Universal randomised signatures for generative time series modelling

14 June 2024

Papers citing "Universal randomised signatures for generative time series modelling"

5 / 5 papers shown

Title
Time-Causal VAE: Robust Financial Time Series Generator Beatrice Acciaio Stephan Eckstein Songyan Hou AI4TS 23 2 0 05 Nov 2024
Variance Norms for Kernelized Anomaly Detection Thomas Cass Lukas Gonon Nikita Zozoulenko 16 0 0 16 Jul 2024
Generative Machine Learning for Multivariate Equity Returns Ruslan Tepelyan Achintya Gopal AIFin SyDa 18 4 0 21 Nov 2023
Scenario generation for market risk models using generative neural networks Solveig Flaig Gero Junike GAN 16 10 0 21 Sep 2021
C-RNN-GAN: Continuous recurrent neural networks with adversarial training Olof Mogren GAN 73 508 0 29 Nov 2016