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Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks.
Edmond Lezmi
Jules Roche
Thierry Roncalli
Jiali Xu
Published in:
CoRR (2020)
Keyphrases
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boltzmann machines
boltzmann machine
generative model
network structure
undirected graphical models
graphical models
unsupervised learning
learning tasks
message passing