Sig-Wasserstein GANs for conditional time series generation
Shujian Liao, Hao Ni, Marc Sabate-Vidales, Lukasz Szpruch, Magnus Wiese, Baoren Xiao
| Year of publication: |
2024
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|---|---|
| Authors: | Liao, Shujian ; Ni, Hao ; Sabate-Vidales, Marc ; Szpruch, Łukasz ; Wiese, Magnus ; Xiao, Baoren |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 34.2024, 2, p. 622-670
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| Subject: | conditional generative adversarial networks | generative adversarial networks | rough path theory | time series modeling | Wasserstein generative adversarial networks | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12423 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014514799