Using Transformer Models for Stock Market Anomaly Detection

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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...

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Bibliographic Details
Main Authors:	Biriukova, Kseniia, Bhattacherjee, Anol
Format:	Article
Language:	English
Published:	INTI International University 2023
Subjects:	Q Science (General) QA76 Computer software
Online Access:	http://eprints.intimal.edu.my/1848/ http://eprints.intimal.edu.my/1848/1/jods2023_21.pdf

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