Regime-Specific Quant Generative Adversarial Network: A Conditional Generative Adversarial Network for Regime-Specific Deepfakes of Financial Time Series

Simulating financial time series (FTS) data consistent with non-stationary, empirical market behaviour is difficult, but it has valuable applications for financial risk management. A better risk estimation can improve returns on capital and capital efficiency in investment decision making. Challenge...

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Hlavní autoři:	Andrew Huang, Matloob Khushi, Basem Suleiman
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2023-09-01
Edice:	Applied Sciences
Témata:	synthetic FTS data GANs conditional GANs temporal convolutional networks Quant GAN greedy Gaussian segmentation
On-line přístup:	https://www.mdpi.com/2076-3417/13/19/10639
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