---
title: GANs and Synthetic Financial Data: VaR Calculation
url: https://www.ml-quant.com/papers/ssrn/4512017/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4512017
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4512017
featured: 2023-07-19
citations: unknown
topic: Econometrics & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4512017
- Identifier: SSRN 4512017
- Released: 2023-07-16
- First featured: Quant Letter No