Randomized geometric tools for anomaly detection in stock markets.
Cyril BachelardApostolos ChalkisVissarion FisikopoulosElias P. TsigaridasPublished in: AISTATS (2023)
Keyphrases
- anomaly detection
- stock market
- intrusion detection
- detecting anomalies
- anomalous behavior
- stock exchange
- short term
- network traffic
- financial data
- financial markets
- network intrusion detection
- network anomaly detection
- intrusion detection system
- financial time series
- unsupervised learning
- stock returns
- cumulative sum
- trading rules
- stock data
- detect anomalies
- negative selection algorithm
- detecting anomalous
- monetary policy
- one class support vector machines
- long term
- pairwise
- probabilistic model