This study addresses the core challenge of predicting financial market volatility and innovatively constructs a financial enterprise anomaly detection and interpretability analysis framework based on graph attention network (GAT) and self supervised pre training. Through graph attention mechanism, it captures the node correlation and dynamic interaction of enterprises, and strengthens the weight of key information; Combining self supervised pre training with unlabeled data to learn universal feature representations and alleviate data sparsity issues; Integrating multi-source data fusion and attention mechanism optimization of volatility measurement methods (such as mean square of returns and its deviation square) to achieve comprehensive evaluation of prediction accuracy. Taking iShares China Large Cap ETF volatility as an example, the empirical verification framework outperforms traditional GARCH models and single deep learning models in capturing nonlinear patterns and handling long sequence dependencies; By visualizing attention weights and evaluating feature importance, interpretability analysis can be achieved to enhance decision credibility; The optimized volatility measurement method enhances the comprehensiveness of prediction accuracy testing and confirms the effectiveness and robustness of the model in complex financial environments. This study enriches the theory of financial time series analysis, proposes an innovative combination of graph structure learning and self supervised pre training, integrates multi-source data fusion, attention mechanism, and self supervised technology to construct an efficient anomaly detection model, and provides key support for the stable development and theoretical innovation of financial markets.

Ming Guo. A Financial Enterprise Anomaly Detection and Interpretability Analysis Framework Combining Graph Attention Network and Self Supervised Pre Training. International Journal of Social Sciences and Economic Management (2025), Vol. 6, Issue 2: 110-118. https://doi.org/10.38007/IJSSEM.2025.060212.

[1] Huang, J. (2025). Balance Model of Resource Management and Customer Service Availability in Cloud Computing Platform. Economics and Management Innovation, 2(4), 39-45.

[2] Xu, H. (2025). Supply Chain Digital Transformation and Standardized Processes Enhance Operational Efficiency. Journal of Computer, Signal, and System Research, 2(5), 101-107.

[3] Xu Q. Design and Future Trends of Intelligent Notification Systems in Enterprise-Level Applications[J]. Economics and Management Innovation, 2025, 2(3): 88-94.

[4] Zhang, Xuanrui. "Automobile Finance Credit Fraud Risk Early Warning System based on Louvain Algorithm and XGBoost Model." In 2025 3rd International Conference on Data Science and Information System (ICDSIS), pp. 1-7. IEEE, 2025.

[5] Zhou, Y. (2025). Improvement of Advertising Data Processing Efficiency Through Anomaly Detection and Recovery Mechanism. Journal of Media, Journalism & Communication Studies, 1(1), 80-86.

[6] Liu, Y. (2025). The Importance of Cross-Departmental Collaboration Driven by Technology in the Compliance of Financial Institutions. Economics and Management Innovation, 2(5), 15-21.

[7] Zhang M. Discussion on Using RNN Model to Optimize the Accuracy and Efficiency of Medical Image Recognition[J]. European Journal of AI, Computing & Informatics, 2025, 1(2): 66-72.

[8] Xu, H. (2025). Research on the Implementation Path of Resource Optimization and Sustainable Development of Supply Chain. International Journal of Humanities and Social Science, 1(2), 12-18.

[9] Yang D, Liu X. Collaborative Algorithm for User Trust and Data Security Based on Blockchain and Machine Learning[J]. Procedia Computer Science, 2025, 262: 757-765.

[10] Chang, Chen-Wei. "AI-Driven Privacy Audit Automation and Data Provenance Tracking in Large-Scale Systems." (2025).

[11] Huang, J. (2025). Reuse and Functional Renewal of Historical Buildings in the Context of Cultural Heritage Protection. International Journal of Humanities and Social Science, 1(1), 42-50.

[12] Zhang K. Research on the Application of Homomorphic Encryption-Based Machine Learning Privacy Protection Technology in Precision Marketing[C]//2025 3rd International Conference on Data Science and Network Security (ICDSNS). IEEE, 2025: 1-6.

[13] Li W. Building a Credit Risk Data Management and Analysis System for Financial Markets Based on Blockchain Data Storage and Encryption Technology[C]//2025 3rd International Conference on Data Science and Network Security (ICDSNS). IEEE, 2025: 1-7.

[14] Zhou Y. Cost Control and Stability Improvement in Enterprise Level Infrastructure Optimization [J]. European Journal of Business, Economics & Management, 2025, 1(4): 70-76.

[15] Li, W. (2025). Research on Optimization of M&A Financial Due Diligence Process Based on Data Analysis. Journal of Computer, Signal, and System Research, 2(5), 115-121.

[16] Hao, L. (2025). Research on Perception and Control System of Small Autonomous Driving Vehicles. International Journal of Engineering Advances, 2(2), 48-54.

[17] Jing, X. (2025). Research on the Application of Machine Learning in the Pricing of Cash Deposit Products. European Journal of Business, Economics & Management, 1(2), 150-157.

[18] Yang D, Liu X. Collaborative Algorithm for User Trust and Data Security Based on Blockchain and Machine Learning[J]. Procedia Computer Science, 2025, 262: 757-765.

[19] Jing X. Real-Time Risk Assessment and Market Response Mechanism Driven by Financial Technology[J]. Economics and Management Innovation, 2025, 2(3): 14-20.

[20] Liu Z. Research on the Application of Signal Integration Model in Real-Time Response to Social Events[J]. Journal of Computer, Signal, and System Research, 2025, 2(2): 102-106.

[21] Tang X, Wu X, Bao W. Intelligent Prediction-Inventory-Scheduling Closed-Loop Nearshore Supply Chain Decision System[J]. Advances in Management and Intelligent Technologies, 2025, 1(4).

[22] Wu X, Bao W. Research on the Design of a Blockchain Logistics Information Platform Based on Reputation Proof Consensus Algorithm[J]. Procedia Computer Science, 2025, 262: 973-981.

[23] Truong T. The Research on the Application of Blockchain Technology in the Security of Digital Healthcare Data [J]. International Journal of Health and Pharmaceutical Medicine, 2025, 5(1): 32-42.

[24] Gao Y. Research on Risk Identification in Legal Due Diligence and Response Strategies in Cross border Mergers and Acquisitions Transactions [J]. Socio-Economic Statistics Research, 2025, 6(2): 71-78.