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: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:2609.38424v1 Announce Type: new Abstract: Node-level graph anomaly detection (GAD) identifies nodes whose attributes and interactions deviate from dominant graph regularities. Existing GAD mode...
arXiv:2607. 14416v1 Announce Type: new Abstract: The interconnected nature of global financial systems makes them vulnerable to systemic risks, where the failure of a few institutions can trigger catastrophic cascading defaults.
arXiv:2608. 12441v1 Announce Type: cross Abstract: Deep learning detectors for anomalies in dynamic graphs have reached strong accuracy, yet they remain opaque: when an edge is flagged, the analyst receives a score but no reason.
arXiv:2604. 17420v2 Announce Type: replace-cross Abstract: Money laundering poses severe risks to global financial systems, driving the widespread adoption of machine learning for transaction monitoring.
arXiv:2609.15483v1 Announce Type: new Abstract: Unsupervised multivariate time series anomaly detection methods typically identify anomalies through forecasting, reconstruction, or representation dis...
arXiv:2605. 29526v2 Announce Type: replace-cross Abstract: Ever-evolving transaction patterns have significantly hindered anomaly detection on emerging cryptocurrency blockchains due to the vast number of addresses and diverse anomalous behaviors.
arXiv:2602. 03981v2 Announce Type: replace-cross Abstract: Credit exposure in Decentralized Finance (DeFi) is often implicit and token-mediated, creating a dense web of inter-protocol dependencies.
arXiv:2608. 15177v1 Announce Type: cross Abstract: The increasing complexity of digital financial systems has reshaped financial fraud detection from isolated transaction classification into relational risk reasoning over interconnected financial entities.
arXiv:2607. 27290v1 Announce Type: new Abstract: Modern telecommunication, cloud, and microservice systems emit correlated alarm cascades when components fail.
arXiv:2602. 20019v2 Announce Type: replace-cross Abstract: Dynamic graph anomaly detection is critical for many real-world applications but remains challenging due to the scarcity of labeled anomalies.
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.