Nicolas Goix

1. How to Evaluate the Quality of Unsupervised Anomaly Detection Algorithms?
   2016/04/01 by Nicolas Goix, Goix, Nicolas · 3 citations
   Computer Science · #Anomaly Detection Techniques and Applications #Network Security and Intrusion Detection #Data Stream Mining Techniques
2. Sparsity in Multivariate Extremes with Applications to Anomaly Detection
   2015/07/21 by Nicolas Goix, Anne Sabourin, Goix, Nicolas +3 · 3 citations
   Economics, Econometrics and Finance · Environmental Science · Mathematics · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Machine Learning (stat.ML) #Market Dynamics and Volatility #stat.ML
3. Learning the dependence structure of rare events: a non-asymptotic study
   2015/05/23 by Nicolas Goix, Anne Sabourin, Goix, Nicolas +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability and Risk Models #Statistical Methods and Inference #Statistics Theory (math.ST) #math.ST #stat.TH