cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope (Q2117912)
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scientific article; zbMATH DE number 7495261
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| English | cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope |
scientific article; zbMATH DE number 7495261 |
Statements
cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope (English)
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22 March 2022
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generative adversarial networks
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correlation matrices
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elliptope geometry
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empirical distributions
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quantitative finance
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Monte Carlo simulations
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