Tran Duong Minh Dai, Triet Huynh Minh Le, M. Ali Babar, Van-Hau Pham · 5 authors
Although Graph Neural Networks (GNNs) have shown promise for smart contract vulnerability detection, they still face significant limitations. Homogeneous graph models fail to capture the interplay between control flow and data dependencies, while heterogeneous graph approaches often lack deep semantic understanding, leaving them susceptible to adversarial attacks. Moreover, most black-box models fail to provide explainable evidence, hindering trust in professional audits. To address these challenges, we propose ORACAL (Observable RAG-enhanced Analysis with CausAL reasoning), a heterogeneous multimodal graph learning framework that integrates Control Flow Graph (CFG), Data Flow Graph (DFG), and Call Graph (CG). ORACAL selectively enriches critical subgraphs with expert-level security context from Retrieval-Augmented Generation (RAG) and Large Language Models (LLMs), and employs a causal attention mechanism to disentangle true vulnerability indicators from spurious correlations. For transparency, the framework adopts PGExplainer to generate subgraph-level explanations identifying vulnerability triggering paths. Experiments on large-scale datasets demonstrate that ORACAL achieves state-of-the-art performance, outperforming MANDO-HGT, MTVHunter, GNN-SC, and SCVHunter by up to 39.6 percentage points, with a peak Macro F1 of 91.28% on the primary benchmark. ORACAL maintains strong generalization on out-of-distribution datasets with 91.8% on CGT Weakness and 77.1% on DAppScan. In explainability evaluation, PGExplainer achieves 32.51% Mean Intersection over Union (MIoU) against manually annotated vulnerability triggering paths. Under adversarial attacks, ORACAL limits performance degradation to approximately 2.35% F1 decrease with an Attack Success Rate (ASR) of only 3%, surpassing SCVHunter and MANDO-HGT which exhibit ASRs ranging from 10.91% to 18.73%.
Deep neural networks (DNNs) have emerged as a prominent approach for detecting smart contract vulnerabilities, driven by the growing contract datasets and advanced deep learning techniques. However, DNNs typically require large-scale labeled datasets to model the relationships between contract features and vulnerability labels. In practice, the labeling process often depends on existing open-sourced tools, whose accuracy cannot be guaranteed. Consequently, label noise poses a significant challenge for the accuracy and robustness of the smart contract, which is rarely explored in the literature. To this end, we propose Contrastive learning-enhanced Granular-Ball smart Contracts training, CGBC, to enhance the robustness of contract vulnerability detection. Specifically, CGBC first introduces a Granular-ball computing layer between the encoder layer and the classifier layer, to group similar contracts into Granular-Balls (GBs) and generate new coarse-grained representations (i.e., the center and the label of GBs) for them, which can correct noisy labels based on the most correct samples. An inter-GB compactness loss and an intra-GB looseness loss are combined to enhance the effectiveness of clustering. Then, to improve the accuracy of GBs, we pretrain the model through unsupervised contrastive learning supported by our novel semantic-consistent smart contract augmentation method. This procedure can discriminate contracts with different labels by dragging the representation of similar contracts closer, assisting CGBC in clustering. Subsequently, we leverage the symmetric cross-entropy loss function to measure the model quality, which can combat the label noise in gradient computations. Finally, extensive experiments show that the proposed CGBC can significantly improve the robustness and effectiveness of the smart contract vulnerability detection when contrasted with baselines.
We present MAGNET (Model Autonomously Growing Network), a decentralized system for autonomous generation, training, and serving of domain-expert language models across commodity hardware. MAGNET integrates four components: (1) autoresearch, an autonomous ML research pipeline that automates dataset generation, hyperparameter exploration, evaluation, and error-driven iteration; (2) BitNet b1.58 ternary training, enabling CPU-native inference via bitnet.cpp without GPU hardware; (3) DiLoCo-based distributed merging for communication-efficient aggregation of domain specialists; and (4) on-chain contribution tracking on the HOOTi EVM chain. We validate autoresearch through three case studies: video safety classification (balanced accuracy 0.9287 to 0.9851), cryptocurrency directional prediction (41% to 54.9% hit rate), and BitNet hyperparameter optimization (10-phase sweep, -16.7% validation loss).
