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
The paper introduces DisCTI, a system that automatically maps cyber threat intelligence (CTI) events to relevant industry sectors using a multilabel classification approach. By creating a dataset of 872 sector‑labelled CTI events and applying a BERT transformer model, the authors achieve a macro‑averaged F1‑score of 0.89, correctly assigning 94.5% of sector labels. This demonstrates that embedding expert knowledge into machine learning can enable timely, sector‑aware CTI dissemination, improving defensive response.
By Fajar Wijitrisnanto (National Cyber and Crypto Agency, Jakarta, Indonesia), Alsharif Abuadbba (CSIRO, Sydney, Australia), Yansong Gao (CSIRO, Sydney, Australia, The University of Western Australia, Perth, Australia), Nan Wu (CSIRO, Sydney, Australia)
arXiv:2606. 08376v1 Announce Type: cross Abstract: As artificial intelligence (AI) systems are increasingly deployed across socially consequential domains, reports of AI-related harms and failures have grown in frequency and diversity.
By Leihan Zhang, Wecheng Ye, Xianlong Ma, Haochuan Liu, Yang Li, Qianyu Zhang, Jinliang Chen, Qiang Yan
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.
By Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni, Yize Liu, Haonan Chen, Ke-Wei Huang
arXiv:2606. 24950v1 Announce Type: new Abstract: Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text.
By Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee, Sung Ju Hwang
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.
By Zan Li, Rui Fan