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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

In the face of an increasingly broad cyberattack surface, cyberattack-resilient load forecasting for electric utilities is both more necessary and more challenging than ever. In this paper, we propose an adversarial machine learning (AML)…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Zefan Tang , Jieying Jiao , Peng Zhang , Meng Yue , Chen Chen , Jun Yan

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

Various problems of any credit card fraud detection based on machine learning come from the imbalanced aspect of transaction datasets. Indeed, the number of frauds compared to the number of regular transactions is tiny and has been shown to…

Machine Learning · Computer Science 2022-06-28 François de la Bourdonnaye , Fabrice Daniel

Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…

Computational Finance · Quantitative Finance 2024-12-12 Hongshen Yang , Avinash Malik

Stablecoins have turned out to be the "killer" use case of the growing digital asset space. However, risk management frameworks, including regulatory ones, have been largely absent. In this paper, we address the critical question of…

Risk Management · Quantitative Finance 2024-01-25 Marcel Bluhm , Adrian Cachinero Vasiljević , Sébastien Derivaux , Søren Terp Hørlück Jessen

This paper introduces CryptoAnalytics, a software toolkit for cryptocoins price forecasting with machine learning (ML) techniques. Cryptocoins are tradable digital assets exchanged for specific trading prices. While history has shown the…

Computational Engineering, Finance, and Science · Computer Science 2024-09-09 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

Machine Learning · Computer Science 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

Magecart skimming attacks have emerged as a significant threat to client-side security and user trust in online payment systems. This paper addresses the challenge of achieving robust and explainable detection of Magecart attacks through a…

Cryptography and Security · Computer Science 2025-11-07 Pedro Pereira , José Gouveia , João Vitorino , Eva Maia , Isabel Praça

Dynamical systems that evolve continuously over time are ubiquitous throughout science and engineering. Machine learning (ML) provides data-driven approaches to model and predict the dynamics of such systems. A core issue with this approach…

Machine Learning · Computer Science 2023-11-23 Aditi S. Krishnapriyan , Alejandro F. Queiruga , N. Benjamin Erichson , Michael W. Mahoney

With growing credit card transaction volumes, the fraud percentages are also rising, including overhead costs for institutions to combat and compensate victims. The use of machine learning into the financial sector permits more effective…

Machine Learning · Computer Science 2022-08-26 Gayan K. Kulatilleke , Sugandika Samarakoon

Smart contracts are central to a myriad of critical blockchain applications, from financial transactions to supply chain management. However, their adoption is hindered by security vulnerabilities that can result in significant financial…

Cryptography and Security · Computer Science 2025-09-30 Dalila Ressi , Alvise Spanò , Lorenzo Benetollo , Carla Piazza , Michele Bugliesi , Sabina Rossi

We provide a new perspective to understand why reinforcement learning (RL) struggles with robustness and generalization. We show, by examples, that local optimal policies may contain unstable control for some dynamic parameters and…

Robotics · Computer Science 2023-11-03 Bing Song , Jean-Jacques Slotine , Quang-Cuong Pham

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

Most existing failure detection algorithms rely on statistical methods, and very few use machine learning (ML). This paper explores the viability of ML in the field of failure detection: is it possible to implement an ML-based detector that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-04 Xiaonan Li , Olivier Marin

The utilization of Large Language Models (LLMs) in financial trading has primarily been concentrated within the stock market, aiding in economic and financial decisions. Yet, the unique opportunities presented by the cryptocurrency market,…

Trading and Market Microstructure · Quantitative Finance 2024-07-16 Yuan Li , Bingqiao Luo , Qian Wang , Nuo Chen , Xu Liu , Bingsheng He

Machine learning (ML) has been pervasively researched nowadays and it has been applied in many aspects of real life. Nevertheless, issues of model and data still accompany the development of ML. For instance, training of traditional ML…

Machine Learning · Computer Science 2022-06-29 Shengwen Ding , Chenhui Hu

This paper explores anomaly detection through temporal network analysis. Unlike many conventional methods, relying on rule-based algorithms or general machine learning approaches, our methodology leverages the evolving structure and…

Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or…

Mathematical Finance · Quantitative Finance 2018-05-09 Carey Caginalp

Fraudulent activities on digital banking services are becoming more intricate by the day, challenging existing defenses. While older rule driven methods struggle to keep pace, even precision focused algorithms fall short when new scams are…

Cryptography and Security · Computer Science 2026-01-21 Karthikeyan V. R. , Premnath S. , Kavinraaj S. , J. Sangeetha