Privacy-preserving aggregation is a cornerstone for AI systems that learn from distributed data without exposing individual records, especially in federated learning and telemetry. Existing two-server protocols (e.g., Prio and successors) set a practical baseline by validating inputs while preventing any single party from learning users' values, but they impose symmetric costs on both servers and communication that scales with the per-client input dimension $L$. Modern learning tasks routinely involve dimensionalities $L$ in the tens to hundreds of millions of model parameters. We present TAPAS, a two-server asymmetric private aggregation scheme that addresses these limitations along four dimensions: (i) no trusted setup or preprocessing, (ii) server-side communication that is independent of $L$ (iii) post-quantum security based solely on standard lattice assumptions (LWE, SIS), and (iv) stronger robustness with identifiable abort and full malicious security for the servers. A key design choice is intentional asymmetry: one server bears the $O(L)$ aggregation and verification work, while the other operates as a lightweight facilitator with computation independent of $L$. This reduces total cost, enables the secondary server to run on commodity hardware, and strengthens the non-collusion assumption of the servers. One of our main contributions is a suite of new and efficient lattice-based zero-knowledge proofs; to our knowledge, we are the first to establish privacy and correctness with identifiable abort in the two-server setting.
Bitcoin transaction networks are large scale socio- technical systems in which activities are represented through multi-hop interaction patterns. Graph Neural Networks(GNNs) have become a widely adopted tool for analyzing such systems, supporting tasks such as entity detection and transaction classification. Large-scale datasets like Elliptic have allowed for a rise in the analysis of these systems and in tasks such as fraud detection. In these settings, the amount of transactional context available to each node is determined by the neighborhood aggregation and sampling strategies, yet the interaction between these receptive fields and embedding geometry has received limited attention. In this work, we conduct a controlled comparison of Euclidean and tangent-space hyperbolic GNNs for node classification on a large Bitcoin transaction graph. By explicitly varying the neighborhood while keeping the model architecture and dimensionality fixed, we analyze the differences in two embedding spaces. We further examine optimization behavior and observe that joint selection of learning rate and curvature plays a critical role in stabilizing high-dimensional hyperbolic embeddings. Overall, our findings provide practical insights into the role of embedding geometry and neighborhood depth when modeling large-scale transaction networks, informing the deployment of hyperbolic GNNs for computational social systems.
We present NanoZK, a zero-knowledge proof system for verifiable LLM inference: clients and third-party auditors check that a provider executed the advertised model on a committed input without learning weights or activations. NanoZK introduces a layerwise proof framework that decomposes transformer inference into independently provable layers linked by a SHA-256 commitment chain, yielding constant-size sub-circuit proofs (3.5-3.7 KB; about 83 KB total at L=12), comparable in total size to and substantially more parallelizable than prior ZKML's monolithic 101-126 KB proofs. We prove compositional soundness and zero-knowledge under standard assumptions, design 16-bit lookup-table approximations for softmax, GELU, and normalization with measured perplexity degradation below 1e-4 across six model/dataset combinations, and add a Fisher-information-guided audit-budget triage as an efficiency tool (full soundness still requires verifying every layer). On CPU the MLP sub-circuit proves in about 6.3 s prove-only (about 43 s setup plus prove) with about 22 ms verification at any width; attention prove-only time scales from 0.9 s (d=16) to 184 s (d=256); full-block end-to-end proofs are measured to d=128, with a projected GPU time of about 68 s per block at d=768 from measured O(d^2) MSM scaling and a conservative 15-30x GPU-MSM speedup range based on Icicle's published 30x result for n >= 2^20 and extrapolated to the smaller-n regime. Privacy scope: NanoZK hides weights and activations from verifiers and auditors but does not hide the prompt from the prover; this is complementary to HE/MPC.
