Anomaly Detection on Financial Time Series by Principal Component
Analysis and Neural Networks

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Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks

22 September 2022

Stéphane Crépey Lpsm

Lehdili Noureddine

Nisrine Madhar Lpsm

Maud Thomas Lpsm

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Papers citing "Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks"

17 / 17 papers shown

Title
Applications of Signature Methods to Market Anomaly Detection Erdinç Akyıldırım Matteo Gambara Josef Teichmann Syang Zhou 129 21 0 07 Jan 2022
Anomaly Detection in Univariate Time-series: A Survey on the State-of-the-Art Mohammad Braei Sebastian Wagner AI4TS 36 194 0 01 Apr 2020
Time Series Data Augmentation for Deep Learning: A Survey Qingsong Wen Liang Sun Fan Yang Xiaomin Song Jing Gao Xue Wang Huan Xu AI4TS 73 644 0 27 Feb 2020
RobustTAD: Robust Time Series Anomaly Detection via Decomposition and Convolutional Neural Networks Jing Gao Xiaomin Song Qingsong Wen Pichao Wang Liang Sun Huan Xu AI4TS 57 134 0 21 Feb 2020
XGBOD: Improving Supervised Outlier Detection with Unsupervised Representation Learning Yue Zhao Maciej K. Hryniewicki 72 121 0 01 Dec 2019
ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels Angus Dempster Franccois Petitjean Geoffrey I. Webb AI4TS 78 780 0 29 Oct 2019
Faster Algorithms for High-Dimensional Robust Covariance Estimation Yu Cheng Ilias Diakonikolas Rong Ge David P. Woodruff 59 66 0 11 Jun 2019
Deep Semi-Supervised Anomaly Detection Lukas Ruff Robert A. Vandermeulen Nico Görnitz Alexander Binder Emmanuel Müller K. Müller Marius Kloft UQCV 58 547 0 06 Jun 2019
Extended Isolation Forest Li Tang Konstantinos Konstantinidis R. Brunner 150 290 0 06 Nov 2018
Real-Time Nonparametric Anomaly Detection in High-Dimensional Settings Mehmet Necip Kurt Y. Yilmaz Xiaodong Wang AI4TS 49 52 0 14 Sep 2018
Limiting the Reconstruction Capability of Generative Neural Network using Negative Learning Asim Munawar Phongtharin Vinayavekhin Giovanni De Magistris 48 47 0 16 Aug 2017
Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs Cristóbal Esteban Stephanie L. Hyland Gunnar Rätsch GAN SyDa MedIm 112 791 0 08 Jun 2017
Data Augmentation of Wearable Sensor Data for Parkinson's Disease Monitoring using Convolutional Neural Networks T. T. Um Franz MJ Pfister Daniel C. Pichler Satoshi Endo Muriel Lang Sandra Hirche U. Fietzek Dana Kulić 90 681 0 02 Jun 2017
Statistical Anomaly Detection via Composite Hypothesis Testing for Markov Models Jing Zhang I. Paschalidis 26 24 0 27 Feb 2017
Multi-Scale Convolutional Neural Networks for Time Series Classification Zhicheng Cui Wenlin Chen Yixin Chen 47 566 0 22 Mar 2016
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 2.1K 150,364 0 22 Dec 2014
Toward Supervised Anomaly Detection Nico Görnitz Marius Kloft Konrad Rieck Ulf Brefeld AAML 75 387 0 23 Jan 2014