2 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.LG2022★ 2 cited
Unsupervised Anomaly Detection for Auditing Data and Impact of Categorical Encodings
Ajay Chawda, Stefanie Grimm, Marius Kloft
In this paper, we introduce the Vehicle Claims dataset, consisting of fraudulent insurance claims for automotive repairs. The data belongs to the more broad category of Auditing da…
cs.LG2021
Estimating the Value-at-Risk by Temporal VAE
Robert Sicks, Stefanie Grimm, Ralf Korn +1
Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projecte…