Mobile Edge Computing (MEC) technology has been introduced to enable could computing at the edge of the network in order to help resource limited mobile devices with time sensitive data processing tasks. In this paradigm, mobile devices can offload their computationally heavy tasks to more efficient nearby MEC servers via wireless communication. Consequently, the main focus of researches on the subject has been on development of efficient offloading schemes, leaving the privacy of mobile user out. While the Blockchain technology is used as the trust mechanism for secured sharing of the data, the privacy issues induced from wireless communication, namely, usage pattern and location privacy are the centerpiece of this work. The effects of these privacy concerns on the task offloading Markov Decision Process (MDP) is addressed and the MDP is solved using a Deep Recurrent Q-Netwrok (DRQN). The Numerical simulations are presented to show the effectiveness of the proposed method.
Mario Heidrich, Jeffrey Heidemann, Rüdiger Buchkremer, Gonzalo Wandosell Fernández de Bobadilla
While graph-derived signals are widely used in tabular learning, existing studies typically rely on limited experimental setups and average performance comparisons, leaving the statistical reliability and robustness of observed gains largely unexplored. Consequently, it remains unclear which signals provide consistent and robust improvements. This paper presents a taxonomy-driven empirical analysis of graph-derived signals for tabular machine learning. We propose a unified and reproducible evaluation protocol to systematically assess which categories of graph-derived signals yield statistically significant and robust performance improvements. The protocol provides an extensible setup for the controlled integration of diverse graph-derived signals into tabular learning pipelines. To ensure a fair and rigorous comparison, it incorporates automated hyperparameter optimization, multi-seed statistical evaluation, formal significance testing, and robustness analysis under graph perturbations. We demonstrate the protocol through an extensive case study on a large-scale, imbalanced cryptocurrency fraud detection dataset. The analysis identifies signal categories providing consistently reliable performance gains and offers interpretable insights into which graph-derived signals indicate fraud-discriminative structural patterns. Furthermore, robustness analyses reveal pronounced differences in how various signals handle missing or corrupted relational data. These findings demonstrate practical utility for fraud detection and illustrate how the proposed taxonomy-driven evaluation protocol can be applied in other application domains.
The high-frequency issuance and short-cycle speculation of meme tokens in decentralized finance (DeFi) have significantly amplified rug-pull risk. Existing approaches still struggle to provide stable early warning under scarce anomalies, incomplete labels, and limited interpretability. To address this issue, an end-to-end warning framework is proposed for BSC meme tokens, consisting of four stages: dataset construction and labeling, wash-trading pattern feature modeling, risk prediction, and error analysis. Methodologically, 12 token-level behavioral features are constructed based on three wash-trading patterns (Self, Matched, and Circular), unifying transaction-, address-, and flow-level signals into risk vectors. Supervised models are then employed to output warning scores and alert decisions. Under the current setting (7 tokens, 33,242 records), Random Forest outperforms Logistic Regression on core metrics, achieving AUC=0.9098, PR-AUC=0.9185, and F1=0.7429. Ablation results show that trade-level features are the primary performance driver (Delta PR-AUC=-0.1843 when removed), while address-level features provide stable complementary gain (Delta PR-AUC=-0.0573). The model also demonstrates actionable early-warning potential for a subset of samples, with a mean Lead Time (v1) of 3.8133 hours. The error profile (FP=1, FN=8) indicates that the current system is better positioned as a high-precision screener rather than a high-recall automatic alarm engine. The main contributions are threefold: an executable and reproducible rug-pull warning pipeline, empirical validation of multi-granularity wash-trading features under weak supervision, and deployment-oriented evidence through lead-time and error-bound analysis.
