QuantGAN

MaRDI QIDQ1352400swMATHFDO

Official website https://arxiv.org/abs/1907.06673

Source code repository https://github.com/ICascha/QuantGANs-replication

Described by source

• Quant GANs: deep generation of financial time series

Cited in

(21)

• GP-GAN
• Deep xVA solver
• AdaGAN
• Copula.Markov.survival
• changepointTests
• Forecasting financial time series with Boltzmann entropy through neural networks
• cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope
• Robust utility maximization under model uncertainty via a penalization approach
• A generative model for fBm with deep ReLU neural networks
• evt0
• KolmogorovSmirnovDist
• SimEstFBM
• Grouping of contracts in insurance using neural networks
• Generative adversarial networks for financial trading strategies fine-tuning and combination
• IdentificationRiskCalculation
• deepAD
• DeepLOB
• nn-quantile-extrapolation
• cCorrGAN
• CorrGAN
• DiffWave

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