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Adaptive Weighting Scheme for Automatic Time-Series Data Augmentation


Feb 16, 2021
Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane, Alexandros Iosifidis


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Evaluating data augmentation for financial time series classification


Oct 28, 2020
Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane, Alexandros Iosifidis


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A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing


Feb 28, 2019
Elizabeth Fons, Paula Dawson, Jeffrey Yau, Xiao-jun Zeng, John Keane


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