Synthetic Data와 JP Morgan 그리고 TimeGAN
1. 이메일뉴스레터로 받은 Risk.net. 제목이 흥미롭습니다. 기계학습모델에서 왜 데이타가 중요한지를 정리합니다. Finance is no different. Like all machine learning models, those used in investing or hedging reflect the data they have learnt from. So comparing models that have been trained on different data can tell quants lots about the data, but far less about the models themselves. Measuring a firm’s…
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