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Advanced Persistent Threat (APT) have grown increasingly complex and concealed, posing formidable challenges to existing Intrusion Detection Systems in identifying and mitigating these attacks. Recent studies have incorporated graph…

Cryptography and Security · Computer Science 2025-09-18 Wenhan Jiang , Tingting Chai , Hongri Liu , Kai Wang , Hongke Zhang

Financial markets are complex, non-stationary systems where the underlying data distributions can shift over time, a phenomenon known as regime changes, as well as concept drift in the machine learning literature. These shifts, often…

Statistical Finance · Quantitative Finance 2025-09-16 Andrés L. Suárez-Cetrulo , Alejandro Cervantes , David Quintana

Financial fraud detection is essential for preventing significant financial losses and maintaining the reputation of financial institutions. However, conventional methods of detecting financial fraud have limited effectiveness,…

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

We propose a two-step graph learning approach for foreign exchange statistical arbitrages (FXSAs), addressing two key gaps in prior studies: the absence of graph-learning methods for foreign exchange rate prediction (FXRP) that leverage…

Trading and Market Microstructure · Quantitative Finance 2025-08-21 Yoonsik Hong , Diego Klabjan

Extreme pricing anomalies may occur unexpectedly without a trivial cause, and equity traders typically experience a meticulous process to source disparate information and analyze its reliability before integrating it into the trusted…

Statistical Finance · Quantitative Finance 2022-03-17 Pok Wah Chan

Due to the decentralized and public nature of the Blockchain ecosystem, the malicious activities on the Ethereum platform impose immeasurable losses for the users. Existing phishing scam detection methods mostly rely only on the analysis of…

Cryptography and Security · Computer Science 2022-08-30 Jinhuan Wang , Pengtao Chen , Xinyao Xu , Jiajing Wu , Meng Shen , Qi Xuan , Xiaoniu Yang

Large language models (LLMs) have emerged as powerful tools in the field of finance, particularly for risk management across different asset classes. In this work, we introduce a Cross-Asset Risk Management framework that utilizes LLMs to…

Computation and Language · Computer Science 2025-04-08 Jie Yang , Yiqiu Tang , Yongjie Li , Lihua Zhang , Haoran Zhang

We propose an efficient modeling framework for cross-lingual named entity recognition in semi-structured text data. Our approach relies on both knowledge distillation and consistency training. The modeling framework leverages knowledge from…

Computation and Language · Computer Science 2023-07-19 Sunisth Kumar , Davide Liu , Alexandre Boulenger

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

We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard

Crime generates significant losses, both human and economic. Every year, billions of dollars are lost due to attacks, crimes, and scams. Surveillance video camera networks are generating vast amounts of data, and the surveillance staff can…

Computer Vision and Pattern Recognition · Computer Science 2021-02-24 Guillermo A. Martínez-Mascorro , José R. Abreu-Pederzini , José C. Ortiz-Bayliss , Hugo Terashima-Marín

The increasing automation of traffic management systems has made them prime targets for cyberattacks, disrupting urban mobility and public safety. Traditional network-layer defenses are often inaccessible to transportation agencies,…

Modern financial electronic exchanges are an exciting and fast-paced marketplace where billions of dollars change hands every day. They are also rife with manipulation and fraud. Detecting such activity is a major undertaking, which has…

Machine Learning · Computer Science 2023-09-04 Timothy DeLise

Bitcoin is by far the most popular crypto-currency solution enabling peer-to-peer payments. Despite some studies highlighting the network does not provide full anonymity, it is still being heavily used for a wide variety of dubious…

Social and Information Networks · Computer Science 2019-12-30 Yining Hu , Suranga Seneviratne , Kanchana Thilakarathna , Kensuke Fukuda , Aruna Seneviratne

The Spatial-Temporal Graph Attention Network (ST-GAT) framework was created to serve as an explainable GNN-based solution for detecting bank distress early warning signs and for conducting macro-prudential surveillance of the interbank…

Machine Learning · Computer Science 2026-04-17 Mohammad Nasir Uddin

In this paper, we present CrimeGAT, a novel application of Graph Attention Networks (GATs) for predictive policing in criminal networks. Criminal networks pose unique challenges for predictive analytics due to their complex structure,…

Social and Information Networks · Computer Science 2023-12-01 Chen Yang

Fraudulent activity in the financial industry costs billions annually. Detecting fraud, therefore, is an essential yet technically challenging task that requires carefully analyzing large volumes of data. While machine learning (ML)…

Statistical Finance · Quantitative Finance 2025-07-04 Linh Nguyen , Marcel Boersma , Erman Acar

In general, anomaly detection is the problem of distinguishing between normal data samples with well defined patterns or signatures and those that do not conform to the expected profiles. Financial transactions, customer reviews, social…

Machine Learning · Computer Science 2022-06-10 Paul Irofti , Andrei Patrascu , Andra Baltoiu

With the proliferation of various online and mobile payment systems, credit card fraud has emerged as a significant threat to financial security. This study focuses on innovative applications of the latest Transformer models for more robust…

Machine Learning · Computer Science 2024-11-13 Chang Yu , Yongshun Xu , Jin Cao , Ye Zhang , Yinxin Jin , Mengran Zhu