Quant GANs: Deep Generation of Financial Time Series

15 July 2019

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

38 / 88 papers shown

Title
Fractional SDE-Net: Generation of Time Series Data with Long-term Memory Kohei Hayashi Kei Nakagawa AI4TS 24 8 0 16 Jan 2022
Multi-Asset Spot and Option Market Simulation Magnus Wiese Ben Wood Alexandre Pachoud R. Korn Hans Buehler Phillip Murray Lianjun Bai 19 21 0 13 Dec 2021
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 166 0 08 Dec 2021
Convergence of GANs Training: A Game and Stochastic Control Methodology Othmane Mounjid Xin Guo GAN 22 2 0 01 Dec 2021
Lifelong Vehicle Trajectory Prediction Framework Based on Generative Replay Peng Bao Zonghai Chen Ji-kai Wang Deyun Dai Hao Zhao 28 9 0 15 Nov 2021
Sig-Wasserstein GANs for Time Series Generation Hao Ni Lukasz Szpruch Marc Sabate Vidales Baoren Xiao Magnus Wiese Shujian Liao SyDa AI4TS 19 73 0 01 Nov 2021
How Robust are Limit Order Book Representations under Data Perturbation? Yufei Wu Mahmoud Mahfouz Daniele Magazzeni Manuela Veloso OOD 11 4 0 10 Oct 2021
A Quantum Generative Adversarial Network for distributions Amine Assouel A. Jacquier A. Kondratyev GNN GAN OOD 45 17 0 04 Oct 2021
A review of Generative Adversarial Networks (GANs) and its applications in a wide variety of disciplines -- From Medical to Remote Sensing Ankan Dash J. Ye Guiling Wang MedIm AI4CE 16 89 0 01 Oct 2021
Scenario generation for market risk models using generative neural networks Solveig Flaig Gero Junike GAN 24 10 0 21 Sep 2021
PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series Paul Jeha Michael Bohlke-Schneider Pedro Mercado Shubham Kapoor Rajbir-Singh Nirwan Valentin Flunkert Jan Gasthaus Tim Januschowski AI4TS 25 45 0 02 Aug 2021
Generative adversarial networks in time series: A survey and taxonomy Eoin Brophy Zhengwei Wang Qi She Tomas E. Ward EGVM AI4TS 9 58 0 23 Jul 2021
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope Gautier Marti Victor Goubet Frank Nielsen 6 6 0 22 Jul 2021
SilGAN: Generating driving maneuvers for scenario-based software-in-the-loop testing Dhasarathy Parthasarathy Anton Johansson 21 10 0 05 Jul 2021
Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction Liu Ziyin Kentaro Minami Kentaro Imajo 19 4 0 08 Jun 2021
Generative Adversarial Network: Some Analytical Perspectives Haoyang Cao Xin Guo GAN 24 2 0 25 Apr 2021
Monte Carlo Simulation of SDEs using GANs Jorino van Rhijn C. Oosterlee L. Grzelak Shuaiqiang Liu GAN AI4TS 22 8 0 03 Apr 2021
Deep Hedging of Derivatives Using Reinforcement Learning Jay Cao Jacky Chen J. Hull Zissis Poulos 6 71 0 29 Mar 2021
Conditional Loss and Deep Euler Scheme for Time Series Generation Carl Remlinger Joseph Mikael Romuald Elie DiffM 19 12 0 10 Feb 2021
Time Series (re)sampling using Generative Adversarial Networks Christian Moller Dahl Emil N. Sørensen TTA AI4TS 21 6 0 30 Jan 2021
Pareto GAN: Extending the Representational Power of GANs to Heavy-Tailed Distributions Todd P. Huster Jérémy E. Cohen Zinan Lin Kevin S. Chan Charles A. Kamhoua Nandi O. Leslie C. Chiang Vyas Sekar GAN 38 26 0 22 Jan 2021
Adversarial trading Alexandre Miot AAML 11 1 0 16 Dec 2020
Decision-Aware Conditional GANs for Time Series Data He Sun Zhun Deng Hui Chen David C. Parkes CML AI4TS 27 17 0 26 Sep 2020
Learning Sampling in Financial Statement Audits using Vector Quantised Autoencoder Neural Networks Marco Schreyer Timur Sattarov Anita Gierbl Bernd Reimer Damian Borth DRL 15 3 0 06 Aug 2020
Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks Edmond Lezmi Jules Roche T. Roncalli Jiali Xu 26 6 0 09 Jul 2020
Robust pricing and hedging via neural SDEs Patryk Gierjatowicz Marc Sabate Vidales David Siska Lukasz Szpruch Zan Zuric 14 34 0 08 Jul 2020
A Data-driven Market Simulator for Small Data Environments Hans Bühler Blanka Horvath Terry Lyons Imanol Perez Arribas Ben Wood 19 65 0 21 Jun 2020
Conditional Sig-Wasserstein GANs for Time Series Generation Shujian Liao Hao Ni Lukasz Szpruch Magnus Wiese Marc Sabate Vidales Baoren Xiao GAN AI4TS 11 0 0 09 Jun 2020
A Survey on Generative Adversarial Networks: Variants, Applications, and Training Abdul Jabbar Xi Li Bourahla Omar 25 266 0 09 Jun 2020
Generating Realistic Stock Market Order Streams Junyi Li Xintong Wang Yaoyang Lin Arunesh Sinha Michael P. Wellman GAN AIFin 18 81 0 07 Jun 2020
SDE approximations of GANs training and its long-run behavior Haoyang Cao Xin Guo 18 1 0 03 Jun 2020
If You Like It, GAN It. Probabilistic Multivariate Times Series Forecast With GAN Alireza Koochali Andreas Dengel Sheraz Ahmed AI4TS 17 31 0 03 May 2020
Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN) Jaleh Zand Stephen J. Roberts GAN AI4TS 12 4 0 08 Apr 2020
Reinforcement Learning in Economics and Finance Arthur Charpentier Romuald Elie Carl Remlinger OffRL 19 148 0 22 Mar 2020
Connecting GANs, MFGs, and OT Haoyang Cao Xin Guo Mathieu Laurière GAN 16 14 0 10 Feb 2020
Neural networks for option pricing and hedging: a literature review Johannes Ruf Weiguan Wang 12 121 0 13 Nov 2019
Deep Hedging: Learning to Simulate Equity Option Markets Magnus Wiese Lianjun Bai Ben Wood Hans Buehler GAN 13 66 0 05 Nov 2019
Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination Adriano Soares Koshiyama Nikan B. Firoozye Philip C. Treleaven GAN 11 86 0 07 Jan 2019