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Anomaly detection with an Application to Financial Data

Anomaly detection with an Application to Financial Dataaf Fadi Barbara
Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783330783119
  • Indbinding:
  • Paperback
  • Sideantal:
  • 100
  • Udgivet:
  • 16. maj 2018
  • Størrelse:
  • 150x6x220 mm.
  • Vægt:
  • 167 g.
  • 2-3 uger.
  • 25. november 2024
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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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