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Accurately forecasting daily exchange rate returns represents a longstanding challenge in international finance, as the exchange rate returns are driven by a multitude of correlated market factors and exhibit high-frequency fluctuations.…

Computational Finance · Quantitative Finance 2026-01-21 Dinggao Liu , Robert Ślepaczuk , Zhenpeng Tang

We propose an interpretable machine learning framework to help identify trade data discrepancies that are challenging to detect with traditional methods. Our system analyzes trade data to find a novel inverse price-volume signature, a…

General Economics · Economics 2025-11-13 Muhammad Sukri Bin Ramli

Internet traffic in the real world is susceptible to various external and internal factors which may abruptly change the normal traffic flow. Those unexpected changes are considered outliers in traffic. However, deep sequence models have…

Machine Learning · Computer Science 2022-05-05 Sajal Saha , Anwar Haque , Greg Sidebottom

Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behaviour. This is an important research problem, due to its broad set of application domains, from data analysis to e-health,…

Machine Learning · Computer Science 2021-08-23 L. Erhan , M. Ndubuaku , M. Di Mauro , W. Song , M. Chen , G. Fortino , O. Bagdasar , A. Liotta

This work presents advancements in model-agnostic searches for new physics at the Large Hadron Collider (LHC) through the application of event-based anomaly detection techniques utilizing unsupervised machine learning. We discuss the…

High Energy Physics - Phenomenology · Physics 2025-12-01 Wasikul Islam , Sergei Chekanov , Nicholas Luongo

The detection of anomalies in real time is paramount to maintain performance and efficiency across a wide range of applications including web services and smart manufacturing. This paper presents a novel algorithm to detect anomalies in…

Signal Processing · Electrical Eng. & Systems 2020-07-22 Caitríona M. Ryan , Andrew Parnell , Catherine Mahoney

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

Previous research primarily characterized price movements according to time intervals, resulting in temporal discontinuity and overlooking crucial activities in financial markets. Directional Change (DC) is an alternative approach to…

Computational Engineering, Finance, and Science · Computer Science 2023-09-28 Bing Wu , Xiangzu Han

Automating the analysis of surveillance video footage is of great interest when urban environments or industrial sites are monitored by a large number of cameras. As anomalies are often context-specific, it is hard to predefine events of…

Computer Vision and Pattern Recognition · Computer Science 2020-11-13 Bo Li , Sam Leroux , Pieter Simoens

The increasing popularity of server usage has brought a plenty of anomaly log events, which have threatened a vast collection of machines. Recognizing and categorizing the anomalous events thereby is a much salient work for our systems,…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-03 Jiechao Cheng , Rui Ren , Lei Wang , Jianfeng Zhan

Anomaly detection is fundamental yet, challenging problem with practical applications in industry. The current approaches neglect the higher-order dependencies within the networks of interconnected sensors in the high-dimensional time…

Machine Learning · Computer Science 2024-08-22 Sakhinana Sagar Srinivas , Rajat Kumar Sarkar , Venkataramana Runkana

Software defined network (SDN) provides technical support for network construction in smart cities, However, the openness of SDN is also prone to more network attacks. Traditional abnormal traffic detection methods have complex algorithms…

Networking and Internet Architecture · Computer Science 2023-11-21 Kun Wang , Yu Fua , Xueyuan Duan , Taotao Liu , Jianqiao Xu

Foreign Exchange (FOREX) is a decentralised global market for exchanging currencies. The Forex market is enormous, and it operates 24 hours a day. Along with country-specific factors, Forex trading is influenced by cross-country ties and a…

Machine Learning · Computer Science 2022-05-24 Sucharita Atha , Bharath Kumar Bolla

Detecting anomalies has been a fundamental approach in detecting potentially fraudulent activities. Tasked with detection of illegal timber trade that threatens ecosystems and economies and association with other illegal activities, we…

Machine Learning · Computer Science 2021-04-05 Debanjan Datta , Sathappan Muthiah , Naren Ramakrishnan

The widespread integration of new technologies in low-voltage distribution networks on the consumer side creates the need for distribution system operators to perform advanced real-time calculations to estimate network conditions. In recent…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Petar Labura , Tomislav Antic , Tomislav Capuder

We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low-rank matrix. Two sequential change-point detection…

Statistics Theory · Mathematics 2017-06-16 Liyan Xie , Yao Xie

In financial trading, return prediction is one of the foundation for a successful trading system. By the fast development of the deep learning in various areas such as graphical processing, natural language, it has also demonstrate…

Machine Learning · Computer Science 2025-03-24 Zijian Zhao , Xuming Zhang , Jiayu Wen , Mingwen Liu , Xiaoteng Ma

To effectively address the issues of low sensitivity and high time consumption in time series anomaly detection, we propose an anomaly detection method based on cross-modal deep metric learning. A cross-modal deep metric learning feature…

Machine Learning · Computer Science 2025-09-17 Wei Li , Zheze Yang

We developed a deep learning algorithm for human activity recognition using sensor signals as input. In this study, we built a pretrained language model based on the Transformer architecture, which is widely used in natural language…

Machine Learning · Computer Science 2025-05-29 Haruki Kai , Tsuyoshi Okita

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Machine Learning · Statistics 2024-07-11 Pavlo Mozharovskyi , Romain Valla
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