Fin-GAN: forecasting and classifying financial time series via generative adversarial networks

DOI10.1080/14697688.2023.2299466zbMATH Open1537.91305MaRDI QIDQ6546310

Mihai Cucuringu, [[Person:6158394|Author name not available (Why is that?)]], [[Person:6148556|Author name not available (Why is that?)]]

Publication date: 29 May 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Economic time series analysis (91B84) Financial markets (91G15)

Cites Work

• Title not available (Why is that?)
• Gaussian processes for time-series modelling
• Quant GANs: deep generation of financial time series
• Deep learning for limit order books
• Deep hedging
• Universal features of price formation in financial markets: perspectives from deep learning
• Analysis of Financial Time Series

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