Related papers: Detecting Crypto Pump-and-Dump Schemes: A Threshol…

Increasingly growing Cryptocurrency markets have become a hive for scammers to run pump and dump schemes which is considered as an anomalous activity in exchange markets. Anomaly detection in time series is challenging since existing…

Building on our prior threshold-based analysis of six months of Poloniex trading data, we have extended both the temporal span and granularity of our study by incorporating minute-level OHLCV records for 1021 tokens around each confirmed…

Cryptocurrency markets often face manipulation through prevalent pump-and-dump (P&D) schemes, where self-organized Telegram groups, some exceeding two million members, artificially inflate target cryptocurrency prices. These groups sell…

Cryptocurrency pump-and-dump schemes coordinated via Telegram threaten market integrity. However, existing research addressing this specific threat has not yet produced solutions that combine reliable results with fast response. This is in…

This study aims to detect pump and dump (P&D) manipulation in cryptocurrency markets, where the scarcity of such events causes severe class imbalance and hinders accurate detection. To address this issue, the Synthetic Minority Oversampling…

While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets. We present a case…

The primary objective of this paper is to conceive and develop a new methodology to detect notable changes in liquidity within an order-driven market. We study a market liquidity model which allows us to dynamically quantify the level of…

Despite the fact that cryptocurrencies themselves have experienced an astonishing rate of adoption over the last decade, cryptocurrency fraud detection is a heavily under-researched problem area. Of all fraudulent activity regarding…

The complexity and ubiquity of modern computing systems is a fertile ground for anomalies, including security and privacy breaches. In this paper, we propose a new methodology that addresses the practical challenges to implement anomaly…

We propose BlockScan, a customized Transformer for anomaly detection in blockchain transactions. Unlike existing methods that rely on rule-based systems or directly apply off-the-shelf large language models (LLMs), BlockScan introduces a…

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…

This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…

With the proliferation of pump-and-dump schemes (P&Ds) in the cryptocurrency market, it becomes imperative to detect such fraudulent activities in advance to alert potentially susceptible investors. In this paper, we focus on predicting the…

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Solid state detectors and cryogenic detectors are widely employed in rare event searches, such as direct Dark Matter detection or Coherent Neutrino Nucleus Scattering experiments. The excellent sensitivity and, consequently, their low…

This article introduces a novel method for detecting anomalies within log data from control system nodes at the European XFEL accelerator. Effective anomaly detection is crucial for providing operators with a clear understanding of each…

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

This paper introduces AnomaLLMy, a novel technique for the automatic detection of anomalous tokens in black-box Large Language Models (LLMs) with API-only access. Utilizing low-confidence single-token predictions as a cost-effective…

We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…

In the last years, cryptocurrencies are increasingly popular. Even people who are not experts have started to invest in these securities and nowadays cryptocurrency exchanges process transactions for over 100 billion US dollars per month.…