framework for AI-Driven Financial Fraud Detection in U.S. Banking: Integrating OCC, SR 11-7, CFPB, and FinCEN Compliance Requirements for Model Development, Validation, and Monitoring Lifecycles

U.S. financial institutions deploying AI-based fraud detection face a fragmented compliance landscape spanning four regulatory frameworks -- OCC Bulletin 2011-12, SR 11-7, the CFPB AI circular, and FinCEN BSA/SAR requirements -- with no integrated governance life cycle connecting these requirements to model development, validation, and monitoring practice. This paper presents the Regulatory Governance Framework for AI-Driven Financial Fraud Detection (RGF-AFFD), a three-tier governance architecture empirically anchored in a multi-study empirical program. Using the IEEE-CIS dataset (590,540 transactions) and ULB benchmark (284,807 transactions), we benchmark six architectures including an LSTM+XGBoost ensemble, and conduct ablation, temporal drift, SHAP interpretability, and BISG fairness analyses. The LSTM+XGBoost ensemble achieves ROC-AUC of 0.9289 (F1: 0.6360) with a benefit-cost ratio of 6:1. XGBoost demonstrates the strongest temporal stability (delta-AUC = -0.0017 versus -0.0626 for LSTM). The RDT-FG Regulatory Digital Twin meta-model translates metrics into four regulator-specific health scores and a composite Regulatory Fitness Index for continuous compliance monitoring. The RGF-AFFD is the first integrated deployment blueprint to simultaneously satisfy OCC, SR 11-7, CFPB, and FinCEN requirements, supported by a community bank implementation vignette and four evidence-based policy recommendations.

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