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arXiv research

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.

168,695 papers · 148 categories

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23466891 · Jun 202019922001200920172026
48 results for anomaly response

Ensemble unsupervised anomaly detection using IRT for hidden ground truth.

problem Challenges in constructing an ensemble from unsupervised anomaly detection methods.
method Use Item Response Theory to compute latent traits and construct an ensemble that downplays noisy methods.
result Demonstrated effectiveness of IRT ensemble on extensive data repository.

Study finds anomalies in high-frequency S&P 500 price changes.

problem Anomalies in high-frequency S&P 500 price changes.
method Using NBBO event-time data, the study forms pairs of backward and forward price increments, standardizes them, and estimates expected responses on a fine grid of push magnitudes.
result Persistent structural shift in expected responses: near zero for short lags, pronounced tails for long lags, indicating correlation between larger historical pushes and nonzero responses.

TPA-AD detects axle-box bearing anomalies using pseudo anomalies near normal boundaries.

problem Detecting axle-box bearing anomalies with only normal training data.
method Two-stage approach: pseudo anomalies, contrastive learning, KNN.
result Improves anomaly detection separability and sensitivity to degradation.

This paper reviews self-supervised learning methods for time series anomaly detection.

problem Challenges in traditional unsupervised methods for time series anomaly detection.
method Self-supervised learning techniques for time series anomaly detection.
result Enhanced performance of anomaly detectors through self-supervised learning.

Co-TSFA improves time series forecasting by distinguishing between short-lived and persistent anomalies.

problem Standard forecasting models fail to distinguish between short-lived and persistent anomalies, leading to overreaction or underreaction.
method Co-TSFA learns to ignore forecast-irrelevant anomalies and respond to forecast-relevant ones through input-only and input-output augmentations and a latent-output alignment loss.
result Co-TSFA improves performance under anomalous conditions while maintaining accuracy on normal data.

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.

Transcriptomics response of SK-N-AS cells to methamidophos (an acetylcholine esterase inhibitor) exposure was measured at 10 time points between 0.5 and 48 h. The data was analyzed using a combination of traditional statistical methods and novel machine learning algorithms for detecting anomalous behavior and infer cau…

2019-08-11abs ↗pdf ↗

Mahalanobis distance detects anomalies well, but not for classification.

problem Detecting anomalies in neural classifier outputs.
method Analyzes Mahalanobis distance-based anomaly detection method, revealing its reliance on information not useful for classification.
result Combining Mahalanobis and ODIN methods improves anomaly detection performance and robustness.

DPGIIL clusters structural anomalies using transmissibility functions with deep learning and Dirichlet process.

problem Clustering structural anomalies in high-dimensional streaming data with optimal cluster number determination.
method Combines Dirichlet process and deep generative models for incremental learning and anomaly detection.
result DPGIIL outperforms traditional methods in anomaly detection and clustering.

This paper improves anomaly detection in lane rendering images for safer navigation.

problem Anomalies in lane rendering images can mislead drivers, posing safety risks.
method Proposes a four-phase pipeline using Transformer models, self-supervised pre-training, and fine-tuning.
result The pipeline enhances detection accuracy and reduces training time.

GANs improve anomaly detection in power plants, achieving nearly perfect classification.

problem Anomaly detection in power generation plants to identify irregularities.
method Used Generative Adversarial Networks (GANs) for anomaly detection in power generation plants.
result GANs achieved an accuracy rate of 98.99% in anomaly detection, significantly improved by data augmentation.

Trimming helps in conformal prediction when it separates anomaly scores.

problem Effectiveness of trimming in conformal prediction under contamination.
method Analyse fixed-threshold trimming as a replacement of the contaminated calibration law with a retained law.
result Trimming helps when it separates anomaly scores, reducing clean-target coverage to a one-dimensional score-CDF transfer problem.

Deep learning transforms time series into images for anomaly detection in industrial assets.

problem Detecting anomalies in time series data from industrial assets.
method Transforming time series data into image-like representations and using them as inputs for deep learning models.
result Some encodings provide competitive results for anomaly detection in industrial asset monitoring.

Energy Transformer integrates attention, energy models, and associative memory.

problem Lack of clear theoretical foundations in attention mechanisms and straightforward design of energy functions in energy-based models.
method Proposes Energy Transformer, a sequence of attention layers with a specifically engineered energy function.
result Obtained strong results on graph anomaly detection and classification tasks.

Improves anomaly detection with contaminated unlabeled data.

problem Weakness in existing semi-supervised anomaly detection methods when unlabeled data contain anomalies.
method Integrates positive-unlabeled learning with deep anomaly detection models.
result Achieves better detection performance on various datasets.

