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Ensuring fairness in transaction fraud detection models is vital due to the potential harms and legal implications of biased decision-making. Despite extensive research on algorithmic fairness, there is a notable gap in the study of bias in…

机器学习 · 计算机科学 2024-09-09 Parameswaran Kamalaruban , Yulu Pi , Stuart Burrell , Eleanor Drage , Piotr Skalski , Jason Wong , David Sutton

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

统计金融 · 定量金融 2016-12-09 Barack Wamkaya Wanjawa

Although machine learning approaches have been widely used in the field of finance, to very successful degrees, these approaches remain bespoke to specific investigations and opaque in terms of explainability, comparability, and…

交易与市场微观结构 · 定量金融 2022-06-22 Artur Sokolovsky , Luca Arnaboldi

Recently, digital payment systems have significantly changed people's lifestyles. New challenges have surfaced in monitoring and guaranteeing the integrity of payment processing systems. One important task is to predict the future…

统计金融 · 定量金融 2020-08-05 Zhongfang Zhuang , Chin-Chia Michael Yeh , Liang Wang , Wei Zhang , Junpeng Wang

Zcash is a privacy-preserving cryptocurrency that provides anonymous monetary transactions. While Zcash's anonymity is part of a rigorous scientific discussion, information on the underlying peer-to-peer network are missing. In this paper,…

密码学与安全 · 计算机科学 2019-07-29 Erik Daniel , Elias Rohrer , Florian Tschorsch

Analyzing fashion trends is essential in the fashion industry. Current fashion forecasting firms, such as WGSN, utilize the visual information from around the world to analyze and predict fashion trends. However, analyzing fashion trends is…

计算机视觉与模式识别 · 计算机科学 2020-05-05 Mengyun Shi , Van Dyk Lewis

Machine learning models are increasingly used for software security tasks. These models are commonly trained and evaluated on large Internet-derived datasets, which often contain duplicated or highly similar samples. When such samples are…

密码学与安全 · 计算机科学 2026-02-02 Farnaz Soltaniani , Mohammad Ghafari

The counterfeit goods trade represents nowadays more than 3.3% of the whole world trade and thus it's a problem that needs now more than ever a lot of attention and a reliable solution that would reduce the negative impact it has over the…

计算机视觉与模式识别 · 计算机科学 2020-02-20 Alexandru Şerban , George Ilaş , George-Cosmin Poruşniuc

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

统计金融 · 定量金融 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

We present the first real-world application of methods for improving neural machine translation (NMT) with human reinforcement, based on explicit and implicit user feedback collected on the eBay e-commerce platform. Previous work has been…

计算与语言 · 计算机科学 2018-04-18 Julia Kreutzer , Shahram Khadivi , Evgeny Matusov , Stefan Riezler

From viral jokes to a billion-dollar phenomenon, meme coins have become one of the most popular segments in cryptocurrency markets. Unlike utility-focused crypto assets like Bitcoin, meme coins derive value primarily from community…

交易与市场微观结构 · 定量金融 2026-01-05 Alberto Maria Mongardini , Alessandro Mei

Real life signals are in general non--stationary and non--linear. The development of methods able to extract their hidden features in a fast and reliable way is of high importance in many research fields. In this work we tackle the problem…

数值分析 · 数学 2018-10-26 Antonio Cicone , Haomin Zhou

This paper investigates real-time detection of spoofing activity in limit order books, focusing on cryptocurrency centralized exchanges. We first introduce novel order flow variables based on multi-scale Hawkes processes that account both…

交易与市场微观结构 · 定量金融 2025-04-23 Timothée Fabre , Damien Challet

High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial…

交易与市场微观结构 · 定量金融 2023-09-25 Molei Qin , Shuo Sun , Wentao Zhang , Haochong Xia , Xinrun Wang , Bo An

Signed social networks are widely used to model the trust relationships among online users in security-sensitive systems such as cryptocurrency trading platforms, where trust prediction plays a critical role. In this paper, we investigate…

密码学与安全 · 计算机科学 2023-07-18 Yulin Zhu , Tomasz Michalak , Xiapu Luo , Xiaoge Zhang , Kai Zhou

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

密码学与安全 · 计算机科学 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

机器学习 · 计算机科学 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula

Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation through overlapping questions, implicit equivalences, and hidden contradictions across markets. We present an agentic AI pipeline that…

人工智能 · 计算机科学 2025-12-03 Agostino Capponi , Alfio Gliozzo , Brian Zhu

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

综合金融 · 定量金融 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Recent advances in artificial intelligence (AI) for quantitative trading have led to its general superhuman performance in significant trading performance. However, the potential risk of AI trading is a "black box" decision. Some AI…

人工智能 · 计算机科学 2022-02-10 Yun-Cheng Tsai , Fu-Min Szu , Jun-Hao Chen , Samuel Yen-Chi Chen