A method for incremental discovery of financial event types based on anomaly detection

no code implementations • 16 Feb 2023 • Dianyue Gu, Zixu Li, Zhenhai Guan, Rui Zhang, Lan Huang

Event datasets in the financial domain are often constructed based on actual application scenarios, and their event types are weakly reusable due to scenario constraints; at the same time, the massive and diverse new financial big data cannot be limited to the event types defined for specific scenarios.

Anomaly Detection Deep Clustering +1