Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks
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More about this item
Keywords
anomaly detection; financial time series; principal component analysis; neural network; density estimation; missing data; market risk; value at risk;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-10-24 (Big Data)
- NEP-CMP-2022-10-24 (Computational Economics)
- NEP-RMG-2022-10-24 (Risk Management)
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