Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction.

Ziyin Liu Kentaro Minami Kentaro Imajo

Published in: ICAIF (2022)

Keyphrases

data sets
data processing
data analysis
input data
raw data
complex data
database
knowledge discovery
data collection
multimedia data
neural network
training data
bayesian networks
probability distribution
small number
data acquisition