Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-21
Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with Gradient Penalty (WGAN-GP) into the field of...