SSRNEconometrics & Forecasting
GANs and Synthetic Financial Data: VaR Calculation
VaR Calculation: The article discusses the unique characteristics of financial data time series developed using a Generative Adversarial Neural net (GAN), emphasizing its applications in machine learning.
Featured in No. 8 on 19 Jul 2023 · 3 days after release
- Released
- 16 Jul 2023
- First featured
- No. 8 · 19 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4512017
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).