2 papers
cs.LG2025
ATM-GAD: Adaptive Temporal Motif Graph Anomaly Detection for Financial Transaction Networks
Zeyue Zhang, Lin Song, Erkang Bao +2
Financial fraud detection is essential to safeguard billions of dollars, yet the intertwined entities and fast-changing transaction behaviors in modern financial systems routinely…
stat.ML2024
Conjugate Bayesian Two-step Change Point Detection for Hawkes Process
Zeyue Zhang, Xiaoling Lu, Feng Zhou
The Bayesian two-step change point detection method is popular for the Hawkes process due to its simplicity and intuitiveness. However, the non-conjugacy between the point process…