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

• 主要作者: Teng, Yao Long
• 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; Quantitative finance; Augmentation; Bi-level optimisation; Curriculum
• 在線閱讀: https://hdl.handle.net/10356/181011
• 機構: Nanyang Technological University

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...