History Is not enough: adaptive financial data augmentation with a curriculum planner
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...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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Nanyang Technological University
2024
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| Online Access: | https://hdl.handle.net/10356/181011 |