Open AccessA Model of Anomaly Discovery
Author(s) -
Qi Liu,
Bo Sun,
Hongjun Yan,
Lei Lü
Publication year - 2015
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2015.1128
Subject(s) - anomaly (physics) , decile , anomaly detection , econometrics , volatility (finance) , correlation , computer science , data mining , mathematics , statistics , physics , geometry , condensed matter physics