| Credit-card fraud |
fraud anomaly detection |
robustcov FastMCD |
PR-AUC |
0.7121 |
IsolationForest PR-AUC 0.1427 |
External Kaggle-style result provided by local run |
| Finance market stress |
single-day market stress |
RegularizedCauchy |
detected days |
23.0000 |
top day 2020-09-11, distance 251.56 |
Synthetic finance CSV demo |
| Rolling-window finance |
market regime anomaly |
RegularizedCauchy |
detected windows |
5.0000 |
top window 2020-09-03 to 2020-09-30 |
Synthetic finance CSV demo |