arXiv Machine Learning By Konrad J. Mueller, Nikita Zozoulenko, Ben Wood, Thomas Cass, Lukas Gonon

Generating Financial Time Series by Matching Random Convolutional Features

Read the original on arXiv Machine Learning →

arXiv:2606. 05138v1 Announce Type: new Abstract: Generating realistic financial time series is challenging as training data is often limited to a single historical path.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Aug 11

CPDA: Class-Conditional Path Distribution Alignment for Unsupervised Time-Series Domain Adaptation

arXiv:2608. 09193v1 Announce Type: cross Abstract: Unsupervised time-series domain adaptation (DA) addresses the challenge of transferring a classifier from a labeled source domain to an unlabeled target domain under distribution shifts induced by different users, sensors, devices, acquisition conditions, or temporal dynamics.

By Felix Ott, Christopher Mutschler