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This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

Machine Learning · Computer Science 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

We analyze the time series of four major cryptocurrencies (Bitcoin, Ethereum, Litecoin, and Ripple) before the digital market crash at the end of 2017 - beginning 2018. We introduce a methodology that combines topological data analysis with…

Mathematical Finance · Quantitative Finance 2018-09-05 Marian Gidea , Daniel Goldsmith , Yuri Katz , Pablo Roldan , Yonah Shmalo

Cryptocurrency price dynamics are driven largely by microstructural supply demand imbalances in the limit order book (LOB), yet the highly noisy nature of LOB data complicates the signal extraction process. Prior research has demonstrated…

Machine Learning · Computer Science 2025-06-11 Haochuan Wang

We present HCLA, a human-centered multi-agent system for anomaly detection in digital-asset transactions. The system integrates three cognitively aligned roles: Rule Abstraction, Evidence Scoring, and Expert-Style Justification. These roles…

Artificial Intelligence · Computer Science 2026-03-10 Gyuyeon Na , Minjung Park , Hyeonjeong Cha , Sangmi Chai

Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However,…

Machine Learning · Computer Science 2025-04-17 Jinsung Jeon , Jaehyeon Park , Sewon Park , Jeongwhan Choi , Minjung Kim , Noseong Park

Anomaly detection tools and methods present a key capability in modern cyberphysical and failure prediction systems. Despite the fast-paced development in deep learning architectures for anomaly detection, model optimization for a given…

Machine Learning · Computer Science 2023-05-29 Marcin Pietron , Dominik Zurek , Kamil Faber , Roberto Corizzo

Advanced Persistent Threats (APTs) pose a major cybersecurity challenge due to their stealth and ability to mimic normal system behavior, making detection particularly difficult in highly imbalanced datasets. Traditional anomaly detection…

Cryptography and Security · Computer Science 2025-02-14 Sidahmed Benabderrahmane , Petko Valtchev , James Cheney , Talal Rahwan

Industrial Internet of Things (IIoT) is becoming an attack target of advanced persistent threat (APT). Currently, IIoT logs have not been effectively used for anomaly detection. In this paper, we use blockchain to prevent logs from being…

Cryptography and Security · Computer Science 2019-07-08 Xueshuo Xie , Zhi Wang , Xuhang Xiao , Lei Yang , Shenwei Huang , Tao Li

For different factors/reasons, ranging from inherent characteristics and features providing decentralization, enhanced privacy, ease of transactions, etc., to implied external hardships in enforcing regulations, contradictions in data…

Cryptography and Security · Computer Science 2025-01-03 Dinesh Srivasthav P , Manoj Apte

This paper presents an automated machine learning framework designed to assist hydrologists in detecting anomalies in time series data generated by sensors in a research watershed in the northeastern United States critical zone. The…

Machine Learning · Computer Science 2023-12-07 Ijaz Ul Haq , Byung Suk Lee , Donna M. Rizzo , Julia N Perdrial

This paper presents a new method for anomaly detection in automated systems with time and compute sensitive requirements, such as autonomous driving, with unparalleled efficiency. As systems like autonomous driving become increasingly…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Andrew Gao , Jun Liu

The increasing complexity of cryptographic extortion techniques has necessitated the development of adaptive detection frameworks capable of identifying adversarial encryption behaviors without reliance on predefined signatures.…

Cryptography and Security · Computer Science 2025-03-26 Vasili Iskorohodov , Maximilian Ravensdale , Matthias von Holstein , Hugo Petrovic , Adrian Yardley

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

Blockchain transaction networks are complex, with evolving temporal patterns and inter-node relationships. To detect illicit activities, we propose a hybrid GCN-GRU model that captures both structural and sequential features. Using real…

Machine Learning · Computer Science 2025-09-10 Gyuyeon Na , Minjung Park , Hyeonjeong Cha , Soyoun Kim , Sunyoung Moon , Sua Lee , Jaeyoung Choi , Hyemin Lee , Sangmi Chai

The advances in deep neural networks (DNN) have significantly enhanced real-time detection of anomalous data in IoT applications. However, the complexity-accuracy-delay dilemma persists: complex DNN models offer higher accuracy, but typical…

Machine Learning · Computer Science 2021-08-21 Mao V. Ngo , Tie Luo , Tony Q. S. Quek

With the development of Web 3.0 which emphasizes decentralization, blockchain technology ushers in its revolution and also brings numerous challenges, particularly in the field of cryptocurrency. Recently, a large number of criminal…

Machine Learning · Computer Science 2024-04-02 Chengxiang Jin , Jiajun Zhou , Jie Jin , Jiajing Wu , Qi Xuan

The problem of anomaly detection has been studied for a long time, and many Network Analysis techniques have been proposed as solutions. Although some results appear to be quite promising, no method is clearly to be superior to the rest. In…

Social and Information Networks · Computer Science 2017-02-28 Thai Pham , Steven Lee

In this article, we introduce a novel deep learning hybrid model that integrates attention Transformer and Gated Recurrent Unit (GRU) architectures to improve the accuracy of cryptocurrency price predictions. By combining the Transformer's…

Machine Learning · Computer Science 2025-05-01 Esam Mahdi , C. Martin-Barreiro , X. Cabezas