Fin-GAN: forecasting and classifying financial time series via generative adversarial networks

DOI10.1080/14697688.2023.2299466MaRDI QIDQ6546310zbMATH OpenFDO

Authors Mihai Cucuringu

Publication date 29 May 2024

Published in Quantitative Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/14697688.2023.2299466

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Economic time series analysis (91B84) Financial markets (91G15)

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Cites work

• Analysis of Financial Time Series
• Deep hedging
• Deep learning
• Deep learning for limit order books
• Gaussian processes for time-series modelling
• Quant GANs: deep generation of financial time series
• Universal features of price formation in financial markets: perspectives from deep learning

Cited in

(8)

• GANs training: A game and stochastic control approach
• Sig‐Wasserstein GANs for conditional time series generation
• Spatial-temporal stock movement prediction and portfolio selection based on the semantic company relationship graph
• Learning conditional distributions on continuous spaces
• VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces
• Enhancing mean-variance portfolio optimization through GANs-based anomaly detection
• Time-causal VAE: robust financial time series generator
• Trajectories generation with TimeGAN for modeling anomalous diffusion in financial markets

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