Login / Signup
Quant GANs: Deep Generation of Financial Time Series.
Magnus Wiese
Robert Knobloch
Ralf Korn
Peter Kretschmer
Published in:
CoRR (2019)
Keyphrases
</>
financial time series
stock market
financial time series forecasting
financial data
non stationary
turning points
exchange rate
stock price
stock exchange
stock returns
multivariate time series
machine learning