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A deep AutoEncoder model is used for credit card fraud detection, which includes a multi-layer network of encoders and decoders and implements the method of reconstructing data to find the error threshold and achieve classification of fraud cases
Abstract: The S&P500 is difficult to predict. Multi-factor models provide a useful framework for making returns predictions and for controlling portfolio risk. This paper explores a three-step process in predicting PCA and Autoencoders factors to generate multi-factor models from the S&P500 component securities.