Uses of Record Class
com.quantfinlib.ml.AnomalyDetector.Anomaly

Packages that use AnomalyDetector.Anomaly

Package	Description
com.quantfinlib.ml	Statistical learning for markets, all pure Java: GradientBoostedRegressor (stump boosting), VolatilityForecaster (forward realized vol + 0-100 risk score), RegimeDetector (2-state Gaussian Markov-switching model via Baum-Welch EM), MarketImpactPredictor (learned impact + sweep probability), IntradayLiquidityForecaster (session volume profiles) and AnomalyDetector (quote stuffing, price spikes).

Uses of AnomalyDetector.Anomaly in com.quantfinlib.ml

Methods in com.quantfinlib.ml that return types with arguments of type AnomalyDetector.Anomaly

Modifier and Type	Method	Description
static List<AnomalyDetector.Anomaly>	AnomalyDetector.detectPriceSpikes(double[] mids, double zThreshold)	Flags intervals whose return is a zThreshold-sigma outlier.
static List<AnomalyDetector.Anomaly>	AnomalyDetector.detectQuoteStuffing(long[] messagesPerInterval, long[] tradesPerInterval, double zThreshold, double minOrderToTradeRatio)	Flags intervals where the message count is a zThreshold-sigma outlier AND the order-to-trade ratio exceeds minOrderToTradeRatio.