T-fold sequential-validation technique for out-of-distribution generalization with financial time series data

dc.creatorMuñoz-Elguezábal, Juan F.
dc.creatorSánchez-Torres, Juan D.
dc.date.accessioned2021-10-27T00:23:04Z
dc.date.accessioned2023-03-21T15:11:07Z
dc.date.accessioned2023-08-23T20:39:35Z
dc.date.available2021-10-27T00:23:04Z
dc.date.available2023-03-21T15:11:07Z
dc.date.available2023-08-23T20:39:35Z
dc.date.created2021-10-27T00:23:04Z
dc.date.created2023-03-21T15:11:07Z
dc.date.issued2021-06
dc.identifierMuñoz-Elguezábal, J. F. & Sánchez-Torres, J. D. (2021). T-fold sequential-validation technique for out-of-distribution generalization with financial time series data. 4th International Conference on Econometrics and Statistics.
dc.identifierhttps://hdl.handle.net/20.500.12032/72865
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8387378
dc.languageeng
dc.publisherInternational Conference on Econometrics and Statistics
dc.rightshttp://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf
dc.subjectFinancial Machine Learning
dc.subjectCross-Validation
dc.subjectTime Series Forecasting
dc.subjectLearning Theory
dc.titleT-fold sequential-validation technique for out-of-distribution generalization with financial time series data
dc.typeinfo:eu-repo/semantics/conferencePoster


Este ítem pertenece a la siguiente institución