cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope
type: Item
instance of: scholarly article
title: cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope
DOI: 10.1007/978-3-030-80209-7_66
author: Gautier Marti
author: Victor Goubet
author: Frank Nielsen
publication date: 2022-03-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/2107.10606
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 15B52
zbMATH DE Number: 7495261
zbMATH Keywords: generative adversarial networks
zbMATH Keywords: correlation matrices
zbMATH Keywords: elliptope geometry
zbMATH Keywords: empirical distributions
zbMATH Keywords: quantitative finance
zbMATH Keywords: Monte Carlo simulations
describes a project that uses: QuantGAN
describes a project that uses: CorrGAN
describes a project that uses: POT
MaRDI profile type: Publication
OpenAlex ID: W3186539546
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description: scientific article; zbMATH DE number 7495261