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Fin-GAN: forecasting and classifying financial time series via generative adversarial networks
Quantitative Finance ( IF 1.3 ) Pub Date : 2024-02-13 , DOI: 10.1080/14697688.2023.2299466
Milena Vuletić 1, 2 , Felix Prenzel 1 , Mihai Cucuringu 1, 2, 3, 4
Affiliation  

We investigate the use of Generative Adversarial Networks (GANs) for probabilistic forecasting of financial time series. To this end, we introduce a novel economics-driven loss function for the gen...

中文翻译:

Fin-GAN:通过生成对抗网络对金融时间序列进行预测和分类

我们研究了生成对抗网络(GAN)在金融时间序列概率预测中的使用。为此,我们为生成引入了一种新颖的经济驱动的损失函数...
更新日期:2024-02-13
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