# simonwesterlindvpd/anomalydetectiononrisk

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23 stars · 11 forks · Python

## Links

- GitHub: https://github.com/SimonWesterlindVPD/AnomalyDetectionOnRisk
- awesome-repositories: https://awesome-repositories.com/repository/simonwesterlindvpd-anomalydetectiononrisk.md

## Description

A comparison between 5 models for performing anomaly detection on financial risk measures and returns. These experiments were conducted as part of the degree project Anomaly Detection for Portfolio Risk Management, which can be found in SimonWesterlindMasters_Thesis.pdf or on Diva. 1. Install…

## Tags

### Part of an Awesome List

- [Unsupervised Learning](https://awesome-repositories.com/f/awesome-lists/ai/unsupervised-learning.md) — Anomaly detection for financial risk management.