Related papers: NFT Wash Trading Detection
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…
Utility mining emerged to overcome the limitations of frequent itemset mining by considering the utility of an item. Utility of an item is based on user's interest or preference. Recently, temporal data mining has become a core technical…
We consider a simplified version of the Wealth Game, which is an agent-based financial market model with many interesting features resembling the real stock market. Market makers are not present in the game so that the majority traders are…
We propose a novel portfolio trading system, which contains a feature preprocessing module and a trading module. The feature preprocessing module consists of various data processing operations, while in the trading part, we integrate the…
Non Fungible Tokens have changed digital ownership and how creators earn money. Between 2021 and 2024, the market value exceeded 40 billion. However, the fast growth of the NFT ecosystem has revealed serious issues in managing intellectual…
Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it generates profits based on relative price movements, independent…
Cybercrime is continuously growing in numbers and becoming more sophisticated. Currently, there are various monetisation and money laundering methods, creating a huge, underground economy worldwide. A clear indicator of these activities is…
Money launderers take advantage of limitations in existing detection approaches by hiding their financial footprints in a deceitful manner. They manage this by replicating transaction patterns that the monitoring systems cannot easily…
The use of cryptocurrencies has led to an increase in illicit activities such as money laundering, with traditional rule-based approaches becoming less effective in detecting and preventing such activities. In this paper, we propose a novel…
Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets. Existing methods generally decompose the task into two separate steps: pair selection and trading.…
With the overall momentum of the blockchain industry, crypto-based crimes are becoming more and more prevalent. After committing a crime, the main goal of cybercriminals is to obfuscate the source of the illicit funds in order to convert…
Recently, financial institutes have been dealing with an increase in financial crimes. In this context, financial services firms started to improve their vigilance and use new technologies and approaches to identify and predict financial…
In recent years, the digitization and automation of anti-financial crime (AFC) investigative processes have faced significant challenges, particularly the need for interpretability of AI model results and the lack of labeled data for…
Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…
Motivated by recent empirical findings on the periodic phenomenon of aggregated market volumes in equity markets, we aim to understand the causes and consequences of periodic trading activities through a game-theoretic perspective,…
Bitcoin cryptocurrency system enables users to transact securely and pseudo-anonymously by using an arbitrary number of aliases (Bitcoin addresses). Cybercriminals exploit these characteristics to commit immutable and presumably untraceable…
We are witnessing the emergence of a new digital art market, the art market 3.0. Blockchain technology has taken on a new sector which is still not well known, Non-Fungible tokens (NFT). In this paper we propose a new methodology to build a…
Money laundering is a critical step in the cyber crime process which is experiencing some changes as hackers and their criminal colleagues continually alter and optimize payment mechanisms. Conducting quantitative research on underground…
Since the inception of permissionless blockchains with Bitcoin in 2008, it became apparent that their most well-suited use case is related to making the financial system and its advantages available to everyone seamlessly without depending…
In the information-based approach to asset pricing the market filtration is modelled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at which the signal is revealed to the market…