Quant GANs: Deep Generation of Financial Time Series

15 July 2019

Papers citing "Quant GANs: Deep Generation of Financial Time Series"

50 / 88 papers shown

Title
From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao Saizhuo Wang Xinyi Lin Xiaojun Wu Haohan Zhang L. Ni Jian Guo AIFin 57 0 0 27 Mar 2025
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator Bokai Cao Xueyuan Lin Yiyan Qi Chengjin Xu Cehao Yang Jian Guo 40 0 0 23 Mar 2025
Synthetic Data Generation for Minimum-Exposure Navigation in a Time-Varying Environment using Generative AI Models Nachiket U. Bapat Randy C. Paffenroth Raghvendra V. Cowlagi 52 0 0 09 Mar 2025
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation Jaskaran Singh Walia Aarush Sinha Srinitish Srinivasan Srihari Unnikrishnan 49 0 0 24 Feb 2025
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics Andrew Lesniewski Giulio Trigila DiffM 80 0 0 21 Nov 2024
Time-Causal VAE: Robust Financial Time Series Generator Beatrice Acciaio Stephan Eckstein Songyan Hou AI4TS 30 2 0 05 Nov 2024
Variational Neural Stochastic Differential Equations with Change Points Yousef El-Laham Zhongchang Sun Haibei Zhu Tucker Balch Svitlana Vyetrenko 26 0 0 01 Nov 2024
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities Achintya Gopal 32 0 0 02 Aug 2024
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 40 4 0 14 Jun 2024
A Survey of Transformer Enabled Time Series Synthesis Alexander Sommers Logan Cummins Sudip Mittal Shahram Rahimi Maria Seale Joseph Jaboure Thomas Arnold AI4TS 40 2 0 04 Jun 2024
Learning heavy-tailed distributions with Wasserstein-proximal-regularized $α$ -divergences Ziyu Chen Hyemin Gu M. Katsoulakis Luc Rey-Bellet Wei-wei Zhu 34 0 0 22 May 2024
RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction Jingyi Gu Wenlu Du Guiling Wang 19 0 0 16 Feb 2024
Unlearnable Examples For Time Series Yujing Jiang Xingjun Ma S. Erfani James Bailey AI4TS 23 1 0 03 Feb 2024
Time-Transformer: Integrating Local and Global Features for Better Time Series Generation Yuansan Liu S. Wijewickrema Ang Li C. Bester Stephen O'Leary James Bailey ViT AI4TS 21 7 0 18 Dec 2023
Generative Machine Learning for Multivariate Equity Returns Ruslan Tepelyan Achintya Gopal AIFin SyDa 29 4 0 21 Nov 2023
Flexible Tails for Normalising Flows, with Application to the Modelling of Financial Return Data Tennessee Hickling Dennis Prangle 16 4 0 01 Nov 2023
Synthetic Data as Validation Qixing Hu Alan L. Yuille Zongwei Zhou SyDa OOD 22 8 0 24 Oct 2023
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies Kieran Wood Samuel Kessler Stephen J. Roberts S. Zohren AI4TS 25 2 0 16 Oct 2023
AI-Generated Images as Data Source: The Dawn of Synthetic Era Zuhao Yang Fangneng Zhan Kunhao Liu Muyu Xu Shijian Lu EGVM 31 18 0 03 Oct 2023
TCGAN: Convolutional Generative Adversarial Network for Time Series Classification and Clustering F. Huang Yangdong Deng GAN AI4TS 25 1 0 09 Sep 2023
Generating drawdown-realistic financial price paths using path signatures Emiel Lemahieu Kris Boudt Maarten Wyns 19 1 0 08 Sep 2023
TSGBench: Time Series Generation Benchmark Yihao Ang Qiang Huang Yifan Bao Anthony K. H. Tung Zhiyong Huang AI4TS 28 16 0 07 Sep 2023
INTAGS: Interactive Agent-Guided Simulation Song Wei Andrea Coletta Svitlana Vyetrenko T. Balch 16 1 0 04 Sep 2023
FinDiff: Diffusion Models for Financial Tabular Data Generation Timur Sattarov Marco Schreyer Damian Borth DiffM 11 35 0 04 Sep 2023
Implementing Quantum Generative Adversarial Network (qGAN) and QCBM in Finance Santanu Ganguly GAN 48 2 0 15 Aug 2023
