2 papers
cs.LG2023
An Attention Free Conditional Autoencoder For Anomaly Detection in Cryptocurrencies
Hugo Inzirillo, Ludovic De Villelongue
It is difficult to identify anomalies in time series, especially when there is a lot of noise. Denoising techniques can remove the noise but this technique can cause a significant…
cs.LG2022
Deep Fusion of Lead-lag Graphs: Application to Cryptocurrencies
Hugo Schnoering, Hugo Inzirillo
The study of time series has motivated many researchers, particularly on the area of multivariate-analysis. The study of co-movements and dependency between random variables leads…