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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,878 papers · 148 categories

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4895143190 · Jun 202019922001200920172026
48 results for manipulation detection

New method uses statistical physics to detect financial market manipulation.

problem Detecting financial market manipulation activities like spoofing and layering.
method Modeling order book dynamics as particle motion and using momentum measure.
result Method outperforms conventional Z-score-based anomaly detection.

Framework detects covert financial market manipulation using LOB representations.

problem Detecting covert financial market manipulation (spoofing) from complex anomaly patterns in multilevel prices.
method Cascaded contrastive representation learning of LOB data.
result Transformer-based architectures achieve state-of-the-art results in detection performance.

Study improves detection of cryptocurrency pump-and-dump schemes.

problem Class imbalance in P&D detection due to rare events.
method Synthetic Minority Oversampling Technique (SMOTE) and ensemble learning models.
result XGBoost and LightGBM achieved high recall rates (94.87% and 93.59%) with strong F1-scores.

Robotic grasp stability improved with fingertip slippage detection.

problem Improving grasp stability in robotic manipulation.
method Task-relevant feature extraction and efficient classifier design for fingertip slippage detection.
result The proposed method effectively detects object slippage with fingertips in an online fashion.

FaceSigns embeds a secret watermark in images to authenticate and detect deepfakes.

problem Realistic image and video manipulation threats, especially deepfakes.
method Semi-fragile watermarking using neural networks, robust to face-swapping but fragile to deepfake manipulations.
result FaceSigns can reliably detect deepfake content with high accuracy.

Robots detect and recognize objects in real-time for better manipulation.

problem Real-time object detection and recognition for humanoid robots.
method Modified YOLOv3 algorithm, quantization, and re-arrangement of layers for low-compute NAO robots.
result Robots can perform real-time detection, recognition, and localization of objects.

Framework detects and ranks suspicious market manipulation using temporal convolutions and expert assessment.

problem Detecting and deterring rogue agents in financial markets.
method Weakly supervised learning, expert assessment, similarity search.
result Promising preliminary results in detecting and ranking suspicious market manipulation.

Model detects market anomalies using a Hawkes process with hidden Markov chain.

problem Detecting high-frequency market manipulation in cryptocurrency trades.
method Developed a Markov-modulated Hawkes process with piecewise constant excitation kernels.
result Demonstrated the model's effectiveness in detecting suspicious trading activities.

Detects anomalous behavior in social media users by analyzing content and connections.

problem Identifying disruptive patterns in user behavior on social media platforms.
method Joint representation learning of content and connection to detect anomalous behavior.
result Observed densely connected users engaging in local politics and exhibiting troll-like behavior.

The paper analyzes how leverage affects manipulation in event-linked markets, offering new insights into regulation.

problem Manipulation and insider information in leveraged event-linked markets.
method Develops a two-axis manipulation taxonomy and analyzes leverage's effects on market-price and outcome manipulation.
result Leverage scales market-price manipulation linearly but shifts the cost-benefit threshold for outcome manipulation.

Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of over a hundred stocks in a one-year period is conducted. For each stock, a tradi…

2011-10-11abs ↗pdf ↗

New framework detects crypto wash trading using liquidity measures.

problem Detecting and monitoring wash trading in crypto assets.
method Developed a new framework to detect wash trading through real-time liquidity fluctuation measures.
result Joint elevation in liquidity jump and diffusion indicates wash trading in crypto assets.

GNNs robustness in community detection is studied with various perturbations.

problem Understanding GNNs robustness in community detection tasks.
method Systematic computational evaluation of six GNN architectures on synthetic and real-world networks.
result Supervised GNNs achieve higher baseline accuracy, while DMoN shows stronger resilience to perturbations.

We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a node and a link is formed from one trader to the other if the former sells shares …

2012-12-31abs ↗pdf ↗

RL agent outperforms model-based approach in detecting price manipulation.

problem Detecting and exploiting price manipulation opportunities.
method Compared model-free RL with model-based approach in a market with Almgren-Chriss framework.
result RL consistently outperforms model-based approach, especially with noisy parameter estimates.

Paper finds linear laws in Bitcoin price changes, aiding anomaly detection.

problem Detecting anomalies in Bitcoin price changes.
method Time embedding of autocorrelation function, binary series generation, stepped time windows.
result Linear laws became more complex before major market events, suggesting price manipulation.

A new method improves target selection for manipulating complex systems like the brain.

problem Improper incorporation of low-variance outcomes into latent space of predictive models.
method Developed a novel objective based on supervised variational autoencoders (SVAEs) for PPCA (Probabilistic Principal Component Analysis).
result gPCR (Generative Principal Component Regression) dramatically improves target selection in manipulation compared to standard PCR and SVAEs.

Real-time detection of spoofing in cryptocurrency exchanges using neural networks.

problem Detecting and mitigating spoofing activity in limit order books.
method Novel order flow variables based on multi-scale Hawkes processes and a probabilistic market manipulation gain model.
result 31% of large orders could spoof the market, highlighting the importance of posting distance in price formation.

This work introduces a framework to detect unintended bias in facial analysis models.

problem Detecting unintended biases in facial analysis models used in critical applications.
method Image counterfactual sensitivity analysis using generative adversarial networks.
result Identifies factors affecting facial classifier predictions, revealing unintended biases.

Online reviews have become a vital source of information in purchasing a service (product). Opinion spammers manipulate reviews, affecting the overall perception of the service. A key challenge in detecting opinion spam is obtaining ground truth. Though there exists a large set of reviews online, only a few of them hav…

2019-03-19abs ↗pdf ↗

Proposes a new method to generate unrestricted adversarial examples.

problem Generating unrestricted adversarial examples without norm constraints.
method Leveraging state-of-the-art generative models to manipulate image fine-grained aspects.
result Our adversarial images look indistinguishable from natural images and can bypass certified defenses.

Study detects unusual trading patterns on crypto exchanges using complexity measures.

problem Detecting artificial trading activity on cryptocurrency exchanges.
method Complexity and statistical-structure measures derived from high-frequency trade-level data.
result Unusual trading patterns detected on Bitget for BTC and ETH after mid-May 2025.

Unsupervised method discovers interpretable directions in GAN latent space.

problem Discovering interpretable directions in GAN latent space without supervision.
method Model-agnostic procedure to identify directions corresponding to semantic manipulations.
result Findings include directions for background removal and competitive saliency detection performance.

Paper examines adversarial attacks on event cause analysis in power grids.

problem Adversarial attacks manipulate data to mislead event classifiers.
method Investigated adversarial attacks on CNN-based event cause analysis.
result Demonstrated adversaries can misclassify events through stealthy data manipulations.

Deep semi-supervised anomaly detection improves fraud detection in financial markets.

problem Detecting fraud in high-frequency financial data with limited labeled examples.
method Evaluation of Deep Semi-Supervised Anomaly Detection (Deep SAD) on proprietary limit order book data.
result Deep SAD significantly improves fraud detection accuracy with minimal labeled data.

Paper explores vulnerabilities in image authenticity detection methods, especially printing and scanning attacks.

problem Vulnerability of image authenticity detection models to printing and scanning attacks.
method Demonstrates and proposes a new machine learning model to counter these attacks.
result Proposed model outperforms state-of-the-art models when trained on images from a single printer.