poster

Manipulation detection in cryptocurrency markets: an anomaly and change detection based approach

Authors:

Abdulhakim Qahtan,

Yannis VelegrakisAuthors Info & Claims

SAC '22: Proceedings of the 37th ACM/SIGAPP Symposium on Applied Computing

Pages 326 - 329

https://doi.org/10.1145/3477314.3507185

Published: 06 May 2022 Publication History

Abstract

As a financial asset, cryptocurrencies innovated the financial industry in different ways. However, the lack of regulations and transparency in cryptocurrency markets is hindering the industry from reaching its full potential. There is a need for extensive technical analysis of the cryptocurrency market data to detect possible market manipulation attempts. Anomaly detection techniques can reveal information about abnormal activities in the market and provide insights on manipulation attempts. In this study, a robust unsupervised anomaly detection tool (ADT) is developed for this purpose. Experiments show that ADT outperforms a set of methods in detecting the anomalies in features extracted from the cryptocurrency exchanges data and on a set of benchmark data sets.

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Cited By

Cholevas CAngeli ESereti ZMavrikos ETsekouras G(2024)Anomaly Detection in Blockchain Networks Using Unsupervised Learning: A SurveyAlgorithms10.3390/a1705020117:5(201)Online publication date: 9-May-2024
https://doi.org/10.3390/a17050201
Eshghie MJafari MArtho C(2024)From Creation to Exploitation: The Oracle Lifecycle2024 IEEE International Conference on Software Analysis, Evolution and Reengineering - Companion (SANER-C)10.1109/SANER-C62648.2024.00009(23-34)Online publication date: 12-Mar-2024
https://doi.org/10.1109/SANER-C62648.2024.00009
Wu JLin KLin DZheng ZHuang HZheng Z(2023)What Financial Crimes Are Hidden in Metaverse? Taxonomy and CountermeasuresFrom Blockchain to Web3 & Metaverse10.1007/978-981-99-3648-9_7(181-214)Online publication date: 25-May-2023
https://doi.org/10.1007/978-981-99-3648-9_7

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Published In

cover image ACM Conferences

SAC '22: Proceedings of the 37th ACM/SIGAPP Symposium on Applied Computing

April 2022

2099 pages

ISBN:9781450387132

DOI:10.1145/3477314

Conference Chairs:
Jiman Hong
Soongsil University
,
Miroslav Bures
Czech Technical University, Czechia
,
Program Chairs:
Juw Won Park
University of Louisville
,
Tomas Cerny
Baylor University

Copyright © 2022 Owner/Author.

Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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SIGAPP: ACM Special Interest Group on Applied Computing

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Association for Computing Machinery

New York, NY, United States

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Published: 06 May 2022

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SAC '22: The 37th ACM/SIGAPP Symposium on Applied Computing

April 25 - 29, 2022

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Cited By

Cholevas CAngeli ESereti ZMavrikos ETsekouras G(2024)Anomaly Detection in Blockchain Networks Using Unsupervised Learning: A SurveyAlgorithms10.3390/a1705020117:5(201)Online publication date: 9-May-2024
https://doi.org/10.3390/a17050201
Eshghie MJafari MArtho C(2024)From Creation to Exploitation: The Oracle Lifecycle2024 IEEE International Conference on Software Analysis, Evolution and Reengineering - Companion (SANER-C)10.1109/SANER-C62648.2024.00009(23-34)Online publication date: 12-Mar-2024
https://doi.org/10.1109/SANER-C62648.2024.00009
Wu JLin KLin DZheng ZHuang HZheng Z(2023)What Financial Crimes Are Hidden in Metaverse? Taxonomy and CountermeasuresFrom Blockchain to Web3 & Metaverse10.1007/978-981-99-3648-9_7(181-214)Online publication date: 25-May-2023
https://doi.org/10.1007/978-981-99-3648-9_7

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