Simulating Multi-Asset Classes Prices Using Wasserstein Generative Adversarial Network: A Study of Stocks, Futures and Cryptocurrency
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- David R. Meyer & George Guernsey, 2017. "Hong Kong and Singapore exchanges confront high frequency trading," Asia Pacific Business Review, Taylor & Francis Journals, vol. 23(1), pages 63-89, January.
- Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman, 2020. "Generating Realistic Stock Market Order Streams," Papers 2006.04212, arXiv.org.
- Mensi, Walid & Hernandez, Jose Arroeola & Yoon, Seong-Min & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor," International Review of Financial Analysis, Elsevier, vol. 74(C).
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Keywords
multi-asset classes; financial engineering; simulations; stocks; futures; cryptocurrency; precious metal futures; machine learning; financial technology;All these keywords.
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