Establishes correspondence between anomaly detection and functional renormalization group flow of non-equilibrium field theories, benchmarked on 2D Ising model identifying critical thresholds with <4% error.
Noise Dressing of Financial Correlation Matrices
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Field Theory of Data: Anomaly Detection via the Functional Renormalization Group. The 2D Ising Model as a Benchmark
Establishes correspondence between anomaly detection and functional renormalization group flow of non-equilibrium field theories, benchmarked on 2D Ising model identifying critical thresholds with <4% error.
- Geometric Observables for Financial Regime Detection