Quant GANs : deep generation of financial time series
Year of publication: |
2020
|
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Authors: | Wiese, Magnus ; Knobloch, Robert ; Korn, Ralf ; Kretschmer, Peter |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 9, p. 1419-1440
|
Subject: | Financial modeling | Generative adversarial networks | Machine learning | Risk neutral simulation | Temporal convolutional networks | Time series | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Simulation |
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