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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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Learning stochastic differential equations using RNN with log signature features

Sep 22, 2019
Shujian Liao, Terry Lyons, Weixin Yang, Hao Ni


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