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Video anomaly detection is a fundamental task in video surveillance, with broad applications in public safety and intelligent monitoring systems. Although previous methods leverage Euclidean representations in RGB or depth domains, such…

Computer Vision and Pattern Recognition · Computer Science 2025-08-04 Jiaping Cao , Kangkang Zhou , Juan Du

Ever-evolving transaction patterns have significantly hindered anomaly detection on emerging cryptocurrency blockchains due to the vast number of addresses and diverse anomalous behaviors. Recently, advanced Graph Anomaly Detection (GAD)…

Cryptography and Security · Computer Science 2026-05-29 Runang He , Tongya Zheng , Huiling Peng , Yuanyu Wan , Bingde Hu , Jiawei Chen , Canghong Jin , Mingli Song , Can Wang

In the dynamic landscape of the Web, we are witnessing the emergence of the Web3 paradigm, which dictates that platforms should rely on blockchain technology and cryptocurrencies to sustain themselves and their profitability.…

Social and Information Networks · Computer Science 2025-03-20 Cheick Tidiane Ba , Richard G. Clegg , Ben A. Steer , Matteo Zignani

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

Cryptography and Security · Computer Science 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Time series anomaly detection is a critical machine learning task for numerous applications, such as finance, healthcare, and industrial systems. However, even high-performing models may exhibit potential issues such as biases, leading to…

Human-Computer Interaction · Computer Science 2025-06-24 Ziquan Deng , Xiwei Xuan , Kwan-Liu Ma , Zhaodan Kong

Causal networks offer an intuitive framework to understand influence structures within time series systems. However, the presence of cycles can obscure dynamic relationships and hinder hierarchical analysis. These networks are typically…

Statistical Finance · Quantitative Finance 2025-05-20 Cameron Cornell , Lewis Mitchell , Matthew Roughan

We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value…

Econometrics · Economics 2018-03-16 Spencer Wheatley , Didier Sornette , Tobias Huber , Max Reppen , Robert N. Gantner

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

A significant challenge in energy system cyber security is the current inability to detect cyber-physical attacks targeting and originating from distributed grid-edge devices such as photovoltaics (PV) panels, smart flexible loads, and…

Systems and Control · Computer Science 2017-09-27 Devu Manikantan Shilay , Kin Gwn Lorey , Tianshu Weiz , Teems Lovetty , Yu Cheng

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

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

Despite the rapid advancement of navigation algorithms, mobile robots often produce anomalous behaviors that can lead to navigation failures. The ability to detect such anomalous behaviors is a key component in modern robots to achieve…

In this paper we develop a linear expectile hidden Markov model for the analysis of cryptocurrency time series in a risk management framework. The methodology proposed allows to focus on extreme returns and describe their temporal evolution…

Applications · Statistics 2024-01-19 Beatrice Foroni , Luca Merlo , Lea Petrella

The goals of this paper are twofold: (1) to present a new method that is able to find linear laws governing the time evolution of Markov chains and (2) to apply this method for anomaly detection in Bitcoin prices. To accomplish these goals,…

Statistical Finance · Quantitative Finance 2022-01-25 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

With the evolution of blockchain technology, the issue of transaction security, particularly on platforms like Ethereum, has become increasingly critical. Front-running attacks, a unique form of security threat, pose significant challenges…

Cryptography and Security · Computer Science 2023-11-27 Yuheng Zhang , Pin Liu , Guojun Wang , Peiqiang Li , Wanyi Gu , Houji Chen , Xuelei Liu , Jinyao Zhu

Large time-varying graphs are increasingly common in financial, social and biological settings. Feature extraction that efficiently encodes the complex structure of sparse, multi-layered, dynamic graphs presents computational and…

Machine Learning · Computer Science 2023-05-12 Umar Islambekov , Hasani Pathirana , Omid Khormali , Cuneyt Akcora , Ekaterina Smirnova

The unsupervised detection of anomalies in time series data has important applications in user behavioral modeling, fraud detection, and cybersecurity. Anomaly detection has, in fact, been extensively studied in categorical sequences.…

Social and Information Networks · Computer Science 2021-02-24 Timothy LaRock , Vahan Nanumyan , Ingo Scholtes , Giona Casiraghi , Tina Eliassi-Rad , Frank Schweitzer

Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…

Machine Learning · Computer Science 2026-04-28 Lidia Losavio , Luca Persia , Madan Sathe , Dimosthenis Pasadakis

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

Machine Learning · Computer Science 2026-02-16 Raiz Ud Din , Saddam Hussain Khan