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Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction.

, , and . ICAIF, page 273-281. ACM, (2022)

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What Data Augmentation Do We Need for Deep-Learning-Based Finance?, , and . CoRR, (2021)Efficient Learning of Nested Deep Hedging using Multiple Options., , , and . IIAI-AAI, page 514-521. IEEE, (2023)Fast Gaussian filtering algorithm using splines.. ICPR, page 489-492. IEEE Computer Society, (2012)Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training., and . CoRR, (2024)Deep Portfolio Optimization via Distributional Prediction of Residual Factors., , , and . AAAI, page 213-222. AAAI Press, (2021)Trader-Company Method: A Metaheuristics for Interpretable Stock Price Prediction., , , and . AAMAS, page 656-664. ACM, (2021)Discovering Ligands for TRP Ion Channels Using Formal Concept Analysis., , , and . ILP (Late Breaking Papers), page 53-60. Imperial College Press / World Scientific, (2011)Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling., , and . ICAIF, page 19-26. ACM, (2023)Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction., , and . ICAIF, page 273-281. ACM, (2022)Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty., , , and . IEEE Big Data, page 1238-1245. IEEE, (2022)