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SSRNEconometrics & Forecasting

FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data (ECML PKDD 2023 - LIDTA Slides)

The FSDA method combines feature selection and data augmentation to enhance the accuracy of machine learning models in predicting rare events in imbalanced financial data.

Featured in No. 17 on 28 Sep 2023 · 4 days after release · 0 citations today

Released
24 Sep 2023
First featured
No. 17 · 28 Sep 2023
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Identifier
SSRN 4581944

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