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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

Blockchain technology, a foundational distributed ledger system, enables secure and transparent multi-party transactions. Despite its advantages, blockchain networks are susceptible to anomalies and frauds, posing significant risks to their…

Cryptography and Security · Computer Science 2024-02-20 Joerg Osterrieder , Stephen Chan , Jeffrey Chu , Yuanyuan Zhang , Branka Hadji Misheva , Codruta Mare

We develop a liquidity-sensitive multivariate volatility framework to improve the estimation of time-varying covariance structures under market frictions. We introduce two novel portfolio-level liquidity measures, liquidity jump and…

Statistical Finance · Quantitative Finance 2025-04-21 Qi Deng

Money laundering enables organized crime by moving illicit funds into the legitimate economy. Although trillions of dollars are laundered each year, detection rates remain low because launderers evade oversight, confirmed cases are rare,…

Social and Information Networks · Computer Science 2025-09-26 Johan Östman , Edvin Callisen , Anton Chen , Kristiina Ausmees , Emanuel Gårdh , Jovan Zamac , Jolanta Goldsteine , Hugo Wefer , Simon Whelan , Markus Reimegård

We develop an analysis of the cryptocurrency market borrowing methods and concepts from ecology. This approach makes it possible to identify specific diversity patterns and their variation, in close analogy with ecological systems, and to…

Statistical Finance · Quantitative Finance 2022-07-22 Edgardo Brigatti , Estevan Augusto Amazonas Mendes

Detecting harmful memes is crucial for safeguarding the integrity and harmony of online environments, yet existing detection methods are often resource-intensive, inflexible, and lacking explainability, limiting their applicability in…

Computation and Language · Computer Science 2026-01-29 Fengjun Pan , Xiaobao Wu , Tho Quan , Anh Tuan Luu

Blockchain technology and, in particular, blockchain-based cryptocurrencies offer us information that has never been seen before in the financial world. In contrast to fiat currencies, all transactions of crypto-currencies and crypto-tokens…

Social and Information Networks · Computer Science 2019-12-24 Yitao Li , Umar Islambekov , Cuneyt Akcora , Ekaterina Smirnova , Yulia R. Gel , Murat Kantarcioglu

As a blockchain-based application, Non-Fungible Token (NFT) has received worldwide attention over the past few years. Digital artwork is the main form of NFT that can be stored on different blockchains. Although the NFT market is rapidly…

Human-Computer Interaction · Computer Science 2022-06-28 Yufan Zhang , Zichao Chen , Luyao Zhang , Xin Tong

Logit-based LLM watermarking traces and verifies AI-generated content by maintaining green and red token lists and increasing the likelihood of green tokens during generation. However, it fails in low-entropy scenarios, where predictable…

Computation and Language · Computer Science 2025-05-21 Tianle Gu , Zongqi Wang , Kexin Huang , Yuanqi Yao , Xiangliang Zhang , Yujiu Yang , Xiuying Chen

The convergence of mobile edge computing (MEC) and blockchain is transforming the current computing services in wireless Internet-of-Things networks, by enabling task offloading with security enhancement based on blockchain mining. Yet the…

Distributed ledger technologies have opened up a wealth of fine-grained transaction data from cryptocurrencies like Bitcoin and Ethereum. This allows research into problems like anomaly detection, anti-money laundering, pattern mining and…

Social and Information Networks · Computer Science 2024-10-07 Naomi A. Arnold , Peijie Zhong , Cheick Tidiane Ba , Ben Steer , Raul Mondragon , Felix Cuadrado , Renaud Lambiotte , Richard G. Clegg

Joint embedding (JE) is a way to encode multi-modal data into a vector space where text remains as the grounding key and other modalities like image are to be anchored with such keys. Meme is typically an image with embedded text onto it.…

Machine Learning · Computer Science 2021-12-06 Nethra Gunti , Sathyanarayanan Ramamoorthy , Parth Patwa , Amitava Das

The Metaverse, an immersive virtual world, has emerged as a shared space where people engage in various activities ranging from social interactions to commerce. Cryptocurrencies [3] and Non-Fungible Tokens (NFTs) [6] play pivotal roles…

Human-Computer Interaction · Computer Science 2024-05-10 Syed Ali Asif , Emma Cao , Hang Chen , Chien-Chung Shen , Yan-Ming Chiou

Recent technological advancements have resulted in a surge in online trading, raising severe concerns about theft and fraud, especially on platforms like Bitcoin OTC (over-the-counter), where users' identities remain anonymous. To mitigate…

Social and Information Networks · Computer Science 2021-08-20 Harsh Patel , Shivam Sahni , Pushkar Mujumdar

We develop a new framework to detect wash trading in crypto assets through real-time liquidity fluctuation. We propose that short-term price jumps in crypto assets results from wash trading-induced liquidity fluctuation, and construct two…

Risk Management · Quantitative Finance 2025-04-01 Qi Deng , Zhong-Guo Zhou

Cryptocurrencies are widely used, yet current methods for analyzing transactions often rely on opaque, black-box models. While these models may achieve high performance, their outputs are usually difficult to interpret and adapt, making it…

Cryptography and Security · Computer Science 2025-09-05 Yuchen Lei , Yuexin Xiang , Qin Wang , Rafael Dowsley , Tsz Hon Yuen , Kim-Kwang Raymond Choo , Jiangshan Yu

Interest surrounding cryptocurrencies, digital or virtual currencies that are used as a medium for financial transactions, has grown tremendously in recent years. The anonymity surrounding these currencies makes investors particularly…

Social and Information Networks · Computer Science 2019-12-19 Mehrnoosh Mirtaheri , Sami Abu-El-Haija , Fred Morstatter , Greg Ver Steeg , Aram Galstyan

The rise of cryptocurrencies like Bitcoin, which enable transactions with a degree of pseudonymity, has led to a surge in various illicit activities, including ransomware payments and transactions on darknet markets. These illegal…

Cryptography and Security · Computer Science 2023-06-16 Poupak Azad , Baris Coskunuzer , Murat Kantarcioglu , Cuneyt Gurcan Akcora

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard

Permisionless decentralized ledgers ("blockchains") such as the one underlying the cryptocurrency Bitcoin allow anonymous participants to maintain the ledger, while avoiding control or "censorship" by any single entity. In contrast,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-27 Maurice Herlihy , Mark Moir