Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination

7 January 2019

Papers citing "Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination"

10 / 10 papers shown

Title
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 42 4 0 14 Jun 2024
Implementing Quantum Generative Adversarial Network (qGAN) and QCBM in Finance Santanu Ganguly GAN 48 2 0 15 Aug 2023
Probabilistic Conformal Prediction Using Conditional Random Samples Zhendong Wang Ruijiang Gao Mingzhang Yin Mingyuan Zhou David M. Blei TPM 42 22 0 14 Jun 2022
Distributionally Robust End-to-End Portfolio Construction Giorgio Costa G. Iyengar OOD 9 13 0 10 Jun 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 52 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 19 73 0 01 Nov 2021
A Quantum Generative Adversarial Network for distributions Amine Assouel A. Jacquier A. Kondratyev GNN GAN OOD 47 17 0 04 Oct 2021
Decision-Aware Conditional GANs for Time Series Data He Sun Zhun Deng Hui Chen David C. Parkes CML AI4TS 27 17 0 26 Sep 2020
Generating Realistic Stock Market Order Streams Junyi Li Xintong Wang Yaoyang Lin Arunesh Sinha Michael P. Wellman GAN AIFin 29 81 0 07 Jun 2020
Quant GANs: Deep Generation of Financial Time Series Magnus Wiese R. Knobloch R. Korn Peter Kretschmer GAN AI4TS AIFin 22 273 0 15 Jul 2019