1 code implementation • 25 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.
Ranked #1 on Anomaly Detection on Vehicle Claims
no code implementations • 3 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.