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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

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

计算金融 · 定量金融 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

With the rapid growth of the NFT market, the security of smart contracts has become crucial. However, existing AI-based detection models for NFT contract vulnerabilities remain limited due to their complexity, while traditional manual…

密码学与安全 · 计算机科学 2026-01-21 Xin Wang , Xiaoqi Li

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…

机器学习 · 计算机科学 2022-06-28 François de la Bourdonnaye , Fabrice Daniel

Non-Fungible Tokens (NFTs) are non-interchangeable assets, usually digital art, which are stored on the blockchain. Preliminary studies find that female and darker-skinned NFTs are valued less than their male and lighter-skinned…

计算机与社会 · 计算机科学 2023-04-14 Howard Zhong , Mark Hamilton

A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market. In the present work we study capitalization, floor price, the number of transactions, the…

计算金融 · 定量金融 2024-01-17 Paweł Szydło , Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

As the financial industry becomes more interconnected and reliant on digital systems, fraud detection systems must evolve to meet growing threats. Cloud-enabled Transformer models present a transformative opportunity to address these…

计算工程、金融与科学 · 计算机科学 2025-02-03 Tingting Deng , Shuochen Bi , Jue Xiao

Credit card fraud is an ongoing problem for almost all industries in the world, and it raises millions of dollars to the global economy each year. Therefore, there is a number of research either completed or proceeding in order to detect…

机器学习 · 计算机科学 2020-07-30 Yusuf Yazici

The rapid evolution of artificial intelligence (AI) systems, tools, and technologies has opened up novel, unprecedented opportunities for businesses to innovate, differentiate, and compete. However, growing concerns have emerged about the…

人机交互 · 计算机科学 2026-01-13 Nelly Elsayed

A non-fungible token (NFT) is a data unit stored on the blockchain. Nowadays, more and more investors and collectors (NFT traders), who participate in transactions of NFTs, have an urgent need to assess the performance of NFTs. However,…

计算机视觉与模式识别 · 计算机科学 2023-07-04 Fan Yan , Xumeng Wang , Ketian Mao , Wei Zhang , Wei Chen

In shaping the Internet of Money, the application of blockchain and distributed ledger technologies (DLTs) to the financial sector triggered regulatory concerns. Notably, while the user anonymity enabled in this field may safeguard privacy…

密码学与安全 · 计算机科学 2023-03-21 Nadia Pocher , Mirko Zichichi , Fabio Merizzi , Muhammad Zohaib Shafiq , Stefano Ferretti

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…

计算工程、金融与科学 · 计算机科学 2018-07-06 Dat Thanh Tran , Martin Magris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

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

Non-fungible tokens (NFTs) are digital assets stored on a blockchain representing real-world objects such as art or collectibles. An NFT collection comprises numerous tokens; each token can be transacted multiple times. It is a…

计算金融 · 定量金融 2023-02-07 Wesley Joon-Wie Tann , Akhil Vuputuri , Ee-Chien Chang

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which…

As artificial intelligence and generative large language models drive industrial upgrading, capital markets increasingly focus on AI-themed listed firms. Information asymmetry and technological opacity lower the cost of exaggerating AI…

计算机与社会 · 计算机科学 2026-04-21 Wen Zhanjie , Guo Jingqiao

We investigate the performance of dynamic portfolios constructed using more than 21,000 technical trading rules on 12 categorical and country-specific markets over the 2004-2015 study period, on rolling forward structures of different…

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

计算金融 · 定量金融 2018-10-17 Zvezdin Besarabov , Todor Kolev

While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets. We present a case…

交易与市场微观结构 · 定量金融 2023-01-18 Jiahua Xu , Benjamin Livshits

Non Fungible Tokens (NFTs) have gained a solid foothold within the crypto community, and substantial amounts of money have been allocated to their trades. In this paper, we studied one of the most prominent marketplaces dedicated to NFT…

社会与信息网络 · 计算机科学 2021-09-28 MohammadAmin Fazli , Ali Owfi , Mohammad Reza Taesiri