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We propose a simple yet robust unsupervised model to detect pump-and-dump events on tokens listed on the Poloniex Exchange platform. By combining threshold-based criteria with exponentially weighted moving averages (EWMA) and volatility…

Statistical Finance · Quantitative Finance 2025-03-13 Mahya Karbalaii

In recent years, `fake news' has become a global issue that raises unprecedented challenges for human society and democracy. This problem has arisen due to the emergence of various concomitant phenomena such as (1) the digitization of human…

Cryptography and Security · Computer Science 2019-03-29 Adnan Qayyum , Junaid Qadir , Muhammad Umar Janjua , Falak Sher

The number of blockchain users has tremendously grown in recent years. As an unintended consequence, e-crime transactions on blockchains has been on the rise. Consequently, public blockchains have become a hotbed of research for developing…

Cryptography and Security · Computer Science 2020-10-29 Cuneyt G. Akcora , Sudhanva Purusotham , Yulia R. Gel , Mitchell Krawiec-Thayer , Murat Kantarcioglu

This paper introduces CryptoBench, the first expert-curated, dynamic benchmark designed to rigorously evaluate the real-world capabilities of Large Language Model (LLM) agents in the uniquely demanding and fast-paced cryptocurrency domain.…

To be prepared against cyberattacks, most organizations resort to security information and event management systems to monitor their infrastructures. These systems depend on the timeliness and relevance of the latest updates, patches and…

Machine Learning · Computer Science 2019-04-03 Nuno Dionísio , Fernando Alves , Pedro M. Ferreira , Alysson Bessani

The decentralization, redundancy, and pseudo-anonymity features have made permission-less public blockchain platforms attractive for adoption as technology platforms for cryptocurrencies. However, such adoption has enabled cybercriminals to…

Cryptography and Security · Computer Science 2021-08-27 Banwari Lal , Rachit Agarwal , Sandeep Kumar Shukla

With the proliferation of pump-and-dump schemes (P&Ds) in the cryptocurrency market, it becomes imperative to detect such fraudulent activities in advance to alert potentially susceptible investors. In this paper, we focus on predicting the…

Statistical Finance · Quantitative Finance 2023-04-04 Sihao Hu , Zhen Zhang , Shengliang Lu , Bingsheng He , Zhao Li

This paper presents a dynamic, real-time approach to detecting anomalous blockchain transactions. The proposed tool, BlockGPT, generates tracing representations of blockchain activity and trains from scratch a large language model to act as…

Cryptography and Security · Computer Science 2023-05-02 Yu Gai , Liyi Zhou , Kaihua Qin , Dawn Song , Arthur Gervais

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

In modern world the importance of cybersecurity of various systems is increasing from year to year. The number of information security events generated by information security tools grows up with the development of the IT infrastructure. At…

Cryptography and Security · Computer Science 2025-06-17 Evgeniy Eremin

Misinformation is becoming increasingly prevalent on social media and in news articles. It has become so widespread that we require algorithmic assistance utilising machine learning to detect such content. Training these machine learning…

Machine Learning · Computer Science 2022-03-09 Dan Saattrup Nielsen , Ryan McConville

This article demonstrates the possibility of constructing indicators of critical and crisis phenomena in the volatile market of cryptocurrency. For this purpose, the methods of the theory of complex systems such as recurrent analysis of…

Statistical Finance · Quantitative Finance 2018-07-23 Vladimir Soloviev , Andrey Belinskiy

Social media platforms such as Instagram and Twitter have emerged as critical channels for drug marketing and illegal sale. Detecting and labeling online illicit drug trafficking activities becomes important in addressing this issue.…

Computation and Language · Computer Science 2023-07-10 Chuanbo Hu , Bin Liu , Xin Li , Yanfang Ye

Blockchain has empowered computer systems to be more secure using a distributed network. However, the current blockchain design suffers from fairness issues in transaction ordering. Miners are able to reorder transactions to generate…

Cryptography and Security · Computer Science 2025-08-11 Yihang Fu , Zesen Zhuang , Luyao Zhang

Although social bots can be engineered for constructive applications, their potential for misuse in manipulative schemes and malware distribution cannot be overlooked. This dichotomy underscores the critical need to detect social bots on…

Multimedia · Computer Science 2026-03-20 Tingxuan Wu , Zhaorui Ma , Yanjun Cui , Ziyi Zhou , Eric Wang

Analyzing social media trends can create a win-win situation for both creators and consumers. Creators can receive fair compensation, while consumers gain access to engaging, relevant, and personalized content. This paper proposes a new…

Social and Information Networks · Computer Science 2024-06-27 Abhishek Saxena , Anton Kolonin

Can unstructured text data from social media help explain the drivers of large asset price fluctuations? This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of…

General Economics · Economics 2023-08-09 Valentina Semenova , Julian Winkler

We show that infinite divisibility of a trading commodity leads to a self-sustained price bubble when traders use adaptive investment strategies. The adaptive strategy can be viewed as a psychological response of a trader to the situation…

Trading and Market Microstructure · Quantitative Finance 2021-01-01 Misha Perepelitsa , Ilya Timofeyev

This work is the first study on the effects of attacks on cryptocurrencies as expressed in the sentiments and emotions of social media users. Our goals are to design the methodologies for the study including data collection, conduct…

Social and Information Networks · Computer Science 2024-01-31 Zsofia Baruwa , Sanjay Bhattacherjee , Sahil Rey Chandnani , Zhen Zhu

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