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cs.LG2022
AIDA: Analytic Isolation and Distance-based Anomaly Detection Algorithm
Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo
We combine the metrics of distance and isolation to develop the Analytic Isolation and Distance-based Anomaly (AIDA) detection algorithm. AIDA is the first distance-based method th…
cs.LG2021
Monte Carlo Simulation of SDEs using GANs
Jorino van Rhijn, Cornelis W. Oosterlee, Lech A. Grzelak +1
Generative adversarial networks (GANs) have shown promising results when applied on partial differential equations and financial time series generation. We investigate if GANs can…