Volatility and irregularity Capturing in stock price indices using time series Generative adversarial networks (TimeGAN)

被引：0
|
作者：
Mushunje, Leonard [1 ]
Allen, David [2 ]
Peiris, Shelton [2 ]
机构：
[1] Columbia University, Department of Statistics, United States
[2] University of Sydney, School of Mathematics and Statistics, Australia
来源：
arXiv | 2023年
关键词：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I：
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学科分类号：
摘要：
Costs - Electronic trading - Errors - Financial markets - Forecasting - Generative adversarial networks - Investments - Long short-term memory
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