Data augmentation and mixup techniques for stock returns prediction

Data augmentation and mixup techniques for stock returns prediction

In financial forecasting, the caliber of data underpinning models is critical for precision in predicting market trends. This research investigates the efficacy of data aug- mentation, a technique widely used in domains such as image processing, applied to financial time series. We assess how method...

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書目詳細資料
主要作者:	Tan, Regan Yik Rong
其他作者:	Bo An
格式:	Final Year Project
語言:	English
出版:	Nanyang Technological University 2024
主題:	Computer and Information Science Mathematical Sciences Other Quantitative finance Stocks Data science Machine learning
在線閱讀:	https://hdl.handle.net/10356/175462
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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