Enhancing downstream ML performance with unconditional diffusion models for return predictions

• Main Author: Agarwala, Pratham
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Diffusion; Financial market prediction; Data augmentation
• Online Access: https://hdl.handle.net/10356/175255
• Institution: Nanyang Technological University

This study addresses the challenge of enhancing model generalization in financial market return predictions crucial due to the dynamic and unpredictable nature of financial markets. Traditional models often fail to generalize across market conditions, largely due to their inability to capture market...