Synthetic data generation with hybrid quantum-classical models for the financial sector
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DOI: 10.1140/epjb/s10051-024-00786-1
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- Takahashi, Shuntaro & Chen, Yu & Tanaka-Ishii, Kumiko, 2019. "Modeling financial time-series with generative adversarial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 527(C).
- Zexin Hu & Yiqi Zhao & Matloob Khushi, 2021. "A Survey of Forex and Stock Price Prediction Using Deep Learning," Papers 2103.09750, arXiv.org.
- Jun Zhang & Lan Li & Wei Chen, 2021. "Predicting Stock Price Using Two-Stage Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1237-1261, April.
- Dmitry Efimov & Di Xu & Luyang Kong & Alexey Nefedov & Archana Anandakrishnan, 2020. "Using generative adversarial networks to synthesize artificial financial datasets," Papers 2002.02271, arXiv.org.
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