Conditional Sig-Wasserstein GANs for Time Series Generation

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Conditional Sig-Wasserstein GANs for Time Series Generation

9 June 2020

Marc Sabate Vidales

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Papers citing "Conditional Sig-Wasserstein GANs for Time Series Generation"

13 / 13 papers shown

Title
Robust pricing and hedging via neural SDEs Patryk Gierjatowicz Marc Sabate Vidales David Siska Lukasz Szpruch Zan Zuric 71 34 0 08 Jul 2020
A generative adversarial network approach to calibration of local stochastic volatility models Christa Cuchiero Wahid Khosrawi Josef Teichmann GAN 152 69 0 05 May 2020
Quant GANs: Deep Generation of Financial Time Series Magnus Wiese R. Knobloch R. Korn Peter Kretschmer GAN AI4TS AIFin 75 279 0 15 Jul 2019
Time Series Simulation by Conditional Generative Adversarial Net Rao Fu Jie Chen Shutian Zeng Yiping Zhuang Agus Sudjianto AI4TS OOD GAN 61 48 0 25 Apr 2019
On Finding Local Nash Equilibria (and Only Local Nash Equilibria) in Zero-Sum Games Eric V. Mazumdar Michael I. Jordan S. Shankar Sastry 99 120 0 03 Jan 2019
The Limit Points of (Optimistic) Gradient Descent in Min-Max Optimization C. Daskalakis Ioannis Panageas 75 256 0 11 Jul 2018
Adversarial Audio Synthesis Chris Donahue Julian McAuley M. Puckette GAN 143 614 0 12 Feb 2018
Which Training Methods for GANs do actually Converge? L. Mescheder Andreas Geiger Sebastian Nowozin 81 1,468 0 13 Jan 2018
Are GANs Created Equal? A Large-Scale Study Mario Lucic Karol Kurach Marcin Michalski Sylvain Gelly Olivier Bousquet EGVM 80 1,013 0 28 Nov 2017
Cycles in adversarial regularized learning P. Mertikopoulos Christos H. Papadimitriou Georgios Piliouras 66 322 0 08 Sep 2017
Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs Cristóbal Esteban Stephanie L. Hyland Gunnar Rätsch GAN SyDa MedIm 112 791 0 08 Jun 2017
A Primer on the Signature Method in Machine Learning I. Chevyrev Andrey Kormilitzin 497 217 0 11 Mar 2016
Delving Deep into Rectifiers: Surpassing Human-Level Performance on ImageNet Classification Kaiming He Xinming Zhang Shaoqing Ren Jian Sun VLM 338 18,651 0 06 Feb 2015