Pavel Chernakov

Nesryne Mejri, Laura Lopez-Fuentes, Kankana Roy et al.

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent state-of-the-art techniques taking into account real-world constraints is still needed. Some efforts have been made to compare existing unsupervised time-series anomaly detection methods rigorously. However, only standard performance metrics, namely precision, recall, and F1-score are usually considered. Essential aspects for assessing their practical relevance are therefore neglected. This paper proposes an in-depth evaluation study of recent unsupervised anomaly detection techniques in time-series. Instead of relying solely on standard performance metrics, additional yet informative metrics and protocols are taken into account. In particular, (i) more elaborate performance metrics specifically tailored for time-series are used; (ii) the model size and the model stability are studied; (iii) an analysis of the tested approaches with respect to the anomaly type is provided; and (iv) a clear and unique protocol is followed for all experiments. Overall, this extensive analysis aims to assess the maturity of state-of-the-art time-series anomaly detection, give insights regarding their applicability under real-world setups and provide to the community a more complete evaluation protocol.

Pavel Chernakov, Sasan Jafarnejad, Raphaël Frank

Adverse media screening is a critical component of anti-money laundering (AML) and know-your-customer (KYC) compliance processes in financial institutions. Traditional approaches rely on keyword-based searches that generate high false-positive rates or require extensive manual review. We present an agentic system that leverages Large Language Models (LLMs) with Retrieval-Augmented Generation (RAG) to automate adverse media screening. Our system implements a multi-step approach where an LLM agent searches the web, retrieves and processes relevant documents, and computes an Adverse Media Index (AMI) score for each subject. We evaluate our approach using multiple LLM backends on a dataset comprising Politically Exposed Persons (PEPs), persons from regulatory watchlists, and sanctioned persons from OpenSanctions and clean names from academic sources, demonstrating the system's ability to distinguish between high-risk and low-risk individuals.

Nesryne Mejri, Enjie Ghorbel, Anis Kacem et al.

This paper introduces the first fully unsupervised domain adaptation (UDA) framework for unsupervised anomaly detection (UAD). The performance of UAD techniques degrades significantly in the presence of a domain shift, difficult to avoid in a real-world setting. While UDA has contributed to solving this issue in binary and multi-class classification, such a strategy is ill-posed in UAD. This might be explained by the unsupervised nature of the two tasks, namely, domain adaptation and anomaly detection. Herein, we first formulate this problem that we call the two-fold unsupervised curse. Then, we propose a pioneering solution to this curse, considered intractable so far, by assuming that anomalies are rare. Specifically, we leverage clustering techniques to identify a dominant cluster in the target feature space. Posed as the normal cluster, the latter is aligned with the source normal features. Concretely, given a one-class source set and an unlabeled target set composed mostly of normal data and some anomalies, we fit the source features within a hypersphere while jointly aligning them with the features of the dominant cluster from the target set. The paper provides extensive experiments and analysis on common adaptation benchmarks for anomaly detection, demonstrating the relevance of both the newly introduced paradigm and the proposed approach. The code will be made publicly available.