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"Quant GANs: Deep Generation of Financial Time Series."

Magnus Wiese et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-07-23

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1907-06673
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1907-06673
Magnus Wiese, Robert Knobloch, Ralf Korn, Peter Kretschmer:
Quant GANs: Deep Generation of Financial Time Series. CoRR abs/1907.06673 (2019)

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