A Data-driven Market Simulator for Small Data Environments

21 June 2020

Papers citing "A Data-driven Market Simulator for Small Data Environments"

7 / 7 papers shown

Title
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 40 4 0 14 Jun 2024
Generative modeling for time series via Schr{ö}dinger bridge Mohamed Hamdouche P. Henry-Labordère H. Pham AI4TS DiffM OT 23 11 0 11 Apr 2023
Learning the Dynamics of Sparsely Observed Interacting Systems Linus Bleistein Adeline Fermanian A. Jannot Agathe Guilloux 38 5 0 27 Jan 2023
Risk-Neutral Market Simulation Magnus Wiese M. Phillip 13 2 0 28 Feb 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 36 20 0 31 Jan 2022
Sig-Wasserstein GANs for Time Series Generation Hao Ni Lukasz Szpruch Marc Sabate Vidales Baoren Xiao Magnus Wiese Shujian Liao SyDa AI4TS 11 73 0 01 Nov 2021
Clustering Market Regimes using the Wasserstein Distance Blanka Horvath Zacharia Issa Aitor Muguruza Gonzalez OOD 20 10 0 22 Oct 2021