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Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe.

Szymon KubiakTillman WeydeOleksandr GalkinDaniel PhilpsRam Gopal
Published in: CoRR (2023)
Keyphrases
  • data generation
  • synthetic datasets
  • asset allocation
  • active learning
  • real life
  • portfolio management
  • experimental study
  • synthetic data
  • transaction costs
  • streaming data
  • co training
  • machine learning
  • change detection