Quant GANs : deep generation of financial time series
Magnus Wiese, Robert Knobloch, Ralf Korn and Peter Kretschmer
| Year of publication: |
2020
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|---|---|
| Authors: | Wiese, Magnus ; Knobloch, Robert ; Korn, Ralf ; Kretschmer, Peter |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 9, p. 1419-1440
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| Subject: | Financial modeling | Generative adversarial networks | Machine learning | Risk neutral simulation | Temporal convolutional networks | Time series | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Simulation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1730426 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313474