Data augmentation and mixup techniques for stock returns prediction

• المؤلف الرئيسي: Tan, Regan Yik Rong
• مؤلفون آخرون: Bo An
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2024
• الموضوعات: Computer and Information Science; Mathematical Sciences; Other; Quantitative finance; Stocks; Data science; Machine learning
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/175462

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...