Dr. James McCaffrey of Microsoft Research provides full code and step-by-step examples of anomaly detection, used to find items in a dataset that are different from the majority for tasks like ...

The co-movement of financial assets is a tricky thing to measure. It is dynamic and prone to significant shifts during market upheavals. One possible approach could be to use some form of principal ...

Bryan Lim, Stefan Zohren and Stephen Roberts propose a real-time indicator to detect temporary increases in asset co-movements that they call the autoencoder reconstruction ratio (ARR), which measures ...

Dr. James McCaffrey of Microsoft Research provides full code and step-by-step examples of anomaly detection, used to find items in a dataset that are different from the majority for tasks like ...