Volatility and irregularity Capturing in stock price indices using time series Generative adversarial networks (TimeGAN).
Leonard MushunjeDavid AllenShelton PeirisPublished in: CoRR (2023)
Keyphrases
- stock price
- stock market
- non stationary
- option pricing
- stock exchange
- financial time series
- stock market data
- financial markets
- news articles
- historical data
- stock data
- technical indicators
- exchange rate
- stock price prediction
- financial data
- chinese stock market
- investment strategies
- stock returns
- generative model
- multivariate time series
- stock index
- databases
- fractal dimension
- short term
- knn
- bayesian networks