Ensemble anomaly detection framework for real-time risk calculation monitoring outperforms single methods with F1 scores of 61-79% on proprietary credit-derivatives data using injected anomalies.
Capital and risk: new evidence on implications of large operational losses
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How to spot outliers: an Ensemble Anomaly Detection Framework
Ensemble anomaly detection framework for real-time risk calculation monitoring outperforms single methods with F1 scores of 61-79% on proprietary credit-derivatives data using injected anomalies.