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Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff.
Jose H. Blanchet
Fernando Hernandez
Viet Anh Nguyen
Markus Pelger
Xuhui Zhang
Published in:
CoRR (2021)
Keyphrases
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computational complexity
trade off
pointwise
bias variance decomposition
low variance
minimum variance
covariance matrix
dynamic programming
stock market
missing values
optimal design
image interpolation
variance reduction
missing data
worst case
piecewise polynomial
average reward reinforcement learning