Anomaly detection with an Application to Financial Data - Barbara, Fadi
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This book is focused on the analysis of the anomalies: an anomaly is something which is inconsistent with, or deviating from, what is usual, normal, or expected. The majority of the methods is based on a binary classification of data instances as either anomalous or not anomalous; this method creates levels of anomaly by the use ofa bayesian approach to assess the probability of occurrence of a particular data instance given a small history of data. An application of the method to returns of financial transactions is present: in this field having different degrees of anomaly can lead to bigger…mehr

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Produktbeschreibung
This book is focused on the analysis of the anomalies: an anomaly is something which is inconsistent with, or deviating from, what is usual, normal, or expected. The majority of the methods is based on a binary classification of data instances as either anomalous or not anomalous; this method creates levels of anomaly by the use ofa bayesian approach to assess the probability of occurrence of a particular data instance given a small history of data. An application of the method to returns of financial transactions is present: in this field having different degrees of anomaly can lead to bigger or smaller size for a position during high frequency trading leading to bigger profits and smaller losses.
Autorenporträt
Fadi Barbara was born on April 30th, 1989 in Italy. In 2008 he started Mathematics in the University of Turin. After the invention of Bitcoin, he decided to study and write a thesis on zero knowledge proofs for his Bachelor Degree and developed an algorithmic trading method for his Master Degree.