Standard sequential inference architectures are compromised by a normalizability crisis when confronted with extreme, structured outliers. By operating on unbounded parameter spaces, state-of-the-art estimators lack the intrinsic geometry required to appropriately sever anomalies, resulting in unbounded covariance inflation and mean divergence. This paper resolves this structural failure by analyzing the abstraction sequence of inference at the meta-prior level (S_2). We demonstrate that extremizing the action over an infinite-dimensional space requires a non-parametric field anchored by a pre-prior, as a uniform volume element mathematically does not exist. By utilizing strictly invariant Delta (or ν) Information Separations on the statistical manifold, we physically truncate the infinite tails of the spatial distribution. When evaluated as a Radon-Nikodym derivative against the base measure, the active parameter space compresses into a strictly finite, normalizable probability droplet. Empirical benchmarks across three domains--LiDAR maneuvering target tracking, high-frequency cryptocurrency order flow, and quantum state tomography--demonstrate that this bounded information geometry analytically truncates outliers, ensuring robust estimation without relying on infinite-tailed distributional assumptions.
Joel Lidin, Amir Sarfi, Erfan Miahi, Quentin Anthony · 9 authors
Recently, there has been increased interest in globally distributed training, which has the promise to both reduce training costs and democratize participation in building large-scale foundation models. However, existing models trained in a globally distributed manner are relatively small in scale and have only been trained with whitelisted participants. Therefore, they do not yet realize the full promise of democratized participation. In this report, we describe Covenant-72B, an LLM produced by the largest collaborative globally distributed pre-training run (in terms of both compute and model scale), which simultaneously allowed open, permissionless participation supported by a live blockchain protocol. We utilized a state-of-the-art communication-efficient optimizer, SparseLoCo, supporting dynamic participation with peers joining and leaving freely. Our model, pre-trained on approximately 1.1T tokens, performs competitively with fully centralized models pre-trained on similar or higher compute budgets, demonstrating that fully democratized, non-whitelisted participation is not only feasible, but can be achieved at unprecedented scale for a globally distributed pre-training run.
Justin Wang, Andreas Bigger, Xiaohai Xu, Jiahao Lin · 8 authors
Smart contracts on public blockchains now manage large amounts of value, and vulnerabilities in these systems can lead to substantial losses. As AI agents become more capable at reading, writing, and running code, it is natural to ask how well they can already navigate this landscape, both in ways that improve security and in ways that might increase risk. We introduce EVMbench, an evaluation that measures the ability of agents to detect, patch, and exploit smart contract vulnerabilities. EVMbench draws on 117 curated vulnerabilities from 40 repositories and, in the most realistic setting, uses programmatic grading based on tests and blockchain state under a local Ethereum execution environment. We evaluate a range of frontier agents and find that they are capable of discovering and exploiting vulnerabilities end-to-end against live blockchain instances. We release code, tasks, and tooling to support continued measurement of these capabilities and future work on security.
We study the deployment performance of machine learning based enforcement systems used in cryptocurrency anti money laundering (AML). Using forward looking and rolling evaluations on Bitcoin transaction data, we show that strong static classification metrics substantially overstate real world regulatory effectiveness. Temporal nonstationarity induces pronounced instability in cost sensitive enforcement thresholds, generating large and persistent excess regulatory losses relative to dynamically optimal benchmarks. The core failure arises from miscalibration of decision rules rather than from declining predictive accuracy per se. These findings underscore the fragility of fixed AML enforcement policies in evolving digital asset markets and motivate loss-based evaluation frameworks for regulatory oversight.
Time series forecasting enables early warning and has driven asset performance management from traditional planned maintenance to predictive maintenance. However, the lack of interpretability in forecasting methods undermines users' trust and complicates debugging for developers. Consequently, interpretable time-series forecasting has attracted increasing research attention. Nevertheless, existing methods suffer from several limitations, including insufficient modeling of temporal dependencies, lack of feature-level interpretability to support early warning, and difficulty in simultaneously achieving the accuracy and interpretability. This paper proposes the interpretable polynomial learning (IPL) method, which integrates interpretability into the model structure by explicitly modeling original features and their interactions of arbitrary order through polynomial representations. This design preserves temporal dependencies, provides feature-level interpretability, and offers a flexible trade-off between prediction accuracy and interpretability by adjusting the polynomial degree. We evaluate IPL on simulated and Bitcoin price data, showing that it achieves high prediction accuracy with superior interpretability compared with widely used explainability methods. Experiments on field-collected antenna data further demonstrate that IPL yields simpler and more efficient early warning mechanisms.
