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A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

Threat hunting is a proactive methodology for exploring, detecting and mitigating cyberattacks within complex environments. As opposed to conventional detection systems, threat hunting strategies assume adversaries have infiltrated the…

Cryptography and Security · Computer Science 2023-10-09 Ángel Casanova Bienzobas , Alfonso Sánchez-Macián

While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets. We present a case…

Trading and Market Microstructure · Quantitative Finance 2023-01-18 Jiahua Xu , Benjamin Livshits

Monitoring the threat landscape to be aware of actual or potential attacks is of utmost importance to cybersecurity professionals. Information about cyber threats is typically distributed using natural language reports. Natural language…

Computation and Language · Computer Science 2024-04-12 Lukas Lange , Marc Müller , Ghazaleh Haratinezhad Torbati , Dragan Milchevski , Patrick Grau , Subhash Pujari , Annemarie Friedrich

Financial fraud has been growing exponentially in recent years. The rise of cryptocurrencies as an investment asset has simultaneously seen a parallel growth in cryptocurrency scams. To detect possible cryptocurrency fraud, and in…

Methodology · Statistics 2025-10-08 Andreas Anastasiou , Ivor Cribben

Investigating efficiently the data collected from a system's activity can help to detect malicious attempts and better understand the context behind past incident occurrences. Nowadays, several solutions can be used to monitor system…

Cryptography and Security · Computer Science 2021-12-03 Inês Macedo , Sinan Wanous , Nuno Oliveira , Orlando Sousa , Isabel Praça

Decentralized finance (DeFi) protocols are crypto projects developed on the blockchain to manage digital assets. Attacks on DeFi have been frequent and have resulted in losses exceeding \$77 billion. However, detection methods for malicious…

Cryptography and Security · Computer Science 2024-05-21 Wenkai Li , Xiaoqi Li , Yuqing Zhang , Zongwei Li

The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…

Computation and Language · Computer Science 2022-06-14 Ramit Sawhney , Shivam Agarwal , Vivek Mittal , Paolo Rosso , Vikram Nanda , Sudheer Chava

It is well documented that criminals use IoT devices to facilitate crimes. The review process follows a systematic approach with a clear search strategy, and study selection strategy. The review included a total of 543 articles and the…

Cryptography and Security · Computer Science 2025-10-14 Ashley Brown , Nilufer Tuptuk , Enrico Mariconti , Shane Johnson

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Cyberattacks on e-commerce platforms have grown in sophistication, threatening consumer trust and operational continuity. This research presents a hybrid analytical framework that integrates statistical modelling and machine learning for…

Cryptography and Security · Computer Science 2025-11-11 Fatimo Adenike Adeniya

The escalating frequency and sophistication of cyber threats increased the need for their comprehensive understanding. This paper explores the intersection of geopolitical dynamics, cyber threat intelligence analysis, and advanced detection…

Cryptography and Security · Computer Science 2025-09-29 Gustavo Sánchez , Ghada Elbez , Veit Hagenmeyer

Blockchain and Cryptocurrencies are gaining unprecedented popularity and understanding. Meanwhile, Ethereum is gaining a significant popularity in the blockchain community, mainly due to the fact that it is designed in a way that enables…

Cryptography and Security · Computer Science 2018-07-06 TonTon Hsien-De Huang

According to a recent EUROPOL report, cybercrime is still recurrent in Europe, and different activities and countermeasures must be taken to limit, prevent, detect, analyze, and fight it. Cybercrime must be prevented with specific measures,…

Cryptography and Security · Computer Science 2025-10-17 Silvia Lucia Sanna , Leonardo Regano , Davide Maiorca , Giorgio Giacinto

There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…

Trading and Market Microstructure · Quantitative Finance 2020-04-16 Jonathan Sadighian

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning…

Statistical Finance · Quantitative Finance 2022-09-27 Jatin Nainani , Nirman Taterh , Md Ausaf Rashid , Ankit Khivasara

The ever increasing number of cyber attacks requires the cyber security and forensic specialists to detect, analyze and defend against the cyber threats in almost realtime. In practice, timely dealing with such a large number of attacks is…

Cryptography and Security · Computer Science 2018-08-06 Mauro Conti , Ali Dehghantanha , Tooska Dargahi

Cyber-attacks keep threatening global networks and information infrastructures. The threat is getting more and more destructive and hard to counter day by day as the global networks continue to enlarge exponentially with limited security…

Human-Computer Interaction · Computer Science 2024-01-10 Ahmet Orun , Emre Orun , Fatih Kurugollu

Lateral movement is a crucial component of advanced persistent threat (APT) attacks in networks. Attackers exploit security vulnerabilities in internal networks or IoT devices, expanding their control after initial infiltration to steal…

Cryptography and Security · Computer Science 2024-11-18 Jiajun Zhou , Jiacheng Yao , Xuanze Chen , Shanqing Yu , Qi Xuan , Xiaoniu Yang
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