Search Results for author: Greg Zanotti

Found 3 papers, 1 papers with code

Automatic Outlier Rectification via Optimal Transport

no code implementations21 Mar 2024 Jose Blanchet, Jiajin Li, Markus Pelger, Greg Zanotti

In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function.

Outlier Detection

Deep Learning Statistical Arbitrage

1 code implementation8 Jun 2021 Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti

Statistical arbitrage exploits temporal price differences between similar assets.

Time Series Time Series Analysis

Change-point Detection Methods for Body-Worn Video

no code implementations20 Oct 2016 Stephanie Allen, David Madras, Ye Ye, Greg Zanotti

Body-worn video (BWV) cameras are increasingly utilized by police departments to provide a record of police-public interactions.

Change Point Detection Scene Classification

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