Data augmentation and mixup techniques for stock returns prediction

• Main Author: Tan, Regan Yik Rong
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Mathematical Sciences; Other; Quantitative finance; Stocks; Data science; Machine learning
• Online Access: https://hdl.handle.net/10356/175462
• Institution: Nanyang Technological University

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...