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.
Detecting anomalies in financial data using machine learning algorithms
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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.