Randomized geometric tools for anomaly detection in stock markets.
Cyril BachelardApostolos ChalkisVissarion FisikopoulosElias P. TsigaridasPublished in: CoRR (2022)
Keyphrases
- anomaly detection
- stock market
- intrusion detection
- detecting anomalies
- anomalous behavior
- network intrusion detection
- trading rules
- detect anomalies
- unsupervised learning
- short term
- network traffic
- detecting anomalous
- network anomaly detection
- stock returns
- one class support vector machines
- financial data
- stock price
- intrusion detection system
- stock exchange
- stock data
- negative selection algorithm
- monetary policy
- financial time series
- garch model
- data mining
- trading systems
- machine learning