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The U.S. financial system processes approximately 1.3 million interbank transactions daily, yet no system in the reviewed literature models fraud propagation across the interbank network using fraud co-occurrence edge features. Prior…

Cryptography and Security · Computer Science 2026-05-20 Mohammad Nasir Uddin

The sophistication and diversity of contemporary cyberattacks have rendered the use of proxies, gateways, firewalls, and encrypted tunnels as a standalone defensive strategy inadequate. Consequently, the proactive identification of data…

Machine Learning · Computer Science 2024-09-24 Liyang Wang , Yu Cheng , Hao Gong , Jiacheng Hu , Xirui Tang , Iris Li

Money laundering poses severe risks to global financial systems, driving the widespread adoption of machine learning for transaction monitoring. However, progress remains stifled by the lack of realistic benchmarks. Existing…

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…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Deciding that two network flows are essentially the same is an important problem in intrusion detection and in tracing anonymous connections. A stepping stone or an anonymity network may try to prevent flow correlation by adding chaff…

Cryptography and Security · Computer Science 2013-10-18 Juan A. Elices , Fernando Perez-Gonzalez

Although the automation and digitisation of anti-financial crime investigation has made significant progress in recent years, detecting insider trading remains a unique challenge, partly due to the limited availability of labelled data. To…

Social and Information Networks · Computer Science 2025-12-23 Gian Jaeger , Wang Ngai Yeung , Renaud Lambiotte

Money laundering is a financial crime that obscures the origin of illicit funds, necessitating the development and enforcement of anti-money laundering (AML) policies by governments and organizations. The proliferation of mobile payment…

Machine Learning · Computer Science 2025-03-14 Jiani Fan , Lwin Khin Shar , Ruichen Zhang , Ziyao Liu , Wenzhuo Yang , Dusit Niyato , Bomin Mao , Kwok-Yan Lam

Insider trading is one of the numerous white collar crimes that can contribute to the instability of the economy. Traditionally, the detection of illegal insider trades has been a human-driven process. In this paper, we collect the insider…

Social and Information Networks · Computer Science 2017-02-21 Adarsh Kulkarni , Priya Mani , Carlotta Domeniconi

A computational workflow, also known as workflow, consists of tasks that must be executed in a specific order to attain a specific goal. Often, in fields such as biology, chemistry, physics, and data science, among others, these workflows…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-14 George Papadimitriou , Hongwei Jin , Cong Wang , Rajiv Mayani , Krishnan Raghavan , Anirban Mandal , Prasanna Balaprakash , Ewa Deelman

Since the inception of Bitcoin in 2009, the market of cryptocurrencies has grown beyond initial expectations as daily trades exceed $10 billion. As industries become automated, the need for an automated fraud detector becomes very apparent.…

Machine Learning · Computer Science 2022-07-26 Eran Kaufman , Andrey Iaremenko

Financial forensics has an important role in the field of finance to detect and investigate the occurrence of finance related crimes like money laundering. However, as with other forms of criminal activities, the forensics analysis of such…

Cryptography and Security · Computer Science 2023-03-10 Jonathan Pan

A novel network-based approach is introduced to analyze banking systems, focusing on two main themes: identifying influential nodes within global banking networks using Bank for International Settlements data and developing an algorithm to…

Social and Information Networks · Computer Science 2025-03-12 Anthony Bonato , Juan Chavez Palan , Adam Szava

Edge streams are commonly used to capture interactions in dynamic networks, such as email, social, or computer networks. The problem of detecting anomalies or rare events in edge streams has a wide range of applications. However, it…

Social and Information Networks · Computer Science 2021-02-08 Yen-Yu Chang , Pan Li , Rok Sosic , M. H. Afifi , Marco Schweighauser , Jure Leskovec

On electronic game platforms, different payment transactions have different levels of risk. Risk is generally higher for digital goods in e-commerce. However, it differs based on product and its popularity, the offer type (packaged game,…

Machine Learning · Computer Science 2017-09-21 Bokai Cao , Mia Mao , Siim Viidu , Philip S. Yu

Fraudulent transactions and how to detect them remain a significant problem for financial institutions around the world. The need for advanced fraud detection systems to safeguard assets and maintain customer trust is paramount for…

Machine Learning · Computer Science 2023-12-22 Tomisin Awosika , Raj Mani Shukla , Bernardi Pranggono

XML transactions are used in many information systems to store data and interact with other systems. Abnormal transactions, the result of either an on-going cyber attack or the actions of a benign user, can potentially harm the interacting…

Cryptography and Security · Computer Science 2013-06-06 Eitan Menahem , Alon Schclar , Lior Rokach , Yuval Elovici

Rapid growth of modern technologies such as internet and mobile computing are bringing dramatically increased e-commerce payments, as well as the explosion in transaction fraud. Meanwhile, fraudsters are continually refining their tricks,…

Cryptography and Security · Computer Science 2018-03-20 Xurui Li , Wei Yu , Tianyu Luwang , Jianbin Zheng , Xuetao Qiu , Jintao Zhao , Lei Xia , Yujiao Li

This study addresses the problem of dynamic anomaly detection in accounting transactions and proposes a real-time detection method based on a Transformer to tackle the challenges of hidden abnormal behaviors and high timeliness requirements…

Machine Learning · Computer Science 2025-11-18 Yi Wang , Ruoyi Fang , Anzhuo Xie , Hanrui Feng , Jianlin Lai

Detecting point anomalies in bank account balances is essential for financial institutions, as it enables the identification of potential fraud, operational issues, or other irregularities. Robust statistics is useful for flagging outliers…

Machine Learning · Computer Science 2025-12-02 Federico Maddanu , Tommaso Proietti , Riccardo Crupi

Given a stream of entries over time in a multi-dimensional data setting where concept drift is present, how can we detect anomalous activities? Most of the existing unsupervised anomaly detection approaches seek to detect anomalous events…

Machine Learning · Computer Science 2022-03-07 Siddharth Bhatia , Arjit Jain , Shivin Srivastava , Kenji Kawaguchi , Bryan Hooi