Using Transformer Models for Stock Market Anomaly Detection
Anomaly detection is an important task in financial markets. Detecting anomalies is difficult due to their rarity, multitude of parameters, and lack of labeled data for supervised learning models. Additionally, time series data used in financial models present unique challenges such as irregul...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
INTI International University
2023
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| Subjects: | |
| Online Access: | http://eprints.intimal.edu.my/1848/ http://eprints.intimal.edu.my/1848/1/jods2023_21.pdf |