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We consider a revenue maximization model, in which a company aims at designing a menu of contracts, given a population of customers. A standard approach consists in constructing an incentive-compatible continuum of contracts, i.e., a menu…

Optimization and Control · Mathematics 2023-03-31 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert

This paper studies detecting anomalous edges in directed graphs that model social networks. We exploit edge exchangeability as a criterion for distinguishing anomalous edges from normal edges. Then we present an anomaly detector based on…

Social and Information Networks · Computer Science 2023-08-22 Rui Luo , Buddhika Nettasinghe , Vikram Krishnamurthy

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

Web services are software systems designed for supporting interoperable dynamic cross-enterprise interactions. The result of attacks to Web services can be catastrophic and causing the disclosure of enterprises' confidential data. As new…

Cryptography and Security · Computer Science 2016-05-23 Reyhaneh Ghassem Esfahani , Mohammad Abadollahi Azgomi , Reza Fathi

In a context of a continuous digitalisation of processes, organisations must deal with the challenge of detecting anomalies that can reveal suspicious activities upon an increasing volume of data. To pursue this goal, audit engagements are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 A. Herreros-Martínez , R. Magdalena-Benedicto , J. Vila-Francés , A. J. Serrano-López , S. Pérez-Díaz

Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behaviour. This is an important research problem, due to its broad set of application domains, from data analysis to e-health,…

Machine Learning · Computer Science 2021-08-23 L. Erhan , M. Ndubuaku , M. Di Mauro , W. Song , M. Chen , G. Fortino , O. Bagdasar , A. Liotta

Price feeds of securities is a critical component for many financial services, allowing for collateral liquidation, margin trading, derivative pricing and more. With the advent of blockchain technology, value in reporting accurate prices…

Computational Finance · Quantitative Finance 2023-05-23 Orhan Koc

We design a simple ascending-price algorithm to compute a $(1+\varepsilon)$-approximate equilibrium in Arrow-Debreu exchange markets with weak gross substitute (WGS) property, which runs in time polynomial in market parameters and $\log…

Computer Science and Game Theory · Computer Science 2016-05-31 Xiaohui Bei , Jugal Garg , Martin Hoefer

In this paper, we introduce a suite of models for price-aware automated market making platforms willing to optimize their quotes. These models incorporate advanced price dynamics, including stochastic volatility, jumps, and microstructural…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant , Julien Guilbert

Price prediction algorithms propose prices for every product or service according to market trends, projected demand, and other characteristics, including government rules, international transactions, and speculation and expectation. As the…

Machine Learning · Statistics 2024-04-01 Amir Eshaghi Chaleshtori

Incorporation of high-rate internet of things (IoT) service into a massive MIMO framework is investigated. It is revealed that massive MIMO possess the inherent potential to offer such service provided it knows the channels for all devices.…

Signal Processing · Electrical Eng. & Systems 2021-11-30 Hediyeh Soltanizadeh , Shahrokh Farahmand , S. Mohammad Razavizadeh

Large-scale monitoring, anomaly detection, and root cause analysis of metrics are essential requirements of the internet-services industry. To address the need to continuously monitor millions of metrics, many anomaly detection approaches…

Machine Learning · Computer Science 2022-03-18 Nikhil Galagali

Current networks are increasingly growing in size and complexity and so is the amount of monitoring data that they produce. As a result, network monitoring systems have to scale accordingly. As a possible approach, horizontal scalability…

Networking and Internet Architecture · Computer Science 2019-02-07 Carlos Vega , Javier Aracil , Eduardo Magaña

Three-dimensional point cloud anomaly detection that aims to detect anomaly data points from a training set serves as the foundation for a variety of applications, including industrial inspection and autonomous driving. However, existing…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Baozhu Zhao , Qiwei Xiong , Xiaohan Zhang , Jingfeng Guo , Qi Liu , Xiaofen Xing , Xiangmin Xu

Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…

Machine Learning · Computer Science 2023-02-01 Marek Wadinger , Michal Kvasnica

Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to…

Machine Learning · Statistics 2016-04-20 Brian Baingana , Georgios B. Giannakis

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted…

Machine Learning · Computer Science 2019-11-19 Peilin Zhao , Yifan Zhang , Min Wu , Steven C. H. Hoi , Mingkui Tan , Junzhou Huang

In this work, we propose a new, fast and scalable method for anomaly detection in large time-evolving graphs. It may be a static graph with dynamic node attributes (e.g. time-series), or a graph evolving in time, such as a temporal network.…

Social and Information Networks · Computer Science 2019-01-29 Volodymyr Miz , Benjamin Ricaud , Kirell Benzi , Pierre Vandergheynst

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly…

Artificial Intelligence · Computer Science 2016-08-29 Andrew Emmott , Shubhomoy Das , Thomas Dietterich , Alan Fern , Weng-Keen Wong

Online sensing plays an important role in advancing modern manufacturing. The real-time sensor signals, which can be stored as high-resolution time series data, contain rich information about the operation status. One of its popular usages…

Machine Learning · Computer Science 2025-10-14 Frida Cantu , Salomon Ibarra , Arturo Gonzales , Jesus Barreda , Chenang Liu , Li Zhang