Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks.
Stéphane CrépeyNoureddine LehdiliNisrine MadharMaud ThomasPublished in: Algorithms (2022)
Keyphrases
- anomaly detection
- financial time series
- neural network
- principal component analysis
- stock market
- connectionist systems
- intrusion detection
- non stationary
- financial data
- detecting anomalies
- network intrusion detection
- anomalous behavior
- exchange rate
- stock price
- dimensionality reduction
- pattern recognition
- dimension reduction
- singular value decomposition
- network traffic
- unsupervised learning
- intrusion detection system
- low dimensional
- detect anomalies
- linear discriminant analysis
- short term
- multivariate time series
- network anomaly detection
- long term
- feature space
- one class support vector machines
- self organizing maps
- knn
- feature extraction
- image sequences