Optimizing Multivariate Time Series Forecasting with Data Augmentation
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- Magnus Wiese & Robert Knobloch & Ralf Korn & Peter Kretschmer, 2020. "Quant GANs: deep generation of financial time series," Quantitative Finance, Taylor & Francis Journals, vol. 20(9), pages 1419-1440, September.
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Keywords
forecasting; multivariate time series; data augmentation; deep learning; financial time series; Wasserstein Generative Adversarial Network; Bidirectional Long Short-Term Memory; data mining;All these keywords.
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