Search Results for author: Stefanie Grimm

Found 2 papers, 1 papers with code

Unsupervised Anomaly Detection for Auditing Data and Impact of Categorical Encodings

1 code implementation25 Oct 2022 Ajay Chawda, Stefanie Grimm, Marius Kloft

As One Hot encoding of high cardinal dataset invokes the "curse of dimensionality", we experiment with GEL encoding and embedding layer for representing categorical attributes.

Contrastive Learning Density Estimation +1

Estimating the Value-at-Risk by Temporal VAE

no code implementations3 Dec 2021 Robert Sicks, Stefanie Grimm, Ralf Korn, Ivo Richert

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions.

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