Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-21
approach with minute intervals across stocks, futures and cryptocurrency markets. We also contribute to quantitative analysis … with Gradient Penalty (WGAN-GP) into the field of the stock market, futures market and cryptocurrency market. We train our … model on various datasets, including the Hong Kong stock market, Hang Seng Index Composite stocks, precious metal futures …