Statistically Optimal Generative Modeling with Maximum Deviation from the Empirical Distribution Elen Vardanyan Sona Hunanyan T. Galstyan A. Minasyan A. Dalalyan 34 2 0 31 Jul 2023
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling Masanori Hirano Kentaro Minami Kentaro Imajo GAN 24 3 0 25 Jul 2023
TransFusion: Generating Long, High Fidelity Time Series using Diffusion Models with Transformers Md Fahim Sikder R. Ramachandranpillai Fredrik Heintz DiffM 26 9 0 24 Jul 2023
Sig-Splines: universal approximation and convex calibration of time series generative models Magnus Wiese Phillip Murray R. Korn AI4TS 25 1 0 19 Jul 2023
A Comprehensive Survey on Generative Diffusion Models for Structured Data Heejoon Koo To Eun Kim DiffM MedIm 33 7 0 07 Jun 2023
GAT-GAN : A Graph-Attention-based Time-Series Generative Adversarial Network Srikrishna Iyer Teck-Hou Teng AI4TS 13 1 0 03 Jun 2023
Generative modeling of time-dependent densities via optimal transport and projection pursuit Jonah Botvinick-Greenhouse Yunan Yang R. Maulik OT 11 2 0 19 Apr 2023
Generative modeling for time series via Schr{ö}dinger bridge Mohamed Hamdouche P. Henry-Labordère H. Pham AI4TS DiffM OT 32 11 0 11 Apr 2023
30 Years of Synthetic Data Joerg Drechsler Anna Haensch 30 15 0 04 Apr 2023
Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network Jingyi Gu Fadi P. Deek Guiling Wang GAN AIFin AI4TS 18 5 0 27 Feb 2023
Machine Learning for Synthetic Data Generation: A Review Ying-Cheng Lu Minjie Shen Huazheng Wang Xiao Wang Capucine Van Rechem Tianfan Fu Wenqi Wei SyDa 33 140 0 08 Feb 2023
On the causality-preservation capabilities of generative modelling Yves-Cédric Bauwelinckx Jan Dhaene Tim Verdonck Milan van den Heuvel CML AI4CE 38 0 0 03 Jan 2023
StyleTime: Style Transfer for Synthetic Time Series Generation Yousef El-Laham Svitlana Vyetrenko AI4TS 24 5 0 22 Sep 2022
Modern Machine Learning Tools for Monitoring and Control of Industrial Processes: A Survey R. Bhushan Gopaluni Aditya Tulsyan Benoît Chachuat Biao Huang J. M. Lee Faraz Amjad S. Damarla Jong Woo Kim Nathan P. Lawrence AI4CE 11 38 0 22 Sep 2022
HyperTime: Implicit Neural Representation for Time Series Elizabeth Fons Alejandro Sztrajman Yousef El-Laham Alexandros Iosifidis Svitlana Vyetrenko AI4TS 27 20 0 11 Aug 2022
Data-Driven Modeling of Noise Time Series with Convolutional Generative Adversarial Networks A. Wunderlich Jack G. Sklar AI4TS 40 4 0 03 Jul 2022
Simulating financial time series using attention Weilong Fu Ali Hirsa Jörg Osterrieder AI4TS AIFin GAN 17 4 0 01 Jul 2022
Improving Correlation Capture in Generating Imbalanced Data using Differentially Private Conditional GANs Chang Sun J. V. Soest Michel Dumontier SyDa 23 2 0 28 Jun 2022
Distributionally Robust End-to-End Portfolio Construction Giorgio Costa G. Iyengar OOD 9 13 0 10 Jun 2022
Synthetic Data -- what, why and how? James Jordon Lukasz Szpruch F. Houssiau M. Bottarelli Giovanni Cherubin Carsten Maple Samuel N. Cohen Adrian Weller 40 109 0 06 May 2022
GANs as Gradient Flows that Converge Yu‐Jui Huang Yuchong Zhang 11 2 0 05 May 2022
Supervised machine learning classification for short straddles on the S&P500 Alexander Brunhuemer Lukas Larcher Philipp Seidl Sascha Desmettre Johannes Kofler G. Larcher 10 3 0 26 Apr 2022
Downstream Fairness Caveats with Synthetic Healthcare Data Karan Bhanot Ioana Baldini Dennis L. Wei J. Zeng Kristin P. Bennett SyDa 16 2 0 09 Mar 2022
Risk-Neutral Market Simulation Magnus Wiese M. Phillip 21 2 0 28 Feb 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 39 20 0 31 Jan 2022