相关论文: Can AI Detect Wash Trading? Evidence from NFTs

Recent years have witnessed the availability of richer and richer datasets in a variety of domains, where signals often have a multi-modal nature, blending temporal, relational and semantic information. Within this context, several works…

We quantify Non Fungible Token (NFT) rarity and investigate how it impacts market behaviour by analysing a dataset of 3.7M transactions collected between January 2018 and June 2022, involving 1.4M NFTs distributed across 410 collections.…

Although the automation and digitisation of anti-financial crime investigation has made significant progress in recent years, detecting insider trading remains a unique challenge, partly due to the limited availability of labelled data. To…

We develop a new framework to detect wash trading in crypto assets through real-time liquidity fluctuation. We propose that short-term price jumps in crypto assets results from wash trading-induced liquidity fluctuation, and construct two…

The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…

Non-Fungible Tokens (NFTs) represent deeds of ownership, based on blockchain technologies and smart contracts, of unique crypto assets on digital art forms (e.g., artworks or collectibles). In the spotlight after skyrocketing in 2021, NFTs…

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

The rapid growth in popularity and hype surrounding digital assets such as art, video, and music in the form of non-fungible tokens (NFTs) has made them a lucrative investment opportunity, with NFT-based sales surpassing $25B in 2021 alone.…

We develop a rigorous walk-forward validation framework for algorithmic trading designed to mitigate overfitting and lookahead bias. Our methodology combines interpretable hypothesis-driven signal generation with reinforcement learning and…

There's a long tradition of research using computational intelligence (methods from artificial intelligence (AI) and machine learning (ML)), to automatically discover, implement, and fine-tune strategies for autonomous adaptive automated…

We explore online inductive transfer learning, with a feature representation transfer from a radial basis function network formed of Gaussian mixture model hidden processing units to a direct, recurrent reinforcement learning agent. This…

Non-Fungible Token (NFT) markets are one of the fastest growing digital markets today, with the sales during the third quarter of 2021 exceeding $10 billions! Nevertheless, these emerging markets - similar to traditional emerging…

AI methods have been proven to yield impressive performance on Android malware detection. However, most AI-based methods make predictions of suspicious samples in a black-box manner without transparency on models' inference. The expectation…

Wash trading, the practice of simultaneously placing buy and sell orders for the same asset to inflate trading volume, has been prevalent in cryptocurrency markets. This paper investigates whether wash traders in Bitcoin act deliberately to…

Non-fungible tokens (NFT) have recently emerged as a novel blockchain hosted financial asset class that has attracted major transaction volumes. Investment decisions rely on data and adequate preprocessing and application of analytics to…

Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with…

As the non-fungible token (NFT) market flourishes, price prediction emerges as a pivotal direction for investors gaining valuable insight to maximize returns. However, existing works suffer from a lack of practical definitions and…

Non-Fungible Tokens (NFTs) are digital assets recorded on the blockchain, providing cryptographic proof of ownership over digital or physical items. Although Solana has only begun to gain popularity in recent years, its NFT market has seen…

Online trading has attracted millions of people around the world. In March 2021, it was reported there were 18 million accounts from just one broker. Historically, manipulation in financial markets is considered to be fraudulently…