First International Workshop on Modelling Uncertainty in the Financial World (MUFin'21)

MUFin'21@CIKM2021

Workshop Date: 1st November, 2021 (https://www.cikm2021.org/programme/workshops). All timings are in AEST. Workshop begins at 12 noon.

12:00- 12:15

Welcome Message and Workshop Statistics

Workshop Chair

12:15 - 1:00

Keynote-1: Alan King, IBM

Title: Fraud in Digital Transactions: Prevention and Detection

Abstract: Ethereum phishing schemes highlight some key blockchain vulnerabilities, but also indicate how public transaction data can be used to find bad actors. This talk gives a "first principles" overview of the topic and discusses some ideas for prevention as well as recent developments in mining transaction graphs.

1:00 - 1:30

Session -1 - Modeling Stock Market Prediction

  • 01:00 - 01:15: Convolutional Neural Network-based a novel Deep Trend Following Strategy for Stock Market Trading
    Authors: Jagdish Chakole and Manish Kurhekar

  • 01:15 - 01:30: Solving Unconverged Learning of Pairs Trading Strategies with Representation Labeling Mechanism (Recipient of Best Paper Award)
    Authors: Wei-Lun Kuo, Tian-Shyr Dai and Wei-Che Chang

Break 01:30 - 02:45

02:45 - 03:30

Keynote -2: Hima Lakkaraju, Assistant Professor, Harvard

Title: Explainability in Finance

03:30 - 04:00

Session -2 - Fraud Detection

    • 03:30 – 03:45: Interpretable Electronic Transfer Fraud Detection with Expert Feature Constructions
      Authors: Yu-Yen Hsin, Tian-Shyr Dai, Yen-Wu Ti and Ming-Chuan Huang

    • 03:45 – 04:00: Black-Box Adversarial Entry in Finance through Credit Card Fraud Detection
      Authors: Akshay Agarwal and Nalini Ratha

04:00 - 04:15

Closing and Best Paper Award

Break 04:15 - 05:00

05:00 - 06:00

Poster Session