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How to quickly and automatically mine effective information and serve investment decisions has attracted more and more attention from academia and industry. And new challenges have arisen with the global pandemic. This paper proposes a…

Computational Finance · Quantitative Finance 2022-12-20 Jimei Shen , Zhehu Yuan , Yifan Jin

The study proposes a quote-driven predictive automated market maker (AMM) platform with on-chain custody and settlement functions, alongside off-chain predictive reinforcement learning capabilities to improve liquidity provision of…

Trading and Market Microstructure · Quantitative Finance 2023-01-27 Tristan Lim

It is an interesting question Can and How Large Language Models (LLMs) understand non-language network data, and help us detect unknown malicious flows. This paper takes Carpet Bombing as a case study and shows how to exploit LLMs' powerful…

Networking and Internet Architecture · Computer Science 2024-05-14 Qingyang Li , Yihang Zhang , Zhidong Jia , Yannan Hu , Lei Zhang , Jianrong Zhang , Yongming Xu , Yong Cui , Zongming Guo , Xinggong Zhang

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

Online news platforms often use personalized news recommendation methods to help users discover articles that align with their interests. These methods typically predict a matching score between a user and a candidate article to reflect the…

Information Retrieval · Computer Science 2023-04-18 Xinyi Li , Yongfeng Zhang , Edward C. Malthouse

Motivated by the need for robust and fast distributed computation in highly dynamic Peer-to-Peer (P2P) networks, we study algorithms for the fundamental distributed agreement problem. P2P networks are highly dynamic networks that experience…

Data Structures and Algorithms · Computer Science 2015-03-19 John Augustine , Gopal Pandurangan , Peter Robinson , Eli Upfal

Deep neural networks (DNNs) have witnessed as a powerful approach in this year by solving long-standing Artificial intelligence (AI) supervised and unsupervised tasks exists in natural language processing, speech processing, computer vision…

Machine Learning · Computer Science 2018-12-11 Vinayakumar R , Barathi Ganesh HB , Prabaharan Poornachandran , Anand Kumar M , Soman KP

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…

Machine Learning · Computer Science 2025-07-22 Zhuohuan Hu , Richard Yu , Zizhou Zhang , Haoran Zheng , Qianying Liu , Yining Zhou

We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and…

General Economics · Economics 2021-08-26 Lin William Cong , Xi Li , Ke Tang , Yang Yang

Maintaining a balance between returns and volatility is a common strategy for portfolio diversification, whether investing in traditional equities or digital assets like cryptocurrencies. One approach for diversification is the application…

General Economics · Economics 2025-04-01 Dimitar Kitanovski , Igor Mishkovski , Viktor Stojkoski , Miroslav Mirchev

Money laundering is the crucial mechanism utilized by criminals to inject proceeds of crime to the financial system. The primary responsibility of the detection of suspicious activity related to money laundering is with the financial…

Machine Learning · Computer Science 2020-11-18 Utku Görkem Ketenci , Tolga Kurt , Selim Önal , Cenk Erbil , Sinan Aktürkoğlu , Hande Şerban İlhan

Modern DDoS defense systems rely on probabilistic monitoring algorithms to identify flows that exceed a volume threshold and should thus be penalized. Commonly, classic sketch algorithms are considered sufficiently accurate for usage in…

Cryptography and Security · Computer Science 2023-07-10 Simon Scherrer , Jo Vliegen , Arish Sateesan , Hsu-Chun Hsiao , Nele Mentens , Adrian Perrig

Water crisis is a crucial concern around the globe. Appropriate and timely maintenance of water pumps in drought-hit countries is vital for communities relying on the well. In this paper, we analyze and apply a sequential attentive deep…

Machine Learning · Computer Science 2023-04-11 Karan Pathak , L Shalini

Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…

Statistical Finance · Quantitative Finance 2019-07-02 Maria Glenski , Tim Weninger , Svitlana Volkova

Large language models (LLMs) offer unprecedented opportunities for analyzing social phenomena at scale. This paper demonstrates the value of LLMs in psychological measurement by (1) compiling the first large-scale dataset of election rumors…

Artificial Intelligence · Computer Science 2026-01-09 Etienne Casanova , R. Michael Alvarez

The rapidly evolving cryptocurrency market presents unique challenges for investment due to its inherent volatility and evolving regulatory environment. Collective price movements can be exploited to construct diversified portfolios with…

Popular Physics · Physics 2026-05-01 Ruixue Jing , Ryota Kobayashi , Luis Enrique Correa Rocha

This paper presents a dynamic, real-time approach to detecting anomalous blockchain transactions. The proposed tool, BlockGPT, generates tracing representations of blockchain activity and trains from scratch a large language model to act as…

Cryptography and Security · Computer Science 2023-05-02 Yu Gai , Liyi Zhou , Kaihua Qin , Dawn Song , Arthur Gervais

Reasoning distillation has emerged as a prevailing paradigm for transferring reasoning capabilities from large reasoning models to small language models. Yet, reasoning distillation risks data contamination: benchmark data may inadvertently…

Computation and Language · Computer Science 2026-05-11 Hengxiang Zhang , Hyeong Kyu Choi , Sharon Li , Hongxin Wei

In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unpredictable massive crashes. We apply the log-periodic power…

Statistical Finance · Quantitative Finance 2020-04-22 Min Shu , Wei Zhu
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