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Sig-Wasserstein GANs for Time Series Generation


Nov 01, 2021
Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao

* This paper is accepted by the 2nd ACM International Conference on AI in Finance 2021 

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Conditional Sig-Wasserstein GANs for Time Series Generation


Jun 09, 2020
Hao Ni, Lukasz Szpruch, Magnus Wiese, Shujian Liao, Baoren Xiao


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Deep Hedging: Learning to Simulate Equity Option Markets


Nov 05, 2019
Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler


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Quant GANs: Deep Generation of Financial Time Series


Jul 15, 2019
Magnus Wiese, Robert Knobloch, Ralf Korn, Peter Kretschmer


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Copula & Marginal Flows: Disentangling the Marginal from its Joint


Jul 07, 2019
Magnus Wiese, Robert Knobloch, Ralf Korn


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