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What is Anomaly Detection in Finance Using GNN about?

This study explores anomaly detection in global financial markets using Graph Neural Networks (GNN) and nonextensive entropy. The findings indicate that during a crisis, the structure of correlated assets changes significantly, leading to a different number of detected anomalies. The research contributes to the understanding of financial market behaviors and the application of GNNs for detecting anomalies in high-dimensional data.

Author

Subhash Samota

Language

EN