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We introduce a new machine learning approach to detect value-relevant foreign information for both domestic and multinational companies. Candidate foreign signals include lagged returns of stock markets and individual stocks across 47…
Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…
This paper presents the implementation of an advanced artificial intelligence-based algorithmic trading system specifically designed for the EUR-USD pair within the high-frequency environment of the Forex market. The methodological approach…
Predicting crime using machine learning and deep learning techniques has gained considerable attention from researchers in recent years, focusing on identifying patterns and trends in crime occurrences. This review paper examines over 150…
Derivative traders are usually required to scan through hundreds, even thousands of possible trades on a daily basis. Up to now, not a single solution is available to aid in their job. Hence, this work aims to develop a trading…
Money laundering is a major global problem, enabling criminal organisations to hide their ill-gotten gains and to finance further operations. Prevention of money laundering is seen as a high priority by many governments, however detection…
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been…
Outlier detection is a fundamental task in data mining and has many applications including detecting errors in databases. While there has been extensive prior work on methods for outlier detection, modern datasets often have sizes that are…
Machine Learning models in finance are highly susceptible to model drift, where predictive performance declines as data distributions shift. This issue is especially acute in developing economies such as those in Central Asia and the…
This paper aims to explore the application of machine learning in forecasting Chinese macroeconomic variables. Specifically, it employs various machine learning models to predict the quarterly real GDP growth of China, and analyzes the…
A large part of the workforce, and growing every day, is originally from India. India one of the second largest populations in the world, they have a lot to offer in terms of jobs. The sheer number of IT workers makes them a formidable…
Ensemble methods for classification and clustering have been effectively used for decades, while ensemble learning for outlier detection has only been studied recently. In this work, we design a new ensemble approach for outlier detection…
The detection of out-of-distribution data points is a common task in particle physics. It is used for monitoring complex particle detectors or for identifying rare and unexpected events that may be indicative of new phenomena or physics…
The Foreign Exchange (Forex) is a large decentralized market, on which trading analysis and algorithmic trading are popular. Research efforts have been focusing on proof of efficiency of certain technical indicators. We demonstrate,…
Outlying observations, which significantly deviate from other measurements, may distort the conclusions of data analysis. Therefore, identifying outliers is one of the important problems that should be solved to obtain reliable results.…
To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…
We have discovered 12 independent new empirical scaling laws in foreign exchange data-series that hold for close to three orders of magnitude and across 13 currency exchange rates. Our statistical analysis crucially depends on an…
Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…
Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the…
Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection…