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In recent times, federated machine learning has been very useful in building intelligent intrusion detection systems for IoT devices. As IoT devices are equipped with a security architecture vulnerable to various attacks, these security…

Machine Learning · Computer Science 2021-02-23 Krishna Yadav , B. B Gupta

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Intrusion detection is so much popular since the last two decades where intrusion is attempted to break into or misuse the system. It is mainly of two types based on the intrusions, first is Misuse or signature based detection and the other…

Machine Learning · Computer Science 2013-07-30 Harjinder Kaur , Gurpreet Singh , Jaspreet Minhas

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

Collusion and capacity withholding in electricity wholesale markets are important mechanisms of market manipulation. This study applies a refined machine learning-based cartel detection algorithm to two cartel cases in the Italian…

Econometrics · Economics 2025-12-02 Jeremy Proz , Martin Huber

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

Computational Finance · Quantitative Finance 2022-06-14 Raphael P. B. Piovezan , Pedro Paulo de Andrade Junior

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Macroeconomic indexes are of high importance for banks: many risk-control decisions utilize these indexes. A typical workflow of these indexes evaluation is costly and protracted, with a lag between the actual date and available index being…

Statistical Finance · Quantitative Finance 2021-12-30 Maria Begicheva , Alexey Zaytsev

Money laundering is a profound global problem. Nonetheless, there is little scientific literature on statistical and machine learning methods for anti-money laundering. In this paper, we focus on anti-money laundering in banks and provide…

Machine Learning · Statistics 2023-03-22 Rasmus Jensen , Alexandros Iosifidis

We describe the motivation and design for esINSIDER, an automated tool that detects potential persistent and insider threats in a network. esINSIDER aggregates clues from log data, over extended time periods, and proposes a small number of…

Cryptography and Security · Computer Science 2019-04-09 M. Arthur Munson , Jason Kichen , Dustin Hillard , Ashley Fidler , Peiter Zatko

The recent advancements in computational power and machine learning algorithms have led to vast improvements in manifold areas of research. Especially in finance, the application of machine learning enables both researchers and…

Statistical Finance · Quantitative Finance 2020-05-21 Sven Husmann , Antoniya Shivarova , Rick Steinert

Upsurging abnormal activities in crowded locations such as airports, train stations, bus stops, shopping malls, etc., urges the necessity for an intelligent surveillance system. An intelligent surveillance system can differentiate between…

Computer Vision and Pattern Recognition · Computer Science 2024-09-04 Shahriar Jahan , Roknuzzaman , Md Robiul Islam

The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…

An Intrusion Detection System (IDS) is a software that monitors a single or a network of computers for malicious activities (attacks) that are aimed at stealing or censoring information or corrupting network protocols. Most techniques used…

Cryptography and Security · Computer Science 2015-05-12 Mahdi Zamani , Mahnush Movahedi

This paper surveys the landscape of security and data attacks on machine unlearning, with a focus on financial and e-commerce applications. We discuss key privacy threats such as Membership Inference Attacks and Data Reconstruction Attacks,…

Cryptography and Security · Computer Science 2024-10-02 Carl E. J. Brodzinski

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…

Applications · Statistics 2022-09-13 Santhosh Narayanan , Carsten Maple , Mark Hooper

Machine learning models are prone to memorizing sensitive data, making them vulnerable to membership inference attacks in which an adversary aims to guess if an input sample was used to train the model. In this paper, we show that prior…

Cryptography and Security · Computer Science 2020-12-10 Liwei Song , Prateek Mittal

In recent years, machine learning has become prevalent in numerous tasks, including algorithmic trading. Stock market traders utilize machine learning models to predict the market's behavior and execute an investment strategy accordingly.…

Trading and Market Microstructure · Quantitative Finance 2021-09-03 Elior Nehemya , Yael Mathov , Asaf Shabtai , Yuval Elovici
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