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Randomized geometric tools for anomaly detection in stock markets

Apostolos Chalkis edited this page Mar 24, 2023 · 4 revisions

Overview

Integrate the code from https://zenodo.org/record/7198256 into volesti repository.
The code implements the methods in this paper [to be presented in AISTATS 2023].

For more details contact the mentors.

Mentors

  • Apostolos Chalkis <tolis.chal at gmail.com> is an expert in statistical software, computational geometry, and optimization, and has previous GSoC student experience (2018 & 2019) and mentoring experience with GeomScale (2020 & 2021).

  • Vissarion Fisikopoulos <vissarion.fisikopoulos at gmail.com> is an international expert in mathematical software, computational geometry, and optimization, and has previous GSOC mentoring experience with Boost C++ libraries (2016-2017) and the R-project (2017).

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