Purpose – Investors often rely on probabilistic models that were learned from small historical labeled datasets. The purpose of this article is to propose a new method for data-efficient model learning. Design/methodology/approach – The proposed method, which is an extension of the standard...

Purpose – Investors often rely on probabilistic models that were learned from small historical labeled datasets. The purpose of this article is to propose a new method for data‐efficient model learning. Design/methodology/approach – The proposed method, which is an extension of the...