Essays about: "VAE-Clustering"
Found 1 essay containing the word VAE-Clustering.
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1. Deep Scenario Generation of Financial Markets
University essay from KTH/Matematisk statistikAbstract : The goal of this thesis is to explore a new clustering algorithm, VAE-Clustering, and examine if it can be applied to find differences in the distribution of stock returns and augment the distribution of a current portfolio of stocks and see how it performs in different market conditions. The VAE-clustering method is as mentioned a newly introduced method and not widely tested, especially not on time series. READ MORE
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