Methods for Simulating Multi-dimensional Data for Financial Services Recommendation Cover Image

Methods for Simulating Multi-dimensional Data for Financial Services Recommendation
Methods for Simulating Multi-dimensional Data for Financial Services Recommendation

Author(s): Vasil Marchev, Angel Marchev
Subject(s): Economy, Financial Markets
Published by: Софийски университет »Св. Климент Охридски«
Keywords: self-learning systems; synthetic data; individualized investment portfolios

Summary/Abstract: This study is part of bigger research about self-learning systems for management of individualized investment portfolios. In this research we present several approaches for generating multi-dimensional synthetic data in conformity with the business logic, correlations, previous datasets, concatenation, neural networks, etc. Each approach is described algorithmically, and a brief comparative analysis is conducted at the conclusion of the paper. All described approaches rely to a different extend on real data as input – whether aggregated distribution or partially available real data to be enriched horizontally or vertically.

  • Issue Year: 2021
  • Issue No: 2
  • Page Range: 2-14
  • Page Count: 13
  • Language: English