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This paper explores the utilization of Temporal Graph Networks (TGN) for financial anomaly detection, a pressing need in the era of fintech and digitized financial transactions. We present a comprehensive framework that leverages TGN,…

Statistical Finance · Quantitative Finance 2024-04-02 Yejin Kim , Youngbin Lee , Minyoung Choe , Sungju Oh , Yongjae Lee

Anomaly detection, a critical facet in data analysis, involves identifying patterns that deviate from expected behavior. This research addresses the complexities inherent in anomaly detection, exploring challenges and adapting to…

Machine Learning · Computer Science 2024-05-07 Aditya Singh , Pavan Reddy

Motivated by the recent surge of criminal activities with cross-cryptocurrency trades, we introduce a new topological perspective to structural anomaly detection in dynamic multilayer networks. We postulate that anomalies in the underlying…

Cryptography and Security · Computer Science 2021-07-08 Dorcas Ofori-Boateng , Ignacio Segovia Dominguez , Murat Kantarcioglu , Cuneyt G. Akcora , Yulia R. Gel

To mitigate climate change, the share of renewable energies in power production needs to be increased. Renewables introduce new challenges to power grids regarding the dynamic stability due to decentralization, reduced inertia, and…

Machine Learning · Computer Science 2026-05-06 Christian Nauck , Michael Lindner , Konstantin Schürholt , Frank Hellmann

This study proposes an unsupervised anomaly detection method for distributed backend service systems, addressing practical challenges such as complex structural dependencies, diverse behavioral evolution, and the absence of labeled data.…

Machine Learning · Computer Science 2025-08-14 Yun Zi , Ming Gong , Zhihao Xue , Yujun Zou , Nia Qi , Yingnan Deng

Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…

Machine Learning · Computer Science 2020-10-30 Nemanja Hranisavljevic , Oliver Niggemann , Alexander Maier

Why is a given node in a time-evolving graph ($t$-graph) marked as an anomaly by an off-the-shelf detection algorithm? Is it because of the number of its outgoing or incoming edges, or their timings? How can we best convince a human analyst…

Social and Information Networks · Computer Science 2017-10-17 Nikhil Gupta , Dhivya Eswaran , Neil Shah , Leman Akoglu , Christos Faloutsos

In order to detect unknown intrusions and runtime errors of computer programs, the cyber-security community has developed various detection techniques. Anomaly detection is an approach that is designed to profile the normal runtime behavior…

Cryptography and Security · Computer Science 2021-06-03 Byunggu Yu , Junwhan Kim

Anomaly detection is fundamental yet, challenging problem with practical applications in industry. The current approaches neglect the higher-order dependencies within the networks of interconnected sensors in the high-dimensional time…

Machine Learning · Computer Science 2024-08-22 Sakhinana Sagar Srinivas , Rajat Kumar Sarkar , Venkataramana Runkana

We apply several machine learning algorithms to the problem of anomaly detection in operational data for large-scale, high-voltage electric power grids. We observe important differences in the performance of the algorithms. Neural networks…

Systems and Control · Electrical Eng. & Systems 2026-02-12 Marc Gillioz , Guillaume Dubuis , Étienne Voutaz , Philippe Jacquod

Graph-level anomaly detection (GAD) describes the problem of detecting graphs that are abnormal in their structure and/or the features of their nodes, as compared to other graphs. One of the challenges in GAD is to devise graph…

Computer Vision and Pattern Recognition · Computer Science 2021-12-21 Rongrong Ma , Guansong Pang , Ling Chen , Anton van den Hengel

Data centers play a key role in today's Internet. Cloud applications are mainly hosted on multi-tenant warehouse-scale data centers. Anomalies pose a serious threat to data centers' operations. If not controlled properly, a simple anomaly…

Networking and Internet Architecture · Computer Science 2019-06-18 Ashkan Aghdai , Kang Xi , H. Jonathan Chao

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

Machine Learning · Computer Science 2009-10-29 Manqi Zhao , Venkatesh Saligrama

Dynamic networks are ubiquitous for modelling sequential graph-structured data, e.g., brain connectome, population flows and messages exchanges. In this work, we consider dynamic networks that are temporal sequences of graph snapshots, and…

Machine Learning · Statistics 2022-03-30 Deborah Sulem , Henry Kenlay , Mihai Cucuringu , Xiaowen Dong

Intrusion detection systems (IDSs) generate valuable knowledge about network security, but an abundance of false alarms and a lack of methods to capture the interdependence among alerts hampers their utility for network defense. Here, we…

Cryptography and Security · Computer Science 2019-01-17 Anthony Palladino , Christopher J. Thissen

Power system state estimation is being faced with different types of anomalies. These might include bad data caused by gross measurement errors or communication system failures. Sudden changes in load or generation can be considered as…

Systems and Control · Electrical Eng. & Systems 2023-08-11 Sajjad Asefi , Mile Mitrovic , Dragan Ćetenović , Victor Levi , Elena Gryazina , Vladimir Terzija

Anomaly detection in continuous-time dynamic graphs is an emerging field yet under-explored in the context of learning algorithms. In this paper, we pioneer structured analyses of link-level anomalies and graph representation learning for…

Machine Learning · Computer Science 2024-10-01 Tim Poštuvan , Claas Grohnfeldt , Michele Russo , Giulio Lovisotto

Agile localization of anomalous events plays a pivotal role in enhancing the overall reliability of the grid and avoiding cascading failures. This is especially of paramount significance in the large-scale grids due to their geographical…

Applications · Statistics 2017-02-07 Javad Heydari , Ali Tajer

In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly…

Machine Learning · Computer Science 2018-09-19 Shubhomoy Das , Md Rakibul Islam , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

The problem of identifying anomalies in dynamic networks is a fundamental task with a wide range of applications. However, it raises critical challenges due to the complex nature of anomalies, lack of ground truth knowledge, and complex and…

Machine Learning · Computer Science 2022-11-16 Ali Behrouz , Margo Seltzer
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