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2109.10072
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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
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
Szymon Kubiak
Tillman Weyde
Oleksandr Galkin
Daniel Philps
Ram Gopal
11
1
0
27 Nov 2023
1