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 |
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