Generative adversarial networks applied to synthetic financial scenarios generation

DOI10.1016/j.physa.2023.128899arXiv2209.03935OpenAlexW4377019898MaRDI QIDQ6099023

Noureddine Boumlaik, Christophe Geissler, Nicolas Morizet, Matteo Rizzato, Julien Wallart

Publication date: 19 June 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.03935

zbMATH Keywords

time series generationrisk managementdeep neural networksgenerative adversarial networksconditional data augmentationfinancial scenarios

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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