Decentralized financial platforms rely heavily on Web of Trust reputation systems to mitigate counterparty risk in the absence of centralized identity verification. However, these pseudonymous networks are inherently vulnerable to adversarial behaviors, such as Sybil attacks and camouflaged fraud, where malicious actors cultivate artificial reputations before executing exit scams. Traditional anomaly detection in this domain faces two critical limitations. First, reliance on naive statistical heuristics (e.g., flagging the lowest 5% of rated users) fails to distinguish between victims of bad-mouthing attacks and actual fraudsters. Second, standard Graph Neural Networks (GNNs) operate on the assumption of homophily and cannot effectively process the semantic inversion inherent in signed (trust vs. distrust) and directed (status) edges. We propose TAS-GNN (Topology-Aware Signed Graph Neural Network), a novel framework designed for feature-sparse signed networks like Bitcoin-Alpha. TAS-GNN integrates recursive Web-of-Trust labeling and a dual-channel message-passing architecture that separately models trust and distrust signals, fused through a Status-Aware Attention mechanism. Experiments demonstrate that TAS-GNN achieves state-of-the-art performance, significantly outperforming existing signed GNN baselines.
Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides a controlled comparison of nine architectures (Autoformer, DLinear, iTransformer, LSTM, ModernTCN, N-HiTS, PatchTST, TimesNet, and TimeXer) spanning Transformer, MLP, CNN, and RNN families across cryptocurrency, forex, and equity index markets at 4-hour and 24-hour horizons. A total of 918 experiments were conducted under a strict five-stage protocol including fixed-seed Bayesian hyperparameter optimization, configuration freezing per asset class, multi-seed retraining, uncertainty aggregation, and statistical validation. ModernTCN achieves the best mean rank (1.333) with a 75 percent first-place rate, followed by PatchTST (2.000). Results reveal a clear three-tier ranking structure and show that architecture explains nearly all performance variance, while seed randomness is negligible. Rankings remain stable across horizons despite 2 to 2.5 times error amplification. Directional accuracy remains near 50 percent across all configurations, indicating that MSE-trained models lack directional skill at hourly resolution. The findings highlight the importance of architectural inductive bias over raw parameter count and provide reproducible guidance for multi-step financial forecasting.
Dang Sy Duy, Nguyen Duy Chien, Kapil Dev, Jeff Nijsse
Graph neural networks (GNNs) offer a principled approach to financial fraud detection by jointly learning from node features and transaction graph topology. However, their effectiveness on real-world anti-money laundering (AML) benchmarks depends critically on training practices such as specifically weight initialisation and normalisation that remain underexplored. We present a systematic ablation of initialisation and normalisation strategies across three GNN architectures (GCN, GAT, and GraphSAGE) on the Elliptic Bitcoin dataset. Our experiments reveal that initialisation and normalisation are architecture-dependent: GraphSAGE achieves the strongest performance with Xavier initialisation alone, GAT benefits most from combining GraphNorm with Xavier initialisation, while GCN shows limited sensitivity to these modifications. These findings offer practical, architecture-specific guidance for deploying GNNs in AML pipelines for datasets with severe class imbalance. We release a reproducible experimental framework with temporal data splits, seeded runs, and full ablation results.
