Related papers: Machine Learning-Based Detection of Pump-and-Dump …
We construct the maximally predictable portfolio (MPP) of stocks using machine learning. Solving for the optimal constrained weights in the multi-asset MPP gives portfolios with a high monthly coefficient of determination, given the sample…
Payment channel networks (PCNs) are a promising technology to improve the scalability of cryptocurrencies. PCNs, however, face the challenge that the frequent usage of certain routes may deplete channels in one direction, and hence prevent…
Social networks allow rapid spread of ideas and innovations while the negative information can also propagate widely. When the cascades with different opinions reaching the same user, the cascade arriving first is the most likely to be…
Program analysis tools often produce large volumes of candidate vulnerability reports that require costly manual review, creating a practical challenge: how can security analysts prioritize the reports most likely to be true…
Money laundering is a major global problem, enabling criminal organisations to hide their ill-gotten gains and to finance further operations. Prevention of money laundering is seen as a high priority by many governments, however detection…
Gas is the transaction-fee metering system of the Ethereum network. Users of the network are required to select a gas price for submission with their transaction, creating a risk of overpaying or delayed/unprocessed transactions in this…
Terrorism has become a worldwide plague with severe consequences for the development of nations. Besides killing innocent people daily and preventing educational activities from taking place, terrorism is also hindering economic growth.…
Blockchain technology supports the generation and record of transactions, and maintains the fairness and openness of the cryptocurrency system. However, many fraudsters utilize smart contracts to create fraudulent Ponzi schemes for…
Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…
The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…
The Ponzi scheme, an old-fashioned fraud, is now popular on the Ethereum blockchain, causing considerable financial losses to many crypto investors. A few Ponzi detection methods have been proposed in the literature, most of which detect a…
Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…
Cryptocurrency off-chain networks such as Lightning (e.g., Bitcoin) or Raiden (e.g., Ethereum) aim to increase the scalability of traditional on-chain transactions. To support nodes in learning about possible paths to route their…
Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…
The automated detection of conspiracy theories online typically relies on supervised learning. However, creating respective training data requires expertise, time and mental resilience, given the often harmful content. Moreover, available…
Cryptocurrencies' values often respond aggressively to major policy changes, but none of the existing indices informs on the market risks associated with regulatory changes. In this paper, we quantify the risks originating from new…
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…
In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…
LLM-based financial agents increasingly rely on both numerical market data and textual signals for sequential trading and stock prediction. However, financial misinformation often appears as subtle textual perturbations rather than explicit…
Developing algorithms to differentiate between machine-generated texts and human-written texts has garnered substantial attention in recent years. Existing methods in this direction typically concern an offline setting where a dataset…