Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process
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- Milena Vuletić & Felix Prenzel & Mihai Cucuringu, 2024. "Fin-GAN: forecasting and classifying financial time series via generative adversarial networks," Quantitative Finance, Taylor & Francis Journals, vol. 24(2), pages 175-199, January.
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Keywords
crude oil-driven conditional generative adversarial network; Lévy–Merton jump-diffusion model; oil price forecasting; long short-term memory;All these keywords.
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