Enhancing Portfolio Performance through Financial Time-Series Decomposition-Based Variational Encoder-Decoder Data Augmentation
The objective of portfolio diversification is to reduce risk and potentially enhance returns by spreading investments across different asset classes. Existing portfolio diversification models have traditionally been trained on historical financial time series data. However, several issues arise with...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-02-01
|
| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/16/3/283 |