most citedMulti-level conformal clustering: A distribution-free technique for clustering and anomaly detection

22 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

2 papers

q-fin.MF2024★ 1 cited

The geometry of multi-curve interest rate models

Claudio Fontana, Giacomo Lanaro, Agatha Murgoci

We study the problems of consistency and of the existence of finite-dimensional realizations for multi-curve interest rate models of Heath-Jarrow-Morton type, generalizing the geom…

stat.ML2019★ 22 cited

Multi-level conformal clustering: A distribution-free technique for clustering and anomaly detection

Ilia Nouretdinov, James Gammerman, Matteo Fontana +1

In this work we present a clustering technique called \textit{multi-level conformal clustering (MLCC)}. The technique is hierarchical in nature because it can be performed at multi…