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.
Stock markets show unusual overnight and intraday returns.
Silence on suspicious stock market patterns persists despite lack of plausible explanations.
Fraud detection is extremely critical for e-commerce business. It is the intent of the companies to detect and prevent fraud as early as possible. Existing fraud detection methods try to identify unexpected dense subgraphs and treat related nodes as suspicious. Spectral relaxation-based methods solve the problem effici…
Fraudulent claim detection is one of the greatest challenges the insurance industry faces. Alibaba's return-freight insurance, providing return-shipping postage compensations over product return on the e-commerce platform, receives thousands of potentially fraudulent claims every day. Such deliberate abuse of the insur…
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 …
Cincer cleans both new and past data by identifying and relabeling suspicious and counter-examples.
RevTrack identifies suspicious subgraphs on blockchain for AML.
Framework detects suspicious money laundering flows in large transaction graphs.
This paper reviews statistical and machine learning methods for anti-money laundering.
Framework detects and ranks suspicious market manipulation using temporal convolutions and expert assessment.
AIMM-X monitors markets for suspicious behavior using transparent scoring.
New approach makes adversarial examples less suspicious without changing perceptual salience.
Machine learning models have demonstrated vulnerability to adversarial attacks, more specifically misclassification of adversarial examples. In this paper, we propose a one-off and attack-agnostic Feature Manipulation (FM)-Defense to detect and purify adversarial examples in an interpretable and efficient manner. The i…
Network analysis helps prevent money laundering by identifying risky clients and suspicious clusters.
Detects malicious accounts in permissionless blockchains using graph properties and ML.
Paper improves DNS typo-squatting detection with ensemble model.
Machine learning detects survey validity from user behavior.
One of the challenges of using machine learning techniques with medical data is the frequent dearth of source image data on which to train. A representative example is automated lung cancer diagnosis, where nodule images need to be classified as suspicious or benign. In this work we propose an automatic synthetic lung …
Through training on unlabeled data, anomaly detection has the potential to impact computer-aided diagnosis by outlining suspicious regions. Previous work on deep-learning-based anomaly detection has primarily focused on the reconstruction error. We argue instead, that pixel-wise anomaly ratings derived from a Variation…
We introduce a comprehensive and statistical framework in a model free setting for a complete treatment of localized data corruptions due to severe noise sources, e.g., an occluder in the case of a visual recording. Within this framework, we propose i) a novel algorithm to efficiently separate, i.e., detect and localiz…
We present a data mining approach for profiling bank clients in order to support the process of detection of anti-money laundering operations. We first present the overall system architecture, and then focus on the relevant component for this paper. We detail the experiments performed on real world data from a financia…
Oddnet detects anomalies in dynamic networks using time series methods.
Many machine learning systems rely on data collected in the wild from untrusted sources, exposing the learning algorithms to data poisoning. Attackers can inject malicious data in the training dataset to subvert the learning process, compromising the performance of the algorithm producing errors in a targeted or an ind…
In the recent years money laundering schemes have grown in complexity and speed of realization, affecting financial institutions and millions of customers globally. Strengthened privacy policies, along with in-country regulations, make it hard for banks to inner- and cross-share, and report suspicious activities for th…
GCAN detects fake news on social media with explanations.
Method detects insider trading using trading data and dimensionality reduction.
An assumption-free automatic check of medical images for potentially overseen anomalies would be a valuable assistance for a radiologist. Deep learning and especially Variational Auto-Encoders (VAEs) have shown great potential in the unsupervised learning of data distributions. In principle, this allows for such a chec…
Model detects market anomalies using a Hawkes process with hidden Markov chain.
In this paper, we introduce DeepQuarantine (DQ), a cloud technology to detect and quarantine potential spam messages. Spam attacks are becoming more diverse and can potentially be harmful to email users. Despite the high quality and performance of spam filtering systems, detection of a spam campaign can take some time.…
Novel framework monitors cardiac image segmentation models in real-time.
Applying deep learning methods to mammography assessment has remained a challenging topic. Dense noise with sparse expressions, mega-pixel raw data resolution, lack of diverse examples have all been factors affecting performance. The lack of pixel-level ground truths have especially limited segmentation methods in push…
When there is a suspicious figure reuse case in science, research integrity investigators often find it difficult to rebut authors claiming that "it happened by chance". In other words, when there is a "collision" of image features, it is difficult to justify whether it appears rarely or not. In this article, we provid…
Trimming helps in conformal prediction when it separates anomaly scores.
Anomaly detection aims to distinguish observations that are rare and different from the majority. While most existing algorithms assume that instances are i.i.d., in many practical scenarios, links describing instance-to-instance dependencies and interactions are available. Such systems are called attributed networks. …
Uncertainty estimation in deep neural networks is essential for designing reliable and robust AI systems. Applications such as video surveillance for identifying suspicious activities are designed with deep neural networks (DNNs), but DNNs do not provide uncertainty estimates. Capturing reliable uncertainty estimates i…
The CAPM's market returns are endogenously determined, affecting all assets' expected returns.
Paper detects social media influencers affecting financial markets.
We investigate the two components of the total daily return (close-to-close), the overnight return (close-to-open) and the daytime return (open-to-close), as well as the corresponding volatilities of the 2215 NYSE stocks from 1988 to 2007. The tail distribution of the volatility, the long-term memory in the sequence, a…
The study finds significant power-law cross correlations in Bitcoin's return-volatility dynamics.
We simulate a series of daily returns from intraday price movements initiated by microstructure elements. Significant evidence is found that daily returns and daily return volatility exhibit first order autocorrelation, but trading volume and daily return volatility are not correlated, while intraday volatility is. We …
Diversification return is an incremental return earned by a rebalanced portfolio of assets. The diversification return of a rebalanced portfolio is often incorrectly ascribed to a reduction in variance. We argue that the underlying source of the diversification return is the rebalancing, which forces the investor to se…
The paper links labor income risk to stock returns using industry portfolio returns.
The paper uses PCA and HMM to forecast stock returns outperforming buy-and-hold.
The paper explores how market-based returns depend on past trade values.
The paper evaluates machine learning cyber defenses using log data against adversarial attacks.
A new method models financial returns by separating sign and magnitude, improving forecasting accuracy.
We present a simple microstructure model of financial returns that combines (i) the well-known ARFIMA process applied to tick-by-tick returns, (ii) the bid-ask bounce effect, (iii) the fat tail structure of the distribution of returns and (iv) the non-Poissonian statistics of inter-trade intervals. This model allows us…
Regression Trees analyze stock returns, revealing market excess return as the most informative factor.