Research
On-device research index

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

Trend · papers per month

22456789 · May 202619922001200920172026
48 results for systematic anomalies

This paper evaluates anomaly detection methods for multivariate time series data.

problem Lack of systematic comparison of anomaly detection methods on multivariate time series data.
method Comprehensive evaluation of 10 models and 4 scoring functions on 10 datasets.
result Dynamic scoring functions outperform static ones, and the choice of scoring functions matters more than the model choice.

Ano-SuPs detects anomalies in images of manufactured products by identifying suspected patches.

problem Challenges in detecting anomalies in image-based manufacturing systems, including complexity of background and various anomaly patterns.
method Two-stage strategy anomaly detection method: first, remove suspected patches; second, refine anomaly identification using normal patches.
result Demonstrated effectiveness through simulation and case studies, identifying key parameters and steps impacting model performance and efficiency.

InQMAD detects anomalies in streaming data using quantum measurements and density matrices.

problem Detecting anomalies in streaming data with challenges like conceptual drift and continuous learning.
method Incremental anomaly detection based on random Fourier features and quantum measurements.
result InQMAD outperforms 12 state-of-the-art methods in a systematic evaluation.

Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, archite…

2018-07-13abs ↗pdf ↗

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

Dissertation tackles zero-shot anomaly detection, focusing on consistent anomalies and proposing CoDeGraph framework.

problem Consistent anomalies bias distance-based zero-shot anomaly detection methods.
method Formalized consistent anomalies, identified similarity scaling and neighbor-burnout phenomena, introduced CoDeGraph framework.
result CoDeGraph effectively suppresses consistent anomalies in zero-shot anomaly detection.

Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.

problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.

EagleEye detects localized density anomalies in multivariate data.

problem Identifying signal events, regime changes, or model mismatch in scientific data.
method EagleEye pinpoints local over- and under-densities by assigning anomaly scores based on binary membership sequences and binomial null models.
result EagleEye can detect genuine local anomalies and estimate background purity.

We review a systematic construction of the 2-stack of bundle gerbes via descent, and extend it to non-abelian gerbes. We review the role of non-abelian gerbes in orientifold sigma models, for the anomaly cancellation in supersymmetric sigma models, and in a geometric description of so-called non-geometric T-duals.

2018-07-14abs ↗pdf ↗

We leverage recent breakthroughs in neural density estimation to propose a new unsupervised anomaly detection technique (ANODE). By estimating the probability density of the data in a signal region and in sidebands, and interpolating the latter into the signal region, a likelihood ratio of data vs. background can be co…

2020-01-14abs ↗pdf ↗

This note investigates the causes of the quality anomaly, which is one of the strongest and most scalable anomalies in equity markets. We explore two potential explanations. The "risk view", whereby investing in high quality firms is somehow riskier, so that the higher returns of a quality portfolio are a compensation …

2016-01-18abs ↗pdf ↗

DiFF-RF detects point-wise and collective anomalies using random partitioning trees.

problem Detecting anomalies in data, especially collective anomalies.
method Random partitioning binary trees with distance-based leaves and semi-supervised learning.
result DiFF-RF significantly outperforms isolation forest and one-class SVM.

The paper predicts and explains the decay of stock anomaly performance over time.

problem Predicting and explaining the drop in risk-adjusted performance of stock anomalies.
method The authors propose ex-ante characteristics based on hypotheses of out-of-sample decay and in-sample overfitting.
result The year of publication explains 30% of the variance in Sharpe decay across factors.

Study compares semi-supervised learning methods for anomaly detection in hydraulic systems.

problem Challenges in anomaly detection for hydraulic systems due to scarce labeled data.
method Compared various semi-supervised learning methods including traditional models and deep neural networks.
result Customized extreme learning machine (HELM) model achieved state-of-the-art performance.

This paper critiques flawed MVTS anomaly detection evaluation methods and proposes a simple baseline.

problem Flawed evaluation methods in MVTS anomaly detection research.
method Robust evaluation protocols, including PCA-based baseline.
result Simple PCA-based baseline outperforms many DL approaches.

Reward hacking exploits misspecified rewards, affecting agent capabilities and true performance.

problem Reward hacking in RL models exploiting reward misspecifications.
method Constructed four RL environments with misspecified rewards; analyzed agent capabilities and behavior.
result More capable agents exploit reward misspecifications, achieving higher proxy reward but lower true reward.

This work compares OmniAnomaly with PCA for MTSAD, finding PCA can match or outperform OmniAnomaly.

problem Comparing deep learning models with classical methods in MTSAD under fair evaluation protocols.
method Systematic comparison of OmniAnomaly and PCA on SMD, using identical thresholding and evaluation procedures.
result PCA can achieve performance comparable to OmniAnomaly and even outperform it under certain conditions.

Framework detects covert financial market manipulation using LOB representations.

problem Detecting covert financial market manipulation (spoofing) from complex anomaly patterns in multilevel prices.
method Cascaded contrastive representation learning of LOB data.
result Transformer-based architectures achieve state-of-the-art results in detection performance.

Graph neural network improves SOH estimation of lithium-ion batteries.

problem Accurate SOH estimation requires alignment of statistical distributions between training and testing datasets.
method Graph convolutional networks (GCNs) with anomaly detection for selecting discharge voltage segments.
result Achieves precise SOH estimation with a root mean squared error of less than 1%.

This study examines yield aggregators in DeFi, summarizing strategies and analyzing performance.

problem Understanding and optimizing yield farming strategies in DeFi.
method Summarizes yield farming protocols and tokens, analyzes performance through simulations and empirical data.
result Plausible connection between data anomalies and historical events in yield aggregators.

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.

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.

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.

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.