CROCS clusters consumer behaviour from smart meters, capturing variability and robustness.

problem Insufficient consumer segmentation in existing clustering methods.
method Two-stage clustering framework: first stage clusters daily load profiles, second stage uses WSMD for set-to-set comparison.
result CROCS captures intra-consumer variability and robustness to anomalies and missing data.

Extends return extrapolation to nonlinear, asymmetric functions under stochastic volatility.

problem Behavioral anomalies in portfolio choice under stochastic volatility.
method Smooth, nonlinear, asymmetric extrapolation function; CRRA investor; Heston stochastic volatility; Hamilton-Jacobi-Bellman equation; Numerical solutions (finite-difference ADI, deep learning-driven iterative).
result Saturation acts as an endogenous correction mechanism, reducing welfare loss.

Deep RL detects anomalies from few labeled examples and large unlabeled data.

problem Anomaly detection with limited labeled data and large unlabeled data.
method Deep reinforcement learning to optimize detection of labeled and unlabeled anomalies.
result Significantly outperforms state-of-the-art methods on 48 real-world datasets.

We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measur…

2019-09-11abs ↗pdf ↗

Recent semi-supervised anomaly detection methods that are trained using small labeled anomaly examples and large unlabeled data (mostly normal data) have shown largely improved performance over unsupervised methods. However, these methods often focus on fitting abnormalities illustrated by the given anomaly examples on…

2019-10-30abs ↗pdf ↗

Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new feature representations to enable downstream anomaly detection methods, perform in…

2019-11-19abs ↗pdf ↗

Ensemble learning improves anomaly detection for milder symptoms.

problem Difficulty in detecting incipient anomalies due to similarity to normal conditions.
method Utilize uncertainty information from ensemble learning to identify misclassified incipient anomalies.
result Ensemble learning methods show improved performance on incipient anomaly detection.

Paper proposes RAN for better anomaly detection in time series data.

problem Anomaly detection algorithms often fail to accurately detect anomalies due to incomplete reconstruction of anomaly data.
method RAN uses adversarial learning and latent vector-constrained Autoencoder to ensure consistent reconstruction of anomaly data.
result RAN outperforms other algorithms in detecting meaningful anomalies with higher AUC-ROC scores.

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.

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 relevancy of black-box anomaly detectors with user feedback.

problem Users often ignore many detected anomalies, requiring a method to identify and prioritize relevant ones.
method Uses user feedback to adjust anomaly selection process based on identified anomaly types.
result Significant improvements in precision and recall over various anomaly detectors.

Paper introduces an unsupervised tensor-based anomaly detection method for spatiotemporal data.

problem Challenges in detecting anomalies in spatiotemporal data, especially in urban traffic monitoring and medical imaging.
method Formulates anomaly detection as a regularized robust low-rank + sparse tensor decomposition, incorporating spatiotemporal smoothness and local dependencies.
result Demonstrates improved anomaly detection performance on both synthetic and real data.

Survey on LSTM-based anomaly detection for technical systems.

problem Detect anomalies in technical systems due to complex dynamics.
method Use LSTM networks and other AI techniques to detect anomalies considering temporal and contextual characteristics.
result Demonstrates the potential of LSTM networks and graph-based approaches for anomaly detection.

IDK improves anomaly detection for points and groups without explicit learning.

problem Anomaly detection for points and groups using kernel methods.
method Isolation Distributional Kernel (IDK) addresses data independence and intractable dimensionality issues.
result IDK outperforms existing methods for both point and group anomaly detection.

A new model detects and localizes anomalies in multivariate time series data.

problem Anomaly diagnosis in multivariate time series data, especially localization.
method Attention Low-Rank Transformer (ALoRa-T) with low-rank regularization and Attention Low-Rank score.
result The proposed method significantly outperforms state-of-the-art methods in anomaly detection and localization.

Improved anomaly detection for incipient faults using ensemble learning.

problem Difficulty in detecting milder anomalies due to similarity to normal conditions.
method Utilize uncertainty information from ensemble learning to identify misclassified incipient anomalies.
result Ensemble learning improves performance on incipient anomaly detection.

We propose the Autoencoding Binary Classifiers (ABC), a novel supervised anomaly detector based on the Autoencoder (AE). There are two main approaches in anomaly detection: supervised and unsupervised. The supervised approach accurately detects the known anomalies included in training data, but it cannot detect the unk…

2019-03-26abs ↗pdf ↗

The paper provides theoretical guarantees for neural network-based anomaly detection.

problem Theoretical guarantees for unsupervised neural network-based anomaly detection.
method Casting anomaly detection as a binary classification problem, establishing non-asymptotic upper bounds and convergence rates.
result The convergence rate on the excess risk matches the minimax optimal rate.