History Is not enough: adaptive financial data augmentation with a curriculum planner

• المؤلف الرئيسي: Teng, Yao Long
• مؤلفون آخرون: Bo An
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2024
• الموضوعات: Computer and Information Science; Quantitative finance; Augmentation; Bi-level optimisation; Curriculum
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/181011

In quantitative finance, one of the key challenges lies in the discrepancy between training performance and real-world performance, especially due to concept drift. Because of overfitting, models that achieve high accuracy on training data frequently fail to generalise to unseen data, which dimin...