Search Results for author: Qinzhuan Qian

Found 1 papers, 0 papers with code

Financial Time Series Data Augmentation with Generative Adversarial Networks and Extended Intertemporal Return Plots

no code implementations18 May 2022 Justin Hellermann, Qinzhuan Qian, Ankit Shah

Data augmentation is a key regularization method to support the forecast and classification performance of highly parameterized models in computer vision.

Data Augmentation Time Series +1

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