Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions.
Thendo SidogiWilson Tsakane MongweRendani MbuvhaTshilidzi MarwalaPublished in: SSCI (2022)
Keyphrases
- stock price
- financial markets
- stock market
- free form
- sufficient conditions
- dynamic routing
- three dimensional
- generative model
- network design
- network structure
- social networks
- surface reconstruction
- non stationary
- multi agent
- real world
- historical data
- computer networks
- real scenes
- multi view
- stock exchange
- turning points
- real images are presented
- stock index futures