Quant GANs : deep generation of financial time series
Magnus Wiese, Robert Knobloch, Ralf Korn and Peter Kretschmer
| Year of publication: |
2020
|
|---|---|
| Authors: | Wiese, Magnus ; Knobloch, Robert ; Korn, Ralf ; Kretschmer, Peter |
| 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 |
Online Resource
| 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