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To improve transaction rates, many cryptocurrencies have implemented so-called ''Layer-2'' transaction protocols, where payments are routed across networks of private payment channels. However, for a given transaction, not every network…

Data Structures and Algorithms · Computer Science 2020-06-30 Ashish Goel , Geoffrey Ramseyer

Applications of blockchain technologies got a lot of attention in recent years. They exceed beyond exchanging value and being a substitute for fiat money and traditional banking system. Nevertheless, being able to exchange value on a…

Cryptography and Security · Computer Science 2019-08-22 Michal Ostapowicz , Kamil Żbikowski

We propose a privacy-preserving smart wallet with a novel invitation-based private onboarding mechanism. The solution integrates two levels of compliance in concert with an authority party: a proof of innocence mechanism and an ancestral…

Cryptography and Security · Computer Science 2025-09-19 Andrea Rizzini , Marco Esposito , Francesco Bruschi , Donatella Sciuto

The number of blockchain users has tremendously grown in recent years. As an unintended consequence, e-crime transactions on blockchains has been on the rise. Consequently, public blockchains have become a hotbed of research for developing…

Cryptography and Security · Computer Science 2020-10-29 Cuneyt G. Akcora , Sudhanva Purusotham , Yulia R. Gel , Mitchell Krawiec-Thayer , Murat Kantarcioglu

With online payment platforms being ubiquitous and important, fraud transaction detection has become the key for such platforms, to ensure user account safety and platform security. In this work, we present a novel method for detecting…

Machine Learning · Computer Science 2020-03-30 Longfei Li , Ziqi Liu , Chaochao Chen , Ya-Lin Zhang , Jun Zhou , Xiaolong Li

The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…

Computation and Language · Computer Science 2022-06-14 Ramit Sawhney , Shivam Agarwal , Vivek Mittal , Paolo Rosso , Vikram Nanda , Sudheer Chava

Since the inception of permissionless blockchains with Bitcoin in 2008, it became apparent that their most well-suited use case is related to making the financial system and its advantages available to everyone seamlessly without depending…

General Finance · Quantitative Finance 2023-06-16 Georgios Palaiokrassas , Sandro Scherrers , Iason Ofeidis , Leandros Tassiulas

The hypothesis here states that neural network algorithms such as Multi-layer Perceptron (MLP) have higher accuracy in differentiating malicious and semi-structured phishing URLs. Compared to classical machine learning algorithms such as…

Cryptography and Security · Computer Science 2022-03-03 Pow Chang

In this research, a comparative study of four Quantum Machine Learning (QML) models was conducted for fraud detection in finance. We proved that the Quantum Support Vector Classifier model achieved the highest performance, with F1 scores of…

Quantum Physics · Physics 2023-11-28 Nouhaila Innan , Muhammad Al-Zafar Khan , Mohamed Bennai

Financial fraud detection in transaction networks involves modeling sparse anomalies, dynamic patterns, and severe class imbalance in the presence of temporal drift in the data. In real-world transaction systems, a suspicious transaction is…

Machine Learning · Computer Science 2026-03-17 Yiming Lei , Qiannan Shen , Junhao Song

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

Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…

Information Theory · Computer Science 2012-10-30 Renu Jose , K. V. S. Hari

In the field of financial fraud detection, understanding the underlying patterns and dynamics is important to ensure effective and reliable systems. This research introduces a new technique, "TimeTrail," which employs advanced temporal…

Machine Learning · Computer Science 2023-08-29 Sushrut Ghimire

This paper investigates real-time detection of spoofing activity in limit order books, focusing on cryptocurrency centralized exchanges. We first introduce novel order flow variables based on multi-scale Hawkes processes that account both…

Trading and Market Microstructure · Quantitative Finance 2025-04-23 Timothée Fabre , Damien Challet

A family of low-complexity detection schemes based on channel matrix puncturing targeted for large multiple-input multiple-output (MIMO) systems is proposed. It is well-known that the computational cost of MIMO detection based on QR…

Information Theory · Computer Science 2017-12-07 H. Sarieddeen , M. M. Mansour , A. Chehab

This paper is motivated by the task of detecting anomalies in networks of financial transactions, with accounts as nodes and a directed weighted edge between two nodes denoting a money transfer. The weight of the edge is the transaction…

Applications · Statistics 2019-05-28 Andrew Elliott , Mihai Cucuringu , Milton Martinez Luaces , Paul Reidy , Gesine Reinert

The increasing sophistication of encryption-based ransomware has demanded innovative approaches to detection and mitigation, prompting the development of a hierarchical framework grounded in probabilistic cryptographic analysis. By focusing…

Cryptography and Security · Computer Science 2025-08-11 Kevin Pekepok , Persephone Kirkwood , Esme Christopolous , Florence Braithwaite , Oliver Nightingale

Cryptocurrencies are rapidly expanding and becoming vital in digital financial markets. However, the rise in cryptocurrency-related illicit activities has led to significant losses for users. To protect the security of these platforms, it…

Machine Learning · Computer Science 2024-07-19 Zhihao Ding , Jieming Shi , Qing Li , Jiannong Cao

While the automated detection of cryptographic API misuses has progressed significantly, its precision diminishes for intricate targets due to the reliance on manually defined patterns. Large Language Models (LLMs) offer a promising…

Cryptography and Security · Computer Science 2026-03-19 Yifan Xia , Zichen Xie , Peiyu Liu , Kangjie Lu , Yan Liu , Wenhai Wang , Shouling Ji

As cyber attacks continue to increase in frequency and sophistication, detecting malware has become a critical task for maintaining the security of computer systems. Traditional signature-based methods of malware detection have limitations…

Cryptography and Security · Computer Science 2024-03-05 Khatoon Mohammed