Buch, Robert; Grimm, Stefanie; Korn, Ralf; Richert, Ivo - In: Risks : open access journal 11 (2023) 5, pp. 1-26
the observation variables. However, the low signal-to-noise ratio of financial data in combination with the auto-pruning … to mitigate this effect. As a result, the auto-pruning of the TempVAE works properly, which also leads to excellent …