Detection of rare events in multidimensional financial datasets with zonoid depth functions

Parisa Golbayani, Dragos Bozdog. Detection of rare events in multidimensional financial datasets with zonoid depth functions. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017. pages 1-6, IEEE, 2017. [doi]

Abstract

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