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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,738 papers · 148 categories

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54108162216 · Jun 202019922001200920172026
48 results for Anomaly Interpretability

ReGEN-TAD detects anomalies in financial time series with interpretable models.

problem Detecting anomalies in complex financial time series with high-dimensional data.
method Integrates machine learning with econometric diagnostics in a refined convolutional--transformer architecture.
result Unified anomaly score without labeled data, robust to structured deviations.

A new method for detecting anomalies in large, high-dimensional data streams using probabilistic forest models.

problem Challenges in detecting anomalies in large, high-dimensional data.
method Probabilistic Mondrian Pólya Forests for summarizing data and estimating underlying probability density.
result State-of-the-art performance with interpretable anomaly scores.

Proposes methods to improve interpretability of Isolation Forest for anomaly detection.

problem Lack of interpretability in Isolation Forest.
method Defines feature importance scores and unsupervised feature selection methods.
result Improves interpretability of Isolation Forest for anomaly detection.

TAMA uses LMMs to detect and interpret anomalies in time series data with few labels.

problem Challenges in manual feature engineering and extensive labeled training data for TSAD.
method Leverages LMMs to convert time series into visual formats for few-shot in-context learning.
result Consistently outperforms state-of-the-art methods in TSAD tasks.

Paper tackles anomaly detection and RCA in dynamical systems using ICODE Networks.

problem Anomalies in dynamical systems impact performance and reliability.
method Proposes ICODE Networks for anomaly detection, RCA, and type classification.
result Demonstrates the ability to accurately detect anomalies, classify types, and pinpoint origins.

Improves interpretability of anomaly scores in GBRBM-based detection.

problem Difficulty in setting a proper threshold for anomaly scores.
method Proposes a measure based on cumulative distribution and uses simulated annealing for evaluation.
result Established a guideline for setting the threshold using the interpretable measure.

A new method combines generative and feature-based approaches for unsupervised anomaly detection.

problem Identifying subtle anomalies in test samples compared to a normative distribution.
method A generative cold-diffusion pipeline trained to restore synthetically-corrupted images, combined with a novel synthetic anomaly generation procedure and ensembling restorations.
result Surpasses prior state-of-the-art for unsupervised anomaly detection in three Brain MRI datasets.

Novel framework for contextual anomaly detection models uncertainty.

problem Identifying anomalies in target variables influenced by contextual variables.
method Normalcy score (NS) framework using heteroscedastic Gaussian process regression.
result NS outperforms state-of-the-art methods in detection accuracy and interpretability.

Anomaly detection has numerous applications and has been studied vastly. We consider a complementary problem that has a much sparser literature: anomaly description. Interpretation of anomalies is crucial for practitioners for sense-making, troubleshooting, and planning actions. To this end, we present a new approach c…

2017-08-20abs ↗pdf ↗

MEMGAN uses memory to improve anomaly detection by isolating abnormal data.

problem Weak guarantees for detecting anomalous data in classical algorithms.
method Memory-augmented Generative Adversarial Networks (MEMGAN) with a memory module.
result MEMGAN provides strong guarantees for anomaly detection with improved reconstruction.

We analyze global anomalies for elementary Type II strings in the presence of D-branes. Global anomaly cancellation gives a restriction on the D-brane topology. This restriction makes possible the interpretation of D-brane charge as an element of K-theory.

1999-07-26abs ↗pdf ↗

Enhanced Extended Isolation Forest (EIF+) improves anomaly detection and provides interpretable explanations.

problem Detecting anomalies in complex datasets and explaining model predictions.
method Extended Isolation Forest (EIF) and Extended Isolation Forest Feature Importance (ExIFFI) methods.
result EIF+ outperforms EIF in detecting unseen anomalies and provides better generalization.

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the source of the problem that produced the anomaly is also essential. This is particularly the case in aircraft engine health monitoring where detecting early signs of failure (anomalies) and helping the engine …

2014-09-16abs ↗pdf ↗

FuBIF enhances AD by using real-valued functions for more flexible anomaly detection.

problem Limitations of the Isolation Forest in adaptability and bias.
method Introduces FuBIF, a generalization of IF using real-valued functions for branching in evaluation trees.
result FuBIF significantly improves flexibility and evaluation tree construction.

OracleAD detects multivariate time series anomalies without labels.

problem Rare and unlabeled multivariate time series anomalies.
method OracleAD encodes past sequences into causal embeddings, projects them into a latent space, and identifies anomalies based on deviations from a stable latent structure.
result OracleAD achieves state-of-the-art results and is interpretable.

