Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks
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- Ľubomír Králik & Martin Kontšek & Ondrej Škvarek & Martin Klimo, 2024. "GAN-Based Anomaly Detection Tailored for Classifiers," Mathematics, MDPI, vol. 12(10), pages 1-22, May.
- Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024. "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers 2406.11903, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-10-24 (Big Data)
- NEP-ECM-2022-10-24 (Econometrics)
- NEP-ETS-2022-10-24 (Econometric Time Series)
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