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 Kurhekar01:15 - 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 Huang03:45 – 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