A novelty detection machine and its application to bank failure prediction

• Main Authors: Li, Shukai, Tung, Whye Loon, Ng, Wee Keong
• Other Authors: School of Computer Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: https://hdl.handle.net/10356/106802; http://hdl.handle.net/10220/17778
• Institution: Nanyang Technological University

Novelty detection has been well-studied for many years and has found a wide range of applications, but correctly identifying the outliers is still a hard problem because of the diverse variation and the small quantity of such outliers. We address the problem using several distinct characteristics of...