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

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In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

机器学习 · 计算机科学 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

Malware detection and analysis are active research subjects in cybersecurity over the last years. Indeed, the development of obfuscation techniques, as packing, for example, requires special attention to detect recent variants of malware.…

密码学与安全 · 计算机科学 2021-07-26 Benjamin Marais , Tony Quertier , Christophe Chesneau

In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…

机器学习 · 计算机科学 2018-04-04 Patrick Glauner , Radu State , Petko Valtchev , Diogo Duarte

This research paper focuses on the integration of Artificial Intelligence (AI) into the currency trading landscape, positing the development of personalized AI models, essentially functioning as intelligent personal assistants tailored to…

机器学习 · 计算机科学 2023-12-04 Jai Pal

Online bipartite matching is a fundamental problem in online optimization, extensively studied both in its integral and fractional forms due to its theoretical significance and practical applications, such as online advertising and resource…

数据结构与算法 · 计算机科学 2025-10-30 Davin Choo , Billy Jin , Yongho Shin

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

计算金融 · 定量金融 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…

交易与市场微观结构 · 定量金融 2024-08-20 Sid Bhatia , Sidharth Peri , Sam Friedman , Michelle Malen

Gaussian graphical models are widely used to represent correlations among entities but remain vulnerable to data corruption. In this work, we introduce a modified trimmed-inner-product algorithm to robustly estimate the covariance in an…

机器学习 · 计算机科学 2023-09-19 Tong Yao , Shreyas Sundaram

The introduction of OpenAI's large language model, ChatGPT, catalyzed investor attention towards artificial intelligence (AI) technologies, including AI-related crypto assets not directly related to ChatGPT. Utilizing the synthetic…

综合金融 · 定量金融 2023-05-23 Aman Saggu , Lennart Ante

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

统计金融 · 定量金融 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

The Non-Fungible Token (NFT) market is mushrooming in recent years. The concept of NFT originally comes from a token standard of Ethereum, aiming to distinguish each token with distinguishable signs. This type of token can be bound with…

密码学与安全 · 计算机科学 2021-10-26 Qin Wang , Rujia Li , Qi Wang , Shiping Chen

The financial market is known to be highly sensitive to news. Therefore, effectively incorporating news data into quantitative trading remains an important challenge. Existing approaches typically rely on manually designed rules and/or…

计算金融 · 定量金融 2025-10-23 Qing-Yu Lan , Zhan-He Wang , Jun-Qian Jiang , Yu-Tong Wang , Yun-Song Piao

In the evolving landscape of digital art, Non-Fungible Tokens (NFTs) have emerged as a groundbreaking platform, bridging the realms of art and technology. NFTs serve as the foundational framework that has revolutionized the market for…

计算工程、金融与科学 · 计算机科学 2023-10-04 Vivian Ziemke , Benjamin Estermann , Roger Wattenhofer , Ye Wang

The popularity of cryptocurrencies has grown significantly in recent years, and they have become an important asset for internet trading. One of the main drawbacks of cryptocurrencies is the high volatility and fluctuation in value. The…

密码学与安全 · 计算机科学 2023-03-06 Wantall Newby , Nickuk Nishikawa

The Efficient Market Hypothesis has been a staple of economics research for decades. In particular, weak-form market efficiency -- the notion that past prices cannot predict future performance -- is strongly supported by econometric…

统计金融 · 定量金融 2019-09-12 Samuel Showalter , Jeffrey Gropp

Software vulnerabilities in source code pose serious cybersecurity risks, prompting a shift from traditional detection methods (e.g., static analysis, rule-based matching) to AI-driven approaches. This study presents a systematic review of…

软件工程 · 计算机科学 2025-06-13 Samiha Shimmi , Hamed Okhravi , Mona Rahimi

Non-fungible tokens (NFTs) are unique digital items with blockchain managed ownership. Ethereum blockchain based smart contract created the environment for NFTs (ERC721) to reach its one of the most important future application domains. Non…

社会与信息网络 · 计算机科学 2022-11-29 Prakhyat Khati

Non-Fungible Token (NFT) is evolving with the rise of the cryptocurrency market and the development of blockchain techniques, which leads to an emerging NFT market that has become prosperous rapidly then followed by a cooldown.…

社会与信息网络 · 计算机科学 2023-09-21 Junliang Luo , Yongzheng Jia , Xue Liu

The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market. The current study is based on the capitalization changes and transaction…

统计金融 · 定量金融 2024-07-09 Marcin Wątorek , Paweł Szydło , Jarosław Kwapień , Stanisław Drożdż

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

机器学习 · 计算机科学 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang