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

• Main Author: Teng, Yao Long
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Quantitative finance; Augmentation; Bi-level optimisation; Curriculum
• Online Access: https://hdl.handle.net/10356/181011
• Institution: 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...