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This study delves into the analysis of financial markets through the lens of Wyckoff Phases, a framework devised by Richard D. Wyckoff in the early 20th century. Focusing on the accumulation pattern within the Wyckoff framework, the…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Jai Pal

Financial institutions face escalating challenges in identifying high-risk customer behaviors within massive transaction networks, where fraudulent activities exploit market fragmentation and institutional boundaries. We address three…

Computational Engineering, Finance, and Science · Computer Science 2026-01-01 Lecheng Zheng , Jian Ni , Chris Zobel , John R Birge

With an upsurge in financial accounting fraud in the current economic scenario experienced, financial accounting fraud detection (FAFD) has become an emerging topic of great importance for academic, research and industries. The failure of…

Computers and Society · Computer Science 2013-09-17 Anuj Sharma , Prabin Kumar Panigrahi

Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this…

General Finance · Quantitative Finance 2024-06-26 Sahab Zandi , Kamesh Korangi , María Óskarsdóttir , Christophe Mues , Cristián Bravo

In recent years, the success of large language models (LLMs) has driven the exploration of scaling laws in recommender systems. However, models that demonstrate scaling laws are actually challenging to deploy in industrial settings for…

Information Retrieval · Computer Science 2026-01-27 Weijiang Lai , Beihong Jin , Di Zhang , Siru Chen , Jiongyan Zhang , Yuhang Gou , Jian Dong , Xingxing Wang

Crowd sensing is a new paradigm that leverages pervasive sensor-equipped mobile devices to provide sensing services like forensic analysis, documenting public spaces, and collaboratively constructing statistical models. Extensive user…

Social and Information Networks · Computer Science 2015-05-26 Jiajun Sun

As a measure of the long-term contribution produced by customers in a service or product relationship, life-time value, or LTV, can more comprehensively find the optimal strategy for service delivery. However, it is challenging to…

Artificial Intelligence · Computer Science 2022-01-19 Zizhao Zhang , Yifei Zhao , Guangda Huzhang

Applications of Reinforcement Learning in the Finance Technology (Fintech) have acquired a lot of admiration lately. Undoubtedly Reinforcement Learning, through its vast competence and proficiency, has aided remarkable results in the field…

Computational Finance · Quantitative Finance 2023-05-15 Nadeem Malibari , Iyad Katib , Rashid Mehmood

One of the key challenges of collaborative machine learning, without data sharing, is multimodal data heterogeneity in real-world settings. While Federated Learning (FL) enables model training across multiple clients, existing frameworks,…

Machine Learning · Computer Science 2025-10-16 Alejandro Guerra-Manzanares , Omar El-Herraoui , Michail Maniatakos , Farah E. Shamout

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

Click-through rate (CTR) prediction aims to predict the probability that the user will click an item, which has been one of the key tasks in online recommender and advertising systems. In such systems, rich user behavior (viz. long- and…

Information Retrieval · Computer Science 2023-06-21 Huinan Sun , Guangliang Yu , Pengye Zhang , Bo Zhang , Xingxing Wang , Dong Wang

Recommender systems play a crucial role in our daily lives. Feed streaming mechanism has been widely used in the recommender system, especially on the mobile Apps. The feed streaming setting provides users the interactive manner of…

Information Retrieval · Computer Science 2019-07-12 Lixin Zou , Long Xia , Zhuoye Ding , Jiaxing Song , Weidong Liu , Dawei Yin

The interactions of users and items in recommender system could be naturally modeled as a user-item bipartite graph. In recent years, we have witnessed an emerging research effort in exploring user-item graph for collaborative filtering…

Machine Learning · Computer Science 2019-11-26 Xiao Wang , Ruijia Wang , Chuan Shi , Guojie Song , Qingyong Li

Modern social platforms are characterized by the presence of rich user-behavior data associated with the publication, sharing and consumption of textual content. Users interact with content and with each other in a complex and dynamic…

Social and Information Networks · Computer Science 2019-02-08 Adit Krishnan , Ashish Sharma , Hari Sundaram

Modeling the evolution of user preference is essential in recommender systems. Recently, dynamic graph-based methods have been studied and achieved SOTA for recommendation, majority of which focus on user's stable long-term preference.…

Information Retrieval · Computer Science 2022-08-02 Huixuan Chi , Hao Xu , Hao Fu , Mengya Liu , Mengdi Zhang , Yuji Yang , Qinfen Hao , Wei Wu

The existence of asymmetric information has always been a major concern for financial institutions. Financial intermediaries such as commercial banks need to study the quality of potential borrowers in order to make their decision on…

Statistical Finance · Quantitative Finance 2017-07-05 Jinglun Yao , Maxime Levy-Chapira , Mamikon Margaryan

This paper systematically reviews advancements in deep learning (DL) techniques for financial fraud detection, a critical issue in the financial sector. Using the Kitchenham systematic literature review approach, 57 studies published…

Machine Learning · Computer Science 2025-07-31 Yisong Chen , Chuqing Zhao , Yixin Xu , Chuanhao Nie , Yixin Zhang

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchange or cryptocurrencies, aiming to maximize the profit while…

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada
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