This invention discloses a
financial transaction risk assessment method based on clustering sampling and meta-ensemble. The method includes the following steps: constructing diverse training subsets through a sampling
mechanism based on supervised
fuzzy clustering, balancing the number of risky transactions and normal transactions within the subsets, and ensuring that the union of the subsets covers the original complete
financial transaction dataset as much as possible; then training base classifiers; extracting meta-features by calculating indicators based on classification difficulty and model diversity, while considering classification difficulties caused by class overlap and the diversity of base classifiers to make ensemble selection judgments; constructing a meta-aggregator based on self-attention networks and convolutional neural networks, enabling it to consider the relative performance of multiple base classifiers simultaneously, rather than simply assigning weights to individual base classifiers. This invention demonstrates better performance in improving the model's ability to identify risky transactions while minimizing its
impact on the model's predictive ability for normal transactions.