Anomaly detection with an Application to Financial Data
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- Indbinding:
- Paperback
- Sideantal:
- 100
- Udgivet:
- 16. maj 2018
- Størrelse:
- 150x6x220 mm.
- Vægt:
- 167 g.
- 2-3 uger.
- 25. november 2024
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- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
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Ingen binding og kan opsiges når som helst.
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Anomaly detection with an Application to Financial Data
This book is focused on the analysis of the anomalies: an anomaly is something which is inconsistent with, or deviating from, what is usual, normal, or expected. The majority of the methods is based on a binary classification of data instances as either anomalous or not anomalous; this method creates levels of anomaly by the use ofa bayesian approach to assess the probability of occurrence of a particular data instance given a small history of data. An application of the method to returns of financial transactions is present: in this field having different degrees of anomaly can lead to bigger or smaller size for a position during high frequency trading leading to bigger profits and smaller losses.
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