Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe
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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.
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- Kwanda Sydwell Ngwenduna & Rendani Mbuvha, 2021. "Alleviating Class Imbalance in Actuarial Applications Using Generative Adversarial Networks," Risks, MDPI, vol. 9(3), pages 1-33, March.
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