SSRNTrading, Microstructure & Execution
Deep Unsupervised Anomaly Detection in High-Frequency Markets
A new anomaly detection framework for stock trading data uses a modified Transformer autoencoder to spot fraudulent time series.
Featured in No. 7 on 12 Jul 2023 · 6 days after release · 0 citations today
- Released
- 6 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4502662
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