ML-QuantSubscribe

SSRNML & AI Methods

Explainable Autoencoder Anomaly Detection

The suggested model uses an explainable variational autoencoder to detect anomalies in multivariate time series data, overcoming issues of large data size, unknown anomalies, and unclear deep learning detection methods.

Featured in No. 48 on 8 May 2024 · 1 day after release

Released
7 May 2024
First featured
No. 48 · 8 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4819146

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page