Shuang Liang, Yang Hua, Linshan Jiang, Peishen Yan · 7 authors
In open Federated Learning (FL) environments where no central authority exists, ensuring collaboration fairness relies on decentralized reward settlement, yet the prohibitive cost of permissionless blockchains directly clashes with the high-frequency, iterative nature of model training. Existing solutions either compromise decentralization or suffer from scalability bottlenecks due to linear on-chain costs. To address this, we present SettleFL, a trustless and scalable reward settlement protocol designed to minimize total economic friction by offering a family of two interoperable protocols. Leveraging a shared domain-specific circuit architecture, SettleFL offers two interoperable strategies: (1) a Commit-and-Challenge variant that minimizes on-chain costs via optimistic execution and dispute-driven arbitration, and (2) a Commit-with-Proof variant that guarantees instant finality through per-round validity proofs. This design allows the protocol to flexibly adapt to varying latency and cost constraints while enforcing rational robustness without trusted coordination. We conduct extensive experiments combining real FL workloads and controlled simulations. Results show that SettleFL remains practical when scaling to 800 participants, achieving substantially lower gas cost.
Oshani Seneviratne, Fernando Spadea, Adrien Pavao, Aaron Micah Green · 5 authors
Temporal Web analytics increasingly relies on large-scale, longitudinal data to understand how users, content, and systems evolve over time. A rapidly growing frontier is the \emph{Temporal Web3}: decentralized platforms whose behavior is recorded as immutable, time-stamped event streams. Despite the richness of this data, the field lacks shared, reproducible benchmarks that capture real-world temporal dynamics, specifically censoring and non-stationarity, across extended horizons. This absence slows methodological progress and limits the transfer of techniques between Web3 and broader Web domains. In this paper, we present the \textit{FinSurvival Challenge 2025} as a case study in benchmarking \emph{temporal Web3 intelligence}. Using 21.8 million transaction records from the Aave v3 protocol, the challenge operationalized 16 survival prediction tasks to model user behavior transitions.We detail the benchmark design and the winning solutions, highlighting how domain-aware temporal feature construction significantly outperformed generic modeling approaches. Furthermore, we distill lessons for next-generation temporal benchmarks, arguing that Web3 systems provide a high-fidelity sandbox for studying temporal challenges, such as churn, risk, and evolution that are fundamental to the wider Web.
Time-series forecasting is a critical task across many domains, from engineering to economics, where accurate predictions drive strategic decisions. However, applying advanced deep learning models in challenging, volatile domains like finance is difficult due to the inherent limitation and dynamic nature of financial time series data. This scarcity often results in sub-optimal model training and poor generalization. The fundamental challenge lies in determining how to reliably augment scarce financial time series data to enhance the predictive accuracy of deep learning forecasting models. Our main contribution is a demonstration of how Generative Adversarial Networks (GANs) can effectively serve as a data augmentation tool to overcome data scarcity in the financial domain. Specifically, we show that training a Long Short-Term Memory (LSTM) forecasting model on a dataset augmented with synthetic data generated by a transformer-based GAN (TTS-GAN) significantly improves the forecasting accuracy compared to using real data alone. We confirm these results across different financial time series (Bitcoin and S\&P500 price data) and various forecasting horizons. Furthermore, we propose a novel, time series specific quality metric that combines Dynamic Time Warping (DTW) and a modified Deep Dataset Dissimilarity Measure (DeD-iMs) to reliably monitor the training progress and evaluate the quality of the generated data. These findings provide compelling evidence for the benefits of GAN-based data augmentation in enhancing financial predictive capabilities.
Arka Pal, Louai Zahran, William Gvozdjak, Akilesh Potti · 5 authors
As large language models (LLMs) continue to grow in size, fewer users are able to host and run models locally. This has led to increased use of third-party hosting services. However, in this setting, there is a lack of guarantees on the computation performed by the inference provider. For example, a dishonest provider may replace an expensive large model with a cheaper-to-run weaker model and return the results from the weaker model to the user. Existing tools to verify inference typically rely on methods from cryptography such as zero-knowledge proofs (ZKPs), but these add significant computational overhead, and remain infeasible for use for large models. In this work, we develop a new insight -- that given a method for performing private LLM inference, one can obtain forms of verified inference at marginal extra cost. Specifically, we propose two new protocols which leverage privacy-preserving LLM inference in order to provide guarantees over the inference that was carried out. Our approaches are cheap, requiring the addition of a few extra tokens of computation, and have little to no downstream impact. As the fastest privacy-preserving inference methods are typically faster than ZK methods, the proposed protocols also improve verification runtime. Our work provides novel insights into the connections between privacy and verifiability in LLM inference.
