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Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…

Machine Learning · Statistics 2020-01-24 Valentina Shumovskaia , Kirill Fedyanin , Ivan Sukharev , Dmitry Berestnev , Maxim Panov

The rapid advancements in Large Language Models (LLMs) have unlocked transformative possibilities in natural language processing, particularly within the financial sector. Financial data is often embedded in intricate relationships across…

Statistical Finance · Quantitative Finance 2026-05-21 Alejandro Lopez-Lira , Jihoon Kwon , Sangwoon Yoon , Jy-yong Sohn , Chanyeol Choi

Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them are based on synthetic transaction networks with simple…

General Finance · Quantitative Finance 2016-08-03 Massimiliano Zanin , David Papo , Miguel Romance , Regino Criado , Santiago Moral

In Application layer multicast (ALM) also called Overlay Multicast, multicast-related functionalities are moved to end-hosts. The key advantages, overlays offers, are flexibility, adaptability and ease of deployment [1]. Application layer…

Networking and Internet Architecture · Computer Science 2013-09-17 Ashutosh Singh , Yatindra Nath Singh

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

Econometrics · Economics 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky

With the onset of the Information Era and the rapid growth of information technology, ample space for processing and extracting data has opened up. However, privacy concerns may stifle expansion throughout this area. The challenge of…

Cryptography and Security · Computer Science 2023-04-24 Dhinakaran D , Joe Prathap P. M , Selvaraj D , Arul Kumar D , Murugeshwari B

The presence of Super-Apps have changed the way we think about the interactions between users and commerce. It then comes as no surprise that it is also redefining the way banking is done. The paper investigates how different interactions…

Machine Learning · Computer Science 2021-02-22 Luisa Roa , Andrés Rodríguez-Rey , Alejandro Correa-Bahnsen , Carlos Valencia

Topological Machine Learning (TML) is an emerging field that leverages techniques from algebraic topology to analyze complex data structures in ways that traditional machine learning methods may not capture. This tutorial provides a…

Machine Learning · Computer Science 2024-09-05 Baris Coskunuzer , Cüneyt Gürcan Akçora

Current anti-money laundering (AML) systems, predominantly rule-based, exhibit notable shortcomings in efficiently and precisely detecting instances of money laundering. As a result, there has been a recent surge toward exploring…

Machine Learning · Computer Science 2023-07-26 Fredrik Johannessen , Martin Jullum

The cross-blockchain transaction remains one of the most challenging problems in blockchains. The root cause of the challenge lies in the nondeterministic nature of blockchains: A $n$-party transaction across multiple blockchains might be…

Cryptography and Security · Computer Science 2020-04-17 Dongfang Zhao

The rise of digital ecosystems has exposed the financial sector to evolving abuse and criminal tactics that share operational knowledge and techniques both within and across different environments (fiat-based, crypto-assets, etc.).…

Machine Learning · Computer Science 2025-09-17 Francesco Zola , Jon Ander Medina , Andrea Venturi , Amaia Gil , Raul Orduna

The growing usage of renewable energy resources has introduced significant uncertainties in energy generation, enlarging challenges for Regional Transmission Operators (RTOs) in managing transmission congestion. To mitigate congestion that…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Weihang Ren , Alinson S. Xavier , Fengyu Wang , Yongpei Guan , Feng Qiu

Subgraph representation learning is a technique for analyzing local structures (or shapes) within complex networks. Enabled by recent developments in scalable Graph Neural Networks (GNNs), this approach encodes relational information at a…

Machine Learning · Computer Science 2024-07-30 Claudio Bellei , Muhua Xu , Ross Phillips , Tom Robinson , Mark Weber , Tim Kaler , Charles E. Leiserson , Arvind , Jie Chen

Hierarchy is an important and commonly observed topological property in real-world graphs that indicate the relationships between supervisors and subordinates or the organizational behavior of human groups. As hierarchy is introduced as a…

Machine Learning · Computer Science 2024-03-01 Yuecen Wei , Haonan Yuan , Xingcheng Fu , Qingyun Sun , Hao Peng , Xianxian Li , Chunming Hu

The integration of Large Language Models (LLMs) into financial technology (FinTech) has revolutionized the analysis and processing of complex financial data, driving advancements in real-time decision-making and analytics. With the growing…

Cryptography and Security · Computer Science 2025-09-12 Sichen Zhu , Hoyeung Leung , Xiaoyi Wang , Jia Wei , Honghui Xu

Finance is heavily influenced by data-driven decision-making. Meanwhile, our ability to comprehend the full informational content of data sets remains impeded by the tools we apply in analysis, especially where the data is high-dimensional.…

General Finance · Quantitative Finance 2022-06-09 Pawel Dlotko , Wanling Qiu , Simon Rudkin

Financial transactions can be considered edges in a heterogeneous graph between entities sending money and entities receiving money. For financial institutions, such a graph is likely large (with millions or billions of edges) while also…

Machine Learning · Computer Science 2019-07-18 C. Bayan Bruss , Anish Khazane , Jonathan Rider , Richard Serpe , Antonia Gogoglou , Keegan E. Hines

This paper proposes a novel multi-layer blockchain architecture for the cross-border trading of CBDCs. The permissioned layer-2, by relying on the public consensus of the underlying network, assures the security and integrity of the…

Cryptography and Security · Computer Science 2024-02-01 Krzysztof Gogol , Johnnatan Messias , Malte Schlosser , Benjamin Kraner , Claudio Tessone

Banks receive millions of reports of fraud, scams, and disputed transactions every year, making it challenging to accurately direct customers to the appropriate specialist teams for assistance. The existing manual process driven by humans…

Mapper and Ball Mapper are Topological Data Analysis tools used for exploring high dimensional point clouds and visualizing scalar-valued functions on those point clouds. Inspired by open questions in knot theory, new features are added to…

Algebraic Topology · Mathematics 2023-03-29 Paweł Dłotko , Davide Gurnari , Radmila Sazdanovic