Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Pere Díaz Lozano, Toni Lozano Bagén and Josep Vives
| Year of publication: |
2023
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|---|---|
| Authors: | Díaz Lozano, Pere ; Lozano Bagén, Toni ; Vives, Josep |
| Subject: | conditional generative modeling | neural networks | expected signature | rough path theory | Wasserstein generative adversarial networks | neural stochastic differential equations | Neuronale Netze | Neural networks | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2023.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014486922