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Scenario generation for market risk models using generative neural
  networks

Scenario generation for market risk models using generative neural networks

21 September 2021
Solveig Flaig
Gero Junike
    GAN
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Papers citing "Scenario generation for market risk models using generative neural networks"

2 / 2 papers shown
Title
Universal randomised signatures for generative time series modelling
Universal randomised signatures for generative time series modelling
Francesca Biagini
Lukas Gonon
Niklas Walter
35
4
0
14 Jun 2024
Improved Data Generation for Enhanced Asset Allocation: A Synthetic
  Dataset Approach for the Fixed Income Universe
Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe
Szymon Kubiak
Tillman Weyde
Oleksandr Galkin
Daniel Philps
Ram Gopal
11
1
0
27 Nov 2023
1