Paper Reading AI Learner

Hybrid Cryptocurrency Pump and Dump Detection

2020-03-14 04:38:01
Hadi Mansourifar, Lin Chen, Weidong Shi

Abstract

Increasingly growing Cryptocurrency markets have become a hive for scammers to run pump and dump schemes which is considered as an anomalous activity in exchange markets. Anomaly detection in time series is challenging since existing methods are not sufficient to detect the anomalies in all contexts. In this paper, we propose a novel hybrid pump and dump detection method based on distance and density metrics. First, we propose a novel automatic thresh-old setting method for distance-based anomaly detection. Second, we propose a novel metric called density score for density-based anomaly detection. Finally, we exploit the combination of density and distance metrics successfully as a hybrid approach. Our experiments show that, the proposed hybrid approach is reliable to detect the majority of alleged P & D activities in top ranked exchange pairs by outperforming both density-based and distance-based methods.

Abstract (translated)

URL

https://arxiv.org/abs/2003.06551

PDF

https://arxiv.org/pdf/2003.06551.pdf


Tags
3D Action Action_Localization Action_Recognition Activity Adversarial Agent Attention Autonomous Bert Boundary_Detection Caption Chat Classification CNN Compressive_Sensing Contour Contrastive_Learning Deep_Learning Denoising Detection Dialog Diffusion Drone Dynamic_Memory_Network Edge_Detection Embedding Embodied Emotion Enhancement Face Face_Detection Face_Recognition Facial_Landmark Few-Shot Gait_Recognition GAN Gaze_Estimation Gesture Gradient_Descent Handwriting Human_Parsing Image_Caption Image_Classification Image_Compression Image_Enhancement Image_Generation Image_Matting Image_Retrieval Inference Inpainting Intelligent_Chip Knowledge Knowledge_Graph Language_Model Matching Medical Memory_Networks Multi_Modal Multi_Task NAS NMT Object_Detection Object_Tracking OCR Ontology Optical_Character Optical_Flow Optimization Person_Re-identification Point_Cloud Portrait_Generation Pose Pose_Estimation Prediction QA Quantitative Quantitative_Finance Quantization Re-identification Recognition Recommendation Reconstruction Regularization Reinforcement_Learning Relation Relation_Extraction Represenation Represenation_Learning Restoration Review RNN Salient Scene_Classification Scene_Generation Scene_Parsing Scene_Text Segmentation Self-Supervised Semantic_Instance_Segmentation Semantic_Segmentation Semi_Global Semi_Supervised Sence_graph Sentiment Sentiment_Classification Sketch SLAM Sparse Speech Speech_Recognition Style_Transfer Summarization Super_Resolution Surveillance Survey Text_Classification Text_Generation Tracking Transfer_Learning Transformer Unsupervised Video_Caption Video_Classification Video_Indexing Video_Prediction Video_Retrieval Visual_Relation VQA Weakly_Supervised Zero-Shot