Browsing by Subject "Anomaly"

Now showing items 1-2 of 2

    • High Dimensional Time Series Anomaly Detection 
      Kumar, Devesh (2021-07-06)
      Anomaly Detection task is to determine critical data points whose behaviour deviates unexpectedly from usual data points behaviour. These anomalous data points might indicate a major fault in a manufacturing unit, security ...
    • Mispricing and Firm Investment 
      Horstman, Dora Li (2023-04-27)
      In my dissertation, I aim to study how stock mispricing causally affects firm investment. I first examine the association between mispricing and investment by combining 98 return anomalies into a mispricing score and show ...