TimeInf estimates data contribution in time series data, improving model performance and anomaly detection.

problem Estimating data contribution in time series datasets with temporal dependencies.
method Model-agnostic data contribution estimation method using influence scores.
result TimeInf effectively detects time series anomalies and outperforms existing methods.

The main new result here is the cancellation of global anomalies in the Type I superstring, with and without D-branes. Our argument here depends on a precise interpretation of the 2-form abelian gauge field using KO-theory; then the anomaly cancellation follows from a geometric form of the full Atiyah-Singer index theo…

2000-11-24abs ↗pdf ↗

Novel method improves load estimation in power grids using anomaly and change point detection.

problem Improving load estimation in power grid systems.
method Combining unsupervised anomaly and change point detection methods for automatic filtering.
result Automatic load estimation is accurate with 90% estimates within a 10% error margin.

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and clustering problems, but has not seen as much research in the context of outlier detecti…

2016-10-24abs ↗pdf ↗

PPC detects anomalies in high-dimensional data efficiently.

problem Scalability issues and reduced performance with high-dimensional data.
method Probabilistic Predictive Coding (PPC) learns latent representations and predicts uncertainties.
result PPC achieves linear time complexity and high adaptability.

The paper proposes a method to generate diverse counterfactual explanations for anomaly detection in time series data.

problem Lack of helpful explanations for anomaly detection models in time series data.
method Model-agnostic algorithm that generates diverse counterfactual examples for anomaly detection models.
result The method produces counterfactual examples that are not considered anomalous by the detection model and satisfy validity, plausibility, and closeness criteria.

Ensuring secure and reliable operations of the power grid is a primary concern of system operators. Phasor measurement units (PMUs) are rapidly being deployed in the grid to provide fast-sampled operational data that should enable quicker decision-making. This work presents a general interpretable framework for analyzi…

2019-11-14abs ↗pdf ↗

FCDD explains deep anomaly detection by mapping anomalies away and providing heatmap explanations.

problem Deep one-class classification's non-linear transformation makes it hard to interpret.
method FCDD learns a mapping that concentrates nominal samples, maps anomalies away, and provides heatmap explanations.
result FCDD sets a new state of the art in unsupervised anomaly detection on MVTec-AD.

We initiate the study of a new nonlinear parabolic equation on a Riemann surface. The evolution equation arises as a reduction of the Anomaly flow on a fibration. We obtain a criterion for long-time existence for this flow, and give a range of initial data where a singularity forms in finite time, as well as a range of…

2017-11-22abs ↗pdf ↗

New index improves anomaly detection in correlated time series data.

problem Challenges in evaluating cluster quality for anomaly detection.
method Introduced Synchronized Anomaly Agreement Index (SAAI) to assess cluster quality.
result Maximizing SAAI improves anomaly detection accuracy by 0.23 compared to SSC and by 0.32 compared to X-Means.

Enhances anomaly detection in financial markets using AI agents.

problem Manual verification of financial market anomalies is time-consuming and error-prone.
method A multi-agent LLM framework for automated anomaly detection.
result Framework reduces human intervention and improves efficiency and accuracy.

The study formalizes temporal precision and recall for anomaly detection in sequences.

problem Insufficient understanding of precision and recall in sequential anomaly detection.
method Formalized temporal precision and recall measures, developed time-tolerant confusion matrices, and demonstrated statistical significance.
result Precision and recall may overestimate performance with temporal tolerance.

New model explains low-volatility anomaly using adaptive multi-factor approach.

problem Explaining the low-volatility anomaly in stock markets.
method Used Adaptive Multi-Factor (AMF) model with GIBS algorithm to identify significant risk factors.
result Low-volatility portfolios perform better due to loaded risk factors, not just low volatility.

ProtoX-AD: A self-explainable time series anomaly detection framework

problem Lack of explainability in self-supervised time series anomaly detection
method Learning transformation-aware latent representations and interpretable prototypes
result Achieves detection performance comparable to black-box methods while offering more consistent and semantically meaningful explanations

Deep approaches to anomaly detection have recently shown promising results over shallow methods on large and complex datasets. Typically anomaly detection is treated as an unsupervised learning problem. In practice however, one may have---in addition to a large set of unlabeled samples---access to a small pool of label…

2019-06-06abs ↗pdf ↗