Learning to simulate sequentially generated data via neural networks and Wasserstein training
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Publication:6599355
DOI10.1145/3583070zbMATH Open1544.62294MaRDI QIDQ6599355FDOQ6599355
Authors: Tingyu Zhu, Haoyu Liu, Zeyu Zheng 
Publication date: 6 September 2024
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
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Sequential statistical analysis (62L10) Artificial neural networks and deep learning (68T07) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Cites Work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
- Numerical solution of stochastic differential equations with jumps in finance
- Multivariate Stochastic Volatility: A Review
- Stochastic Volatility: Origins and Overview
- Quant GANs: deep generation of financial time series
- Foundations of machine learning
- Deep Neural Network Approximation Theory
- Nonparametric regression on low-dimensional manifolds using deep ReLU networks: function approximation and statistical recovery
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