Default risk model using conditional generative adversarial net by high-dimensional financial time-series generation
Zi Jin, Rao Fu, Yiping Zhuang, and Agus Sudjianto
Year of publication: |
2024
|
---|---|
Authors: | Jin, Zi ; Fu, Rao ; Zhuang, Yiping ; Sudjianto, Agus |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 6.2024, 3, p. 182-213
|
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Time Series Simulation by Conditional Generative Adversarial Net
Fu, Rao, (2019)
-
Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
Chen, Zhanshou, (2012)
-
Sun, Han Sheng, (2016)
- More ...