With the widespread adoption of intelligent terminals, edge devices, and distributed information systems in the financial domain, financial security sensing data exhibit multisource heterogeneity, dynamic temporal patterns, and high privacy sensitivity. Traditional centralized anomaly detection methods are no longer able to simultaneously satisfy the requirements of cross-institutional or cross-node collaborative modeling, client data privacy protection, and robust monitoring of transaction and system anomalies. To address this challenge, a data-local federated deep anomaly detection framework has been proposed for distributed financial security sensing systems. Initially, a local deep financial security sensing representation module is constructed to perform temporal encoding and attention-based modeling on multisource financial signals, including terminal operation status, network transaction communication, backend server operation, identity authentication, and anomaly alerts, thereby extracting representations relevant to anomalous behaviors. Subsequently, a data-local federated optimization and personalized aggregation mechanism is developed to enable cross-node knowledge sharing without transmitting raw transaction or client data, while local personalized detection heads are employed to adapt to non-independent and identically distributed (non-IID) financial institution data. Furthermore, an adversarially robust security detection and trust-aware aggregation strategy is introduced to enhance model stability under input noise, feature masking, anomaly camouflage, and potential malicious client updates. Experimental results demonstrate that the proposed method achieves an Accuracy of 92.37%, a Precision of 89.41%, a Recall of 88.26%, an F1-score of 88.83%, an AUC of 93.06%, and a PR-AUC of 89.15% in the primary financial anomaly detection task, significantly outperforming baseline methods such as Isolation Forest, Autoencoder, LSTM, Transformer, FedAvg, FedProx, SCAFFOLD, and MOON. In robustness experiments, the method attains F1-scores of 87.95%, 86.42%, 86.88%, 84.57%, 86.73%, and 83.91% under Gaussian noise, feature masking, temporal shift, adversarial perturbation, and 20% and 30% malicious client scenarios, respectively. Ablation studies further confirm the effectiveness of local representation learning, personalized federated optimization, adversarial training, and trust-aware aggregation mechanisms. Overall, the proposed approach provides an efficient intelligent anomaly detection solution for financial AI security monitoring scenarios characterized by data localization requirements, node heterogeneity, and attack perturbations.
Xu et al. (Fri,) studied this question.