Blockchains are widely used for secure transaction processing, but their scalability remains limited, and existing multichain designs are typically static even as demand and capacity shift. We cast blockchain configuration as a multiagent resource-allocation problem: applications and operators declare demand, capacity, and price bounds; an optimizer groups them into ephemeral chains each epoch and sets a chain-level clearing price. The objective maximizes a governance-weighted combination of normalized utilities for applications, operators, and the system. The model is modular -- accommodating capability compatibility, application-type diversity, and epoch-to-epoch stability -- and can be solved off-chain with outcomes verifiable on-chain. We analyze fairness and incentive issues and present simulations that highlight trade-offs among throughput, decentralization, operator yield, and service stability.
Sihao Hu, Selim Furkan Tekin, Yichang Xu, Ling Liu
Launchpads have become the dominant mechanism for issuing memecoins, exposing investors to a new class of high-risk launches that existing rug-pull detection methods cannot capture. We argue that detecting these threats requires structured behavioral traces that underlie raw heterogeneous blockchain data, i.e., how insiders accumulate, coordinate, and unwind positions. To enable such analysis, we introduce MELT (MEmecoin Launch Trace, the first behavioral trace dataset for analyzing and detecting high-risk memecoin launches on Solana. MELT covers 41k+ memecoin launches with 200M+ transactions parsed into typed behavioral records that distinguish swaps, wash trades, transfers, and mints. Beyond per-account behaviors, MELT contributes bundle-trace data that links accounts controlled by the same entity, revealing that, on average, 36.5% of token supply is held by coordinated accounts, a concealment strategy that disguises the true ownership concentration from unsuspecting buyers. On top of these traces, MELT provides 122 behavioral features and risk-level annotations, enabling supervised learning at a population scale. We benchmark representative ML models on the high-risk launch detection task. Integrating their predictions into a simple memecoin selection strategy reduces investment loss significantly, demonstrating that behavioral traces can be translated into risk mitigation. Our dataset and code is available at https://github.com/git-disl/MELT.
Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and generalization across diverse market conditions. This research presents a hybrid stacked-generalization framework, TFT-ACB-XML, for BTC closing price prediction. The framework integrates two parallel base learners: a customized Temporal Fusion Transformer (TFT) and an Attention-Customized Bidirectional Long Short-Term Memory network (ACB), followed by an XGBoost regressor as the meta-learner. The customized TFT model handles long-range dependencies and global temporal dynamics via variable selection networks and interpretable single-head attention. The ACB module uses a new attention mechanism alongside the customized BiLSTM to capture short-term sequential dependencies. Predictions from both customized TFT and ACB are weighted through an error-reciprocal weighting strategy. These weights are derived from validation performance, where a model showing lower prediction error receives a higher weight. Finally, the framework concatenates these weighted outputs into a feature vector and feeds the vector to an XGBoost regressor, which captures non-linear residuals and produces the final BTC closing price prediction. Empirical validation using BTC data from October 1, 2014, to January 5, 2026, shows improved performance of the proposed framework compared to recent Deep Learning and Transformer baseline models. The results show a MAPE of 0.65%, an MAE of 198.15, and an RMSE of 258.30 for one-step-ahead out-of-sample under a walk-forward evaluation on the test block. The evaluation period spans the 2024 BTC halving and the spot ETFs (exchange-traded funds) period, which coincide with major liquidity and volatility shifts.