Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation
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- Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2021.
"Generative adversarial networks for financial trading strategies fine-tuning and combination,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(5), pages 797-813, May.
- Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2019. "Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination," Papers 1901.01751, arXiv.org, revised Mar 2019.
- 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).
- R. Cont, 2001. "Empirical properties of asset returns: stylized facts and statistical issues," Quantitative Finance, Taylor & Francis Journals, vol. 1(2), pages 223-236.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2022-10-24 (Big Data)
- NEP-CMP-2022-10-24 (Computational Economics)
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