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Multivariate time-series modeling with generative neural networks
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Multivariate time-series modeling with generative neural networks

Econometrics and Statistics (ES), 2020
25 February 2020
Marius Hofert
Avinash Prasad
Mu Zhu
ArXiv (abs)PDFHTML

Papers citing "Multivariate time-series modeling with generative neural networks"

5 / 5 papers shown
Adaptive generative moment matching networks for improved learning of dependence structures
Adaptive generative moment matching networks for improved learning of dependence structures
Marius Hofert
Gan Yao
223
0
0
29 Aug 2025
Limiting Behavior of Maxima under Dependence
Limiting Behavior of Maxima under Dependence
Klaus Herrmann
Marius Hofert
Johanna G. Neslehova
200
1
0
05 May 2024
TSGM: A Flexible Framework for Generative Modeling of Synthetic Time
  Series
TSGM: A Flexible Framework for Generative Modeling of Synthetic Time SeriesNeural Information Processing Systems (NeurIPS), 2023
Alexander Nikitin
Letizia Iannucci
Samuel Kaski
TTASyDaAI4TS
429
23
0
19 May 2023
Simulating financial time series using attention
Simulating financial time series using attention
Weilong Fu
Ali Hirsa
Jörg Osterrieder
AI4TSAIFinGAN
236
5
0
01 Jul 2022
Dependence model assessment and selection with DecoupleNets
Dependence model assessment and selection with DecoupleNetsJournal of Computational And Graphical Statistics (JCGS), 2022
Marius Hofert
Avinash Prasad
Mu Zhu
305
1
0
07 Feb 2022
1
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