Related papers: Extracting Money Laundering Transactions from Quas…

Recent deployments of large language models (LLMs) as autonomous trading agents raise questions about whether financial decision-making competence generalizes beyond specific market patterns and how it should be trained and evaluated in…

We introduce obfuscation testing, a novel methodology for validating whether large language models detect structural market patterns through causal reasoning rather than temporal association. Testing three dealer hedging constraint patterns…

Credit card fraud poses a significant threat to the economy. While Graph Neural Network (GNN)-based fraud detection methods perform well, they often overlook the causal effect of a node's local structure on predictions. This paper…

Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theory (RMT) for analyzing the global banking network. By…

This paper introduces a Large Language Model (LLM)-based multi-agent framework designed to enhance anomaly detection within financial market data, tackling the longstanding challenge of manually verifying system-generated anomaly alerts.…

Graph-based patterns are extensively employed and favored by practitioners within industrial companies due to their capacity to represent the behavioral attributes and topological relationships among users, thereby offering enhanced…

To detect the irregular trade behaviors in the stock market is the important problem in machine learning field. These irregular trade behaviors are obviously illegal. To detect these irregular trade behaviors in the stock market, data…

Huge datasets in cyber security, such as network traffic logs, can be analyzed using machine learning and data mining methods. However, the amount of collected data is increasing, which makes analysis more difficult. Many machine learning…

Traditional machine learning models often prioritize predictive accuracy, often at the expense of model transparency and interpretability. The lack of transparency makes it difficult for organizations to comply with regulatory requirements…

As the largest blockchain platform that supports smart contracts, Ethereum has developed with an incredible speed. Yet due to the anonymity of blockchain, the popularity of Ethereum has fostered the emergence of various illegal activities…

Large digital platforms create environments where different types of user interactions are captured, these relationships offer a novel source of information for fraud detection problems. In this paper we propose a framework of relational…

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…

Financial event entity extraction is a crucial task for analyzing market dynamics and building financial knowledge graphs, yet it presents significant challenges due to the specialized language and complex structures in financial texts.…

This work extends a previous work in regime detection, which allowed trading positions to be profitably adjusted when a new regime was detected, to ex ante prediction of regimes, leading to substantial performance improvements over the…

Gaining the trust and confidence of customers is the essence of the growth and success of financial institutions and organizations. Of late, the financial industry is significantly impacted by numerous instances of fraudulent activities.…

This study proposes a credit card fraud detection method based on Heterogeneous Graph Neural Network (HGNN) to address fraud in complex transaction networks. Unlike traditional machine learning methods that rely solely on numerical features…

Financial fraud refers to the act of obtaining financial benefits through dishonest means. Such behavior not only disrupts the order of the financial market but also harms economic and social development and breeds other illegal and…

With the increasing number of financial services available online, the rate of financial fraud has also been increasing. The traffic and transaction rates on the internet have increased considerably, leading to a need for fast…

Text-based financial networks are increasingly used to study cross-stock return predictability. A common approach constructs links from similarities in firms' disclosure embeddings, but such networks often contain spurious edges because…

Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex…