Financial Stress Detection on 100 U.S. Equities 2023–2024 (test)
100Detection RateMechanism-aware anomaly detection framework
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| Mechanism-aware anomaly detection frameworkModel Category=Mixture-of-Experts2025.10 | 100 | 3.7 | 88.8 | 62.6 | |
| TranADModel Category=Temporal Models2025.10 | 66.7 | 3 | 66.9 | 37.3 | |
| GDNModel Category=Static Graph2025.10 | 66.7 | 2.7 | 63.7 | 33.3 | |
| MTAD-GATModel Category=Dynamic Graph2025.10 | 66.7 | 2.9 | 64.8 | 34.6 | |
| ROLANDModel Category=Dynamic Graph2025.10 | 66.7 | 3.2 | 68.2 | 38.7 | |
| LSTM-AEModel Category=Temporal Models2025.10 | 50 | 1.9 | 59.2 | 27.1 | |
| OmniAnomalyModel Category=Temporal Models2025.10 | 50 | 2.4 | 62.5 | 30.4 | |
| AnomalyDAEModel Category=Static Graph2025.10 | 50 | 2 | 60.5 | 28.1 | |
| EvolveGCNModel Category=Dynamic Graph2025.10 | 50 | 2.2 | 61.4 | 29.3 | |
| GraphMoEModel Category=Mixture-of-Experts2025.10 | 50 | 2.5 | 64.1 | 33.5 | |
| DOMINANTModel Category=Static Graph2025.10 | 33.3 | 1.3 | 56.2 | 24.1 |