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For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…

统计金融 · 定量金融 2011-08-22 Laurent Schoeffel

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…

密码学与安全 · 计算机科学 2023-06-13 Youssef Elmougy , Ling Liu

Anomaly detection is the process of identifying unexpected events or ab-normalities in data, and it has been applied in many different areas such as system monitoring, fraud detection, healthcare, intrusion detection, etc. Providing…

机器学习 · 计算机科学 2023-01-11 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

The detection of outliers within cryptocurrency limit order books (LOBs) is of paramount importance for comprehending market dynamics, particularly in highly volatile and nascent regulatory environments. This study conducts a comprehensive…

交易与市场微观结构 · 定量金融 2025-07-22 Ivan Letteri

The progress in modelling time series and, more generally, sequences of structured data has recently revamped research in anomaly detection. The task stands for identifying abnormal behaviors in financial series, IT systems, aerospace…

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

机器学习 · 计算机科学 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

With the rapid increase in the integration of renewable energy generation and the wide adoption of various electric appliances, power grids are now faced with more and more challenges. One prominent challenge is to implement efficient…

机器学习 · 计算机科学 2021-07-23 Jiuqi Elise Zhang , Di Wu , Benoit Boulet

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

系统与控制 · 电气工程与系统科学 2022-05-23 Fredy Vides , Esteban Segura , Carlos Vargas-Agüero

Blockchain and decentralized finance have revolutionized the financial ecosystem while simultaneously exposing it to cryptocurrency phishing attacks. Existing phishing detection methods primarily rely on graph learning, but they face…

密码学与安全 · 计算机科学 2026-05-05 Cong Wu , Jing Chen , Siqi Lin , Hongda Li , Ziming Zhao

In the last years, cryptocurrencies are increasingly popular. Even people who are not experts have started to invest in these securities and nowadays cryptocurrency exchanges process transactions for over 100 billion US dollars per month.…

计算机与社会 · 计算机科学 2024-09-04 Massimo La Morgia , Alessandro Mei , Francesco Sassi , Julinda Stefa

The increasing connectivity of data and cyber-physical systems has resulted in a growing number of cyber-attacks. Real-time detection of such attacks, through the identification of anomalous activity, is required so that mitigation and…

机器学习 · 统计学 2021-04-23 Raisa Dzhamtyrova , Carsten Maple

Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…

机器学习 · 计算机科学 2020-09-10 Yuanxiang Ying , Juanyong Duan , Chunlei Wang , Yujing Wang , Congrui Huang , Bixiong Xu

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

统计方法学 · 统计学 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

Anomaly detection is generally acknowledged as an important problem that has already drawn attention to various domains and research areas, such as, network security. For such "classic" application domains a wide range of surveys and…

密码学与安全 · 计算机科学 2017-05-19 Kristof Böhmer , Stefanie Rinderle-Ma

Detecting anomalies in time series data is important in a variety of fields, including system monitoring, healthcare, and cybersecurity. While the abundance of available methods makes it difficult to choose the most appropriate method for a…

机器学习 · 计算机科学 2023-02-03 Ferdinand Rewicki , Joachim Denzler , Julia Niebling

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

机器学习 · 统计学 2024-07-11 Pavlo Mozharovskyi , Romain Valla

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

机器学习 · 计算机科学 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

In recent years, the emergence and development of third-party platforms have greatly facilitated the growth of the Online to Offline (O2O) business. However, the large amount of transaction data raises new challenges for retailers,…

机器学习 · 计算机科学 2022-05-24 Xu Chen , Qiu Qiu , Changshan Li , Kunqing Xie

Benford's law describes the distribution of the first digit of numbers appearing in a wide variety of numerical data, including tax records, and election outcomes, and has been used to raise "red flags" about potential anomalies in the data…

社会与信息网络 · 计算机科学 2022-05-27 Tianyi Chen , Charalampos E. Tsourakakis

Generating random bit streams is required in various applications, most notably cyber-security. Ensuring high-quality and robust randomness is crucial to mitigate risks associated with predictability and system compromise. True random…

密码学与安全 · 计算机科学 2026-01-27 Cesare Gerolimetto Fabrello , Valeria Rossi , Kamil Witek , Alberto Trombetta , Massimo Caccia