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Blockchain technology, a foundational distributed ledger system, enables secure and transparent multi-party transactions. Despite its advantages, blockchain networks are susceptible to anomalies and frauds, posing significant risks to their…

Cryptography and Security · Computer Science 2024-02-20 Joerg Osterrieder , Stephen Chan , Jeffrey Chu , Yuanyuan Zhang , Branka Hadji Misheva , Codruta Mare

In shaping the Internet of Money, the application of blockchain and distributed ledger technologies (DLTs) to the financial sector triggered regulatory concerns. Notably, while the user anonymity enabled in this field may safeguard privacy…

Cryptography and Security · Computer Science 2023-03-21 Nadia Pocher , Mirko Zichichi , Fabio Merizzi , Muhammad Zohaib Shafiq , Stefano Ferretti

Much of the world's data is streaming, time-series data, where anomalies give significant information in critical situations; examples abound in domains such as finance, IT, security, medical, and energy. Yet detecting anomalies in…

Artificial Intelligence · Computer Science 2016-11-17 Alexander Lavin , Subutai Ahmad

Anomaly detection for time-series data has been an important research field for a long time. Seminal work on anomaly detection methods has been focussing on statistical approaches. In recent years an increasing number of machine learning…

Machine Learning · Computer Science 2020-04-02 Mohammad Braei , Sebastian Wagner

The anomaly detection problem for univariate or multivariate time series is a critical question in many practical applications as industrial processes control, biological measures, engine monitoring, supervision of all kinds of behavior. In…

Statistics Theory · Mathematics 2020-10-16 Marie Cottrell , Cynthia Faure , Jérôme Lacaille , Madalina Olteanu

Anomaly detection is a challenging task, particularly in systems with many variables. Anomalies are outliers that statistically differ from the analyzed data and can arise from rare events, malfunctions, or system misuse. This study…

Artificial Intelligence · Computer Science 2023-08-10 Kleyton da Costa

Online retailers execute a very large number of price updates when compared to brick-and-mortar stores. Even a few mis-priced items can have a significant business impact and result in a loss of customer trust. Early detection of anomalies…

Machine Learning · Computer Science 2019-06-04 Jagdish Ramakrishnan , Elham Shaabani , Chao Li , Mátyás A. Sustik

Cryptocurrency transaction fraud detection faces the dual challenges of increasingly complex transaction patterns and severe class imbalance. Traditional methods rely on manual feature engineering and struggle to capture temporal and…

Machine Learning · Computer Science 2025-06-27 Zhi Zheng , Bochuan Zhou , Yuping Song

Every year, criminals launder billions of dollars acquired from serious felonies (e.g., terrorism, drug smuggling, or human trafficking) harming countless people and economies. Cryptocurrencies, in particular, have developed as a haven for…

Machine Learning · Computer Science 2021-10-06 Joana Lorenz , Maria Inês Silva , David Aparício , João Tiago Ascensão , Pedro Bizarro

Distributed ledger technologies have opened up a wealth of fine-grained transaction data from cryptocurrencies like Bitcoin and Ethereum. This allows research into problems like anomaly detection, anti-money laundering, pattern mining and…

Social and Information Networks · Computer Science 2024-10-07 Naomi A. Arnold , Peijie Zhong , Cheick Tidiane Ba , Ben Steer , Raul Mondragon , Felix Cuadrado , Renaud Lambiotte , Richard G. Clegg

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Electron dynamics, financial markets and nuclear fission reactors, though seemingly unrelated, all produce observable characteristics evolving with time. Within this broad scope, departures from normal temporal behavior range from…

Anomaly detection of time series plays an important role in reliability systems engineering. However, in practical application, there is no precisely defined boundary between normal and anomalous behaviors in different application…

Machine Learning · Computer Science 2020-10-16 Ziling Wu , Ping Liu , Zheng Hu , Bocheng Li , Jun Wang

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

The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc (offline) anomaly detection methodology to the sequential…

Methodology · Statistics 2020-09-16 Alexander T. M. Fisch , Lawrence Bardwell , Idris A. Eckley

A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

Detecting anomalies has become increasingly critical to the financial service industry. Anomalous events are often indicative of illegal activities such as fraud, identity theft, network intrusion, account takeover, and money laundering.…

Machine Learning · Computer Science 2021-01-06 Hongda Shen , Eren Kursun

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

The Ethereum blockchain network is a decentralized platform enabling smart contract execution and transactions of Ether (ETH) [1], its designated cryptocurrency. Ethereum is the second most popular cryptocurrency with a market cap of more…

Social and Information Networks · Computer Science 2018-10-04 Morit Zwang , Shahar Somin , Alex 'Sandy' Pentland , Yaniv Altshuler

Current research in time-series anomaly detection is using definitions that miss critical aspects of how anomaly detection is commonly used in practice. We list several areas that are of practical relevance and that we believe are either…

Machine Learning · Computer Science 2025-02-11 Andreas Mueller