3 papers
q-fin.ST2023
Feature Engineering Methods on Multivariate Time-Series Data for Financial Data Science Competitions
Thomas Wong, Mauricio Barahona
This paper is a work in progress. We are looking for collaborators to provide us financial datasets in Equity/Futures market to conduct more bench-marking studies. The authors have…
cs.LG2023
Deep incremental learning models for financial temporal tabular datasets with distribution shifts
Thomas Wong, Mauricio Barahona
We present a robust deep incremental learning framework for regression tasks on financial temporal tabular datasets which is built upon the incremental use of commonly available ta…
q-fin.CP2023
Online learning techniques for prediction of temporal tabular datasets with regime changes
Thomas Wong, Mauricio Barahona
The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machin…