Encoding Temporal Statistical-space Priors via Augmented RepresentationMar 1, 2024·[W2] Insu Choi*,Woosung Koh*,Gimin Kang,Yuntae Jang,Woo Chang Kim· 0 min read PDFTypeConference paperPublicationIJCAI 2024 STRL Workshop (Oral)Last updated on Aug 11, 2026Time-Series Prediction Non-Stationarity Financial Markets ← FlickerFusion: Intra-trajectory Domain Generalizing Multi-Agent RL Apr 1, 2024Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series Feb 1, 2024 →