Deep learning for anomaly detection in multivariate time series: Approaches, applications, and challenges

G Li, JJ Jung - Information Fusion, 2023 - Elsevier
Anomaly detection has recently been applied to various areas, and several techniques
based on deep learning have been proposed for the analysis of multivariate time series. In …

Applications of explainable artificial intelligence in finance—a systematic review of finance, information systems, and computer science literature

P Weber, KV Carl, O Hinz - Management Review Quarterly, 2024 - Springer
Digitalization and technologization affect numerous domains, promising advantages but
also entailing risks. Hence, when decision-makers in highly-regulated domains like Finance …

A survey on explainable anomaly detection

Z Li, Y Zhu, M Van Leeuwen - ACM Transactions on Knowledge …, 2023 - dl.acm.org
In the past two decades, most research on anomaly detection has focused on improving the
accuracy of the detection, while largely ignoring the explainability of the corresponding …

Information fusion-based genetic algorithm with long short-term memory for stock price and trend prediction

A Thakkar, K Chaudhari - Applied Soft Computing, 2022 - Elsevier
Abstract Information fusion is one of the critical aspects in diverse fields of applications;
while the collected data may provide certain perspectives, a fusion of such data can be a …

Attentive gated graph sequence neural network-based time-series information fusion for financial trading

WC Huang, CT Chen, C Lee, FH Kuo, SH Huang - Information Fusion, 2023 - Elsevier
With the advances in financial technology (FinTech) in recent years, the finance industry has
attempted to enhance the efficiency of their services through technology. The financial …

Applicability of genetic algorithms for stock market prediction: A systematic survey of the last decade

A Thakkar, K Chaudhari - Computer Science Review, 2024 - Elsevier
Stock market is one of the attractive domains for researchers as well as academicians. It
represents highly complex non-linear fluctuating market behaviours where traders …

A multi-agent virtual market model for generalization in reinforcement learning based trading strategies

FF He, CT Chen, SH Huang - Applied Soft Computing, 2023 - Elsevier
Many studies have successfully used reinforcement learning (RL) to train an intelligent
agent that learns profitable trading strategies from financial market data. Most of RL trading …

Graph embedding-based Anomaly localization for HVAC system

Y Gu, G Li, J Gu, JJ Jung - Journal of Building Engineering, 2023 - Elsevier
As a major energy consumption system in buildings, anomaly detection on multivariate time
series monitored by sensors in HVAC systems has been a significant challenge. However …

An advanced optimization approach for long-short pairs trading strategy based on correlation coefficients and bollinger bands

CH Chen, WH Lai, ST Hung, TP Hong - Applied Sciences, 2022 - mdpi.com
In the financial market, commodity prices change over time, yielding profit opportunities.
Various trading strategies have been proposed to yield good earnings. Pairs trading is one …

GCPV: Guided Concept Projection Vectors for the Explainable Inspection of CNN Feature Spaces

G Mikriukov, G Schwalbe, C Hellert, K Bade - arXiv preprint arXiv …, 2023 - arxiv.org
For debugging and verification of computer vision convolutional deep neural networks
(CNNs) human inspection of the learned latent representations is imperative. Therefore …