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Noureddine Lehdili
Publication Activity (10 Years)
Years Active: 2018-2022
Publications (10 Years): 2
Top Topics
Efficient Computation
Principal Component Analysis
Financial Time Series
Detect Anomalies
Top Venues
Risk Decis. Anal.
Algorithms
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Publications
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Stéphane Crépey
,
Noureddine Lehdili
,
Nisrine Madhar
,
Maud Thomas
Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks.
Algorithms
15 (10) (2022)
Noureddine Lehdili
,
Arshia Givi
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge.
Risk Decis. Anal.
7 (3-4) (2018)