# FraudBench: Protocol-Sensitive Benchmarking of Adversarial Robustness for Financial Risk Assessment

arXiv: https://arxiv.org/abs/2608.24551 · HTML: https://mlsanity.com/paper/2608.24551/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 18 of its 29 references that are in the map.
- First posted on arXiv 25 Aug 2026.

## Builds on (most cited first, 18 of 18)

- [Explaining and Harnessing Adversarial Examples](https://mlsanity.com/paper/1412.6572/) (2014)
- [Towards Deep Learning Models Resistant to Adversarial Attacks](https://mlsanity.com/paper/1706.06083/) (2017)
- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [Reliable evaluation of adversarial robustness with an ensemble of diverse parameter-free attacks](https://mlsanity.com/paper/2003.01690/) (2020)
- [Ensemble Adversarial Training: Attacks and Defenses](https://mlsanity.com/paper/1705.07204/) (2017)
- [Square Attack: a query-efficient black-box adversarial attack via random search](https://mlsanity.com/paper/1912.00049/) (2019)
- [RobustBench: a standardized adversarial robustness benchmark](https://mlsanity.com/paper/2010.09670/) (2020)
- [HopSkipJumpAttack: A Query-Efficient Decision-Based Attack](https://mlsanity.com/paper/1904.02144/) (2019)
- [Adversarial Attacks for Tabular Data: Application to Fraud Detection and Imbalanced Data](https://mlsanity.com/paper/2101.08030/) (2021)
- [FENCE: Feasible Evasion Attacks on Neural Networks in Constrained Environments](https://mlsanity.com/paper/1909.10480/) (2019)
- [A Unified Framework for Adversarial Attack and Defense in Constrained Feature Space](https://mlsanity.com/paper/2112.01156/) (2021)
- [Constrained Adaptive Attack: Effective Adversarial Attack Against Deep Neural Networks for Tabular Data](https://mlsanity.com/paper/2406.00775/) (2024)
- [TabularBench: Benchmarking Adversarial Robustness for Tabular Deep Learning in Real-world Use-cases](https://mlsanity.com/paper/2408.07579/) (2024)
- [Fraud Dataset Benchmark and Applications](https://mlsanity.com/paper/2208.14417/) (2022)
- [Adversarial Learning in Real-World Fraud Detection: Challenges and Perspectives](https://mlsanity.com/paper/2307.01390/) (2023)
- [Adaptive Stress Testing for Adversarial Learning in a Financial Environment](https://mlsanity.com/paper/2107.03577/) (2021)
- [Benchmarking Fraud Detectors on Private Graph Data](https://mlsanity.com/paper/2507.22347/) (2025)
- [Foe for Fraud: Transferable Adversarial Attacks in Credit Card Fraud Detection](https://mlsanity.com/paper/2508.14699/) (2025)

## Abstract (arXiv)

Machine learning models are widely used in financial fraud and credit-risk detection, yet their adversarial robustness remains difficult to evaluate because financial tabular data involve domain-specific constraints, severe class imbalance, and asymmetric attacker capability. We argue that, in this setting, robustness is not only an attribute of the model, but also an attribute of the evaluation protocol. Different ways of enforcing constraints and capability can lead to substantially different robustness conclusions. This paper presents FraudBench, a protocol-sensitive benchmark for adversarial robustness evaluation in financial fraud and credit-risk detection. Rather than treating domain constraints as post-hoc validity checks, FraudBench evaluates the same dataset--model--attack--defence setting under three matched protocols: unconstrained attacks, post-hoc feasibility filtering, and deployment-aware constraint-integrated attacks. FraudBench covers four public financial datasets, and evaluates neural, tree-based, and ensemble models using three attack settings. Our results show that robustness conclusions are highly protocol-sensitive. On Lending Club Loan Data under the white-box setting, post-hoc filtering leaves only 3.7 feasible-flipped examples on average, whereas in-attack projection with attacker mutability masking produces 2,832.3 feasible-flipped examples under the same perturbation budget. The results on IEEE-CIS further show that feasibility and attacker capability are separate axes, while black-box evaluation shows that protocol choice can alter model-family rankings. These findings suggest that fraud robustness evaluation should report predictive degradation and attack feasibility jointly, and should incorporate domain constraints into attack generation rather than treating them as post-processing checks.