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.
By Jin Qian, Zhangzhi Xiong, Mingrui Li, Zhen Liu
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...
By Fred Xu, Thomas Markovich, Florence Regol, Yizhou Sun
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.
By Rabimba Karanjai, Hemanth Madhavarao, Lei Xu, Weidong Shi
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.
By Iyad Assaad Nekka, Hamida Seba, Khaled Walid Hidouci, Karima Amrouche
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.
By Keyang Chen, Mingxuan Jiang, Yongsheng Zhao, Zeping Li, Zaiyuan Chen, Weiqi Luo, Zhixin Li, Sen Liu, Yinan Jing, Guangnan Ye, Xihong Wu, Hongfeng Chai
arXiv:2609.15483v1 Announce Type: new
Abstract: Unsupervised multivariate time series anomaly detection methods typically identify anomalies through forecasting, reconstruction, or representation dis...
By Zepeng Zhang, Fuad Khuri, Keivan Faghih Niresi, Olga Fink