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Anomaly Detection in Finance Using GNN by Subhash Samota is a document available to read on EtoBox.
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