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Synthetic financial data provides a practical solution to the privacy, accessibility, and reproducibility challenges that often constrain empirical research in quantitative finance. This paper investigates the use of deep generative models,…

Statistical Finance · Quantitative Finance 2025-12-30 Christophe D. Hounwanou , Yae Ulrich Gaba

This paper presents a real-time transaction monitoring framework that integrates graph-based modeling, narrative field embedding, and generative explanation to support automated financial compliance. The system constructs dynamic…

Artificial Intelligence · Computer Science 2025-06-03 Kunal Khanvilkar , Kranthi Kommuru

Abnormal crowd behaviour detection attracts a large interest due to its importance in video surveillance scenarios. However, the ambiguity and the lack of sufficient abnormal ground truth data makes end-to-end training of large deep…

Computer Vision and Pattern Recognition · Computer Science 2018-11-28 Mahdyar Ravanbakhsh , Enver Sangineto , Moin Nabi , Nicu Sebe

In many anomaly detection tasks, where anomalous data rarely appear and are difficult to collect, training using only normal data is important. Although it is possible to manually create anomalous data using prior knowledge, they may be…

Machine Learning · Computer Science 2022-05-10 Hironori Murase , Kenji Fukumizu

Spoofing detection in financial trading is crucial, especially for identifying complex behaviors such as conspiracy spoofing. Traditional machine-learning approaches primarily focus on isolated node features, often overlooking the broader…

Machine Learning · Computer Science 2025-10-08 Sheng Xiang , Yidong Jiang , Yunting Chen , Dawei Cheng , Guoping Zhao , Changjun Jiang

Anomaly detection plays in many fields of research, along with the strongly related task of outlier detection, a very important role. Especially within the context of the automated analysis of video material recorded by surveillance…

Computer Vision and Pattern Recognition · Computer Science 2019-08-09 Thomas Golda , Nils Murzyn , Chengchao Qu , Kristian Kroschel

Anomaly detection is critical for the secure and reliable operation of industrial control systems. As our reliance on such complex cyber-physical systems grows, it becomes paramount to have automated methods for detecting anomalies,…

Machine Learning · Computer Science 2024-05-10 Mayra Macas , Chunming Wu , Walter Fuertes

Generative adversarial networks (GANs) are a machine learning framework comprising a generative model for sampling from a target distribution and a discriminative model for evaluating the proximity of a sample to the target distribution.…

Quantum Physics · Physics 2021-07-22 Daniel Herr , Benjamin Obert , Matthias Rosenkranz

Money launderers exploit the weaknesses in detection systems by purposefully placing their ill-gotten money into multiple accounts, at different banks. That money is then layered and moved around among mule accounts to obscure the origin…

Machine Learning · Computer Science 2025-01-03 Haseeb Tariq , Marwan Hassani

Generative Adversarial Networks (GANs) became very popular for generation of realistically looking images. In this paper, we propose to use GANs to synthesize artificial financial data for research and benchmarking purposes. We test this…

Machine Learning · Computer Science 2020-02-07 Dmitry Efimov , Di Xu , Luyang Kong , Alexey Nefedov , Archana Anandakrishnan

Deep Neural Networks (DNNs) have been shown vulnerable to Test-Time Evasion attacks (TTEs, or adversarial examples), which, by making small changes to the input, alter the DNN's decision. We propose an unsupervised attack detector on DNN…

Machine Learning · Computer Science 2022-05-13 Hang Wang , David J. Miller , George Kesidis

This study provides an in-depth analysis of the model architecture and key technologies of generative artificial intelligence, combined with specific application cases, and uses conditional generative adversarial networks ( cGAN ) and time…

Computational Engineering, Finance, and Science · Computer Science 2024-04-05 Chang Che , Zengyi Huang , Chen Li , Haotian Zheng , Xinyu Tian

To properly contrast the Deepfake phenomenon the need to design new Deepfake detection algorithms arises; the misuse of this formidable A.I. technology brings serious consequences in the private life of every involved person.…

Computer Vision and Pattern Recognition · Computer Science 2021-08-12 Oliver Giudice , Luca Guarnera , Sebastiano Battiato

Anomaly detection is often considered a challenging field of machine learning due to the difficulty of obtaining anomalous samples for training and the need to obtain a sufficient amount of training data. In recent years, autoencoders have…

Machine Learning · Computer Science 2018-10-15 Yotam Intrator , Gilad Katz , Asaf Shabtai

In this paper, we investigate algorithms for anomaly detection. Previous anomaly detection methods focus on modeling the distribution of non-anomalous data provided during training. However, this does not necessarily ensure the correct…

Machine Learning · Computer Science 2020-05-29 Ziyi Yang , Iman Soltani Bozchalooi , Eric Darve

Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion. To obtain an edge in a highly competitive environment, the analyst needs to proper fine-tune its strategy, or…

Machine Learning · Computer Science 2019-04-02 Adriano Koshiyama , Nick Firoozye , Philip Treleaven

Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…

Computational Engineering, Finance, and Science · Computer Science 2026-05-22 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

Deep generative models (e.g. GANs and VAEs) have been developed quite extensively in recent years. Lately, there has been an increased interest in the inversion of such a model, i.e. given a (possibly corrupted) signal, we wish to recover…

Machine Learning · Computer Science 2020-06-30 Aviad Aberdam , Dror Simon , Michael Elad

Developing efficient time series anomaly detection techniques is important to maintain service quality and provide early alarms. Generative neural network methods are one class of the unsupervised approaches that are achieving increasing…

Machine Learning · Computer Science 2022-10-07 Yueyan Gu , Farrokh Jazizadeh

Synthetic data generation has emerged as a promising approach to address the challenges of using sensitive financial data in machine learning applications. By leveraging generative models, such as Generative Adversarial Networks (GANs) and…

Machine Learning · Computer Science 2025-10-31 James Meldrum , Basem Suleiman , Fethi Rabhi , Muhammad Johan Alibasa