Enhancing Portfolio Performance through Financial Time-Series Decomposition-Based Variational Encoder-Decoder Data Augmentation

The objective of portfolio diversification is to reduce risk and potentially enhance returns by spreading investments across different asset classes. Existing portfolio diversification models have traditionally been trained on historical financial time series data. However, several issues arise with...

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Vydané v:	Symmetry (Basel) Ročník 16; číslo 3; s. 283
Hlavní autori:	Kalina, Bayartsetseg, Lee, Ju-Hong
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Basel MDPI AG 01.03.2024
Predmet:	Algorithms Analysis Data augmentation Data mining Decision making Decomposition Diversification Encoders-Decoders Evaluation Financial markets Investment analysis Investment policy Investments Machine learning Optimization techniques Portfolio management Portfolio performance Risk management Securities markets Time series Trends Uncertainty Variables
ISSN:	2073-8994, 2073-8994
On-line prístup:	Získať plný text
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