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pro vyhledávání: '"Peter Trubey"'
Autor:
Peter Trubey, Bruno Sansó
Publikováno v:
Entropy, Vol 26, Iss 4, p 335 (2024)
We consider a constructive definition of the multivariate Pareto that factorizes the random vector into a radial component and an independent angular component. The former follows a univariate Pareto distribution, and the latter is defined on the sur
Externí odkaz:
https://doaj.org/article/1e23eabb5e0245cb8be889d27ab6aa7e
Autor:
Yan Zhang, Peter Trubey
Publikováno v:
SSRN Electronic Journal.
This paper studies the interplay of machine learning and sampling scheme in an empirical analysis of money laundering detection algorithms. Using actual transaction data provided by a U.S. financial institution, we study five major machine learning a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f335197d90e09d79c4157ea48ca926e
https://doi.org/10.2139/ssrn.3161436
https://doi.org/10.2139/ssrn.3161436