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Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of…

Social and Information Networks · Computer Science 2019-08-08 Mark Weber , Giacomo Domeniconi , Jie Chen , Daniel Karl I. Weidele , Claudio Bellei , Tom Robinson , Charles E. Leiserson

Insider threat is one of the most pressing threats in the field of information security as it leads to huge financial losses by the companies. Most of the proposed methods for detecting this threat require expensive and invasive equipment,…

Cryptography and Security · Computer Science 2020-05-07 Azamat Sultanov , Konstantin Kogos

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active…

Machine Learning · Computer Science 2017-09-13 Sattar Vakili , Qing Zhao , Chang Liu , Chen-Nee Chuah

This work explores the biases in learning processes based on deep neural network architectures. We analyze how bias affects deep learning processes through a toy example using the MNIST database and a case study in gender detection from…

Computer Vision and Pattern Recognition · Computer Science 2020-07-23 Ignacio Serna , Alejandro Peña , Aythami Morales , Julian Fierrez

Money laundering is a global problem that concerns legitimizing proceeds from serious felonies (1.7-4 trillion euros annually) such as drug dealing, human trafficking, or corruption. The anti-money laundering systems deployed by financial…

Machine Learning · Computer Science 2022-06-20 Ahmad Naser Eddin , Jacopo Bono , David Aparício , David Polido , João Tiago Ascensão , Pedro Bizarro , Pedro Ribeiro

We consider the problem of identifying the topology of a weighted, undirected network $\mathcal G$ from observing snapshots of multiple independent consensus dynamics. Specifically, we observe the opinion profiles of a group of agents for a…

Social and Information Networks · Computer Science 2019-02-12 Santiago Segarra , Michael T. Schaub , Ali Jadbabaie

This research investigated how online criminal activities can be better understood and connected using data-driven machine learning methods. Many illegal activities, such as human trafficking and illicit trade, have moved to online…

Computation and Language · Computer Science 2026-05-07 Vageesh Kumar Saxena

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

General Finance · Quantitative Finance 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Intrusion detection into computer networks has become one of the most important issues in cybersecurity. Attackers keep on researching and coding to discover new vulnerabilities to penetrate information security system. In consequence…

Cryptography and Security · Computer Science 2020-12-17 Sergio Hidalgo-Espinoza , Kevin Chamorro-Cupueran , Oscar Chang-Tortolero

Online financial markets can be represented as complex systems where trading dynamics can be captured and characterized at different resolutions and time scales. In this work, we develop a methodology based on non-negative tensor…

Trading and Market Microstructure · Quantitative Finance 2018-07-26 Teruyoshi Kobayashi , Anna Sapienza , Emilio Ferrara

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Blockchain provides the unique and accountable channel for financial forensics by mining its open and immutable transaction data. A recent surge has been witnessed by training machine learning models with cryptocurrency transaction data for…

Cryptography and Security · Computer Science 2023-06-13 Youssef Elmougy , Ling Liu

Graph data, such as chemical networks and social networks, may be deemed confidential/private because the data owner often spends lots of resources collecting the data or the data contains sensitive information, e.g., social relationships.…

Cryptography and Security · Computer Science 2020-10-07 Xinlei He , Jinyuan Jia , Michael Backes , Neil Zhenqiang Gong , Yang Zhang

The recent success and proliferation of machine learning and deep learning have provided powerful tools, which are also utilized for encrypted traffic analysis, classification, and threat detection in computer networks. These methods,…

Machine Learning · Computer Science 2022-12-01 Jan Luxemburk , Tomáš Čejka

Money laundering has become one of the most relevant criminal activities in modern societies, as it causes massive financial losses for governments, banks and other institutions. Detecting such activities is among the top priorities when it…

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

The employees of any organization, institute, or industry, spend a significant amount of time on a computer network, where they develop their own routine of activities in the form of network transactions over a time period. Insider threat…

Cryptography and Security · Computer Science 2020-08-14 Sudipta Paul , Subhankar Mishra

Complex data in social and natural sciences find effective representation through networks, wherein quantitative and categorical information can be associated with nodes and connecting edges. The internal structure of networks can be…

Social and Information Networks · Computer Science 2024-08-07 Fabio Morea , Domenico De Stefano

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on historical stock price. Due to the unpredictable,…

Statistical Finance · Quantitative Finance 2023-03-17 Keer Yang , Guanqun Zhang , Chuan Bi , Qiang Guan , Hailu Xu , Shuai Xu

Application of deep learning to enhance the accuracy of intrusion detection in modern computer networks were studied in this paper. The identification of attacks in computer networks is divided in to two categories of intrusion detection…

Cryptography and Security · Computer Science 2020-12-16 Jafar Majidpour , Hiwa Hasanzadeh