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Corporate insiders have control of material non-public preferential information (MNPI). Occasionally, the insiders strategically bypass legal and regulatory safeguards to exploit MNPI in their execution of securities trading. Due to a large…
This study identifies and quantifies a significant informational friction embedded in the SEC Form 144 disclosure regime, characterized as predictive decoupling. Drawing on a theoretical foundation of welfare economics, the article argues…
We present a robust deep incremental learning framework for regression tasks on financial temporal tabular datasets which is built upon the incremental use of commonly available tabular and time series prediction models to adapt to…
Traditional models of market efficiency assume that equity prices incorporate information based on content alone, often neglecting the structural influence of reporting timing and cadence. This study introduces the Autonomous Disclosure…
This paper evaluates XGboost's performance given different dataset sizes and class distributions, from perfectly balanced to highly imbalanced. XGBoost has been selected for evaluation, as it stands out in several benchmarks due to its…
Highly regulated domains such as finance have long favoured the use of machine learning algorithms that are scalable, transparent, robust and yield better performance. One of the most prominent examples of such an algorithm is XGBoost.…
Credit card fraud is a problem continuously faced by financial institutions and their customers, which is mitigated by fraud detection systems. However, these systems require the use of sensitive customer transaction data, which introduces…
XGBoost is one of the most widely used machine learning models in the industry due to its superior learning accuracy and efficiency. Targeting at data isolation issues in the big data problems, it is crucial to deploy a secure and efficient…
The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…
Privacy has raised considerable concerns recently, especially with the advent of information explosion and numerous data mining techniques to explore the information inside large volumes of data. In this context, a new distributed learning…
Credit card fraud detection remains a critical challenge in financial security, with machine learning models like XGBoost(eXtreme gradient boosting) emerging as powerful tools for identifying fraudulent transactions. However, the inherent…
Machine learning systems in fraud detection, credit scoring, and clinical risk assessment operate under delayed ground truth: outcome labels arrive days to months after the decision they evaluate. During this blind period, governance…
Traditional machine learning models often prioritize predictive accuracy, often at the expense of model transparency and interpretability. The lack of transparency makes it difficult for organizations to comply with regulatory requirements…
Machine learning algorithms emerge as a promising approach in energy fields, but its practical is hindered by data barriers, stemming from high collection costs and privacy concerns. This study introduces a novel federated learning (FL)…
Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…
One of the important factors of profitability is the volume of transactions. An accurate prediction of the future transaction volume becomes a pivotal factor in shaping corporate operations and decision-making processes. E-commerce has…
An Intrusion Detection System (IDS) is vital in cybersecurity, detecting unauthorized activity across networks. With attacks on network layers increasing, stronger IDSs are needed. Yet most IDSs rely on centralized detection, forcing IoT…
In matching markets such as kidney exchanges and freight exchanges, delayed matching has been shown to improve overall market efficiency. The benefits of delay are highly sensitive to participants' sojourn times and departure behavior, and…
While financial misconduct in advisory services persists despite regulation, the demand-side of market discipline, specifically the timing of investor detection, remains a critical bottleneck. Using approximately 55,700 FINRA BrokerCheck…
Identifying the factors driving data shifts in tabular datasets is a significant challenge for analysis and decision support systems, especially those focusing on healthcare. Privacy rules restrict data access, and noise from complex…