Sökning: "financial anomaly detection"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden financial anomaly detection.

  1. 1. Anomaly Detection in Financial Transaction Time Series Data

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Leyla Abdul Kader; [2023]
    Nyckelord :;

    Sammanfattning : This master thesis investigates two methods of anomaly detection on financial time series data. It aims to determine an optimal method for anomaly detection with the purpose of flagging anomalous transactions within foreign exchange trading data. It also aims to determine whether the data points flagged as anomalies have any commonalities. LÄS MER

  3. 2. Detecting anomalies in financial data using Machine Learning

    Magister-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Författare :Alexander Bakumenko; [2022]
    Nyckelord :machine learning; general ledger; anomaly detection;

    Sammanfattning : .... LÄS MER

  4. 3. Outlier detection with ensembled LSTM auto-encoders on PCA transformed financial data

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Love Stark; [2021]
    Nyckelord :Long Short-Term Memory Recurrent Neural Networks LSTM ; Ensemble learning; Auto-Encoder; anomaly detection; financial data; deep learning; Principal Component Analysis PCA ; Long Short-Term Memory Recurrent Neural Networks LSTM ; Ensemble lärande; Auto-Encoder; avvikelse detektering; finansiell data; djupinlärning; Principal Component Analysis PCA ;

    Sammanfattning : Financial institutions today generate a large amount of data, data that can contain interesting information to investigate to further the economic growth of said institution. There exists an interest in analyzing these points of information, especially if they are anomalous from the normal day-to-day work. LÄS MER

  5. 4. Knowledge Transfer Applied on an Anomaly Detection Problem Using Financial Data

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Filip Natvig; [2021]
    Nyckelord :Machine learning; Deep learning; Artificial intelligence; AI; Neural networks; Anomaly detection; Transfer learning; Knowledge transfer; LSTM Autoencoder;

    Sammanfattning : Anomaly detection in high-dimensional financial transaction data is challenging and resource-intensive, particularly when the dataset is unlabeled. Sometimes, one can alleviate the computational cost and improve the results by utilizing a pre-trained model, provided that the features learned from the pre-training are useful for learning the second task. LÄS MER

  7. 5. Anomaly Detection using a Deep Learning Multi-layer Perceptron to Mitigate the Risk of Rogue Trading

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Erik Hedström; Philip Wang; [2021]
    Nyckelord :Deep Learning; Machine Learning; Multi-layer Perceptron MLP ; Neural network; Rogue Trading;

    Sammanfattning : The term Rogue Trading is defined as the activity of someone at a financial organisation losing a large amount of money in bad or illegal transactions and trying to hide this. The activity of Rogue traders exposes financial organisations to huge risks and may lead to the organisation collapsing, which will affect other stakeholders like, for example, the customers. LÄS MER