Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks
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- Adil Rengim Cetingoz & Charles-Albert Lehalle, 2025. "Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance," Papers 2501.03993, arXiv.org, revised Jan 2025.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-09-07 (Big Data)
- NEP-CMP-2020-09-07 (Computational Economics)
- NEP-RMG-2020-09-07 (Risk Management)
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