Search Results for author: Fernando Hernandez

Found 1 papers, 0 papers with code

Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff

no code implementations25 Feb 2021 Jose Blanchet, Fernando Hernandez, Viet Anh Nguyen, Markus Pelger, Xuhui Zhang

Imputation methods in time-series data often are applied to the full panel data with the purpose of training a model for a downstream out-of-sample task.

Imputation Portfolio Optimization +2

Cannot find the paper you are looking for? You can Submit a new open access paper.