arXiv:2607. 23682v1 Announce Type: new Abstract: Early warning of extreme market volatility is central to financial risk management, but actionable events are rare, nonstationary, and often triggered by exogenous information shocks.
arXiv:2510. 17088v3 Announce Type: replace-cross Abstract: Financial anomalies arise from heterogeneous mechanisms - price shocks, liquidity freezes, contagion cascades, and momentum reversals - yet existing detectors produce uniform anomaly scores without revealing which mechanism is failing or where risks concentrate.
arXiv:2608. 19447v1 Announce Type: new Abstract: Shocks that spread through the web, such as cybersecurity breach disclosures, can abruptly disrupt financial time series and cause substantial abnormal losses.
arXiv:2607. 16811v1 Announce Type: new Abstract: We revisit Gaussian Mixture Models (GMMs) as a lightweight, interpretable tool for anomaly detection and, in particular, for detecting distributional drift in data streams.
arXiv:2607. 17555v1 Announce Type: new Abstract: Predicting extreme price movements in high-frequency financial markets is a challenging task due to non-stationarity, heavy-tailed return distributions, and severe class imbalance.
arXiv:2607. 12454v1 Announce Type: new Abstract: Multivariate Time Series Anomaly Detection (MTSAD) is essential for reliability and safety in domains such as industrial process monitoring and financial risk management, yet conventional approaches rely on application-specific models that are costly to train and hard to scale.
Predicting extreme price movements in high-frequency financial markets is a challenging task due to non-stationarity, heavy-tailed return distributions, and severe class imbalance. In particular, rare but impactful events are often difficult to detect using conventional modeling approaches, which typically treat extreme movements as isolated observations.
arXiv:2609.08200v1 Announce Type: new Abstract: Token-level text anomaly detection, as an emerging trend of text anomaly detection, moves beyond coarse-grained document-level detection by localizing...
arXiv:2512. 07569v2 Announce Type: replace-cross Abstract: Reliable forecasting of multivariate time series under anomalous conditions is crucial in applications such as ATM cash logistics, where sudden demand shifts can disrupt operations.
arXiv:2604. 17616v3 Announce Type: replace Abstract: Root cause analysis (RCA) for time-series anomaly detection is critical for the reliable operation of complex real-world systems.
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2607. 14174v1 Announce Type: new Abstract: Financial sentiment extraction has largely relied on news text and supervised extraction against return labels alone, leaving 10-K filings -- and volatility, the target risk disclosure is arguably best suited to informing -- comparatively unexplored.
The study investigates whether documents initially classified as noise in embedding-based topic models can be identified as precursors to emerging topics. By labeling documents based on their future trajectories and measuring confidence across multiple embedding models, the authors find that anticipatory outliers are predictable at publication time, achieving an F1 score above 0.90 on high-consensus subsets and 0.76–0.80 in chronological evaluation. The predictive power largely stems from geometric features that capture each outlier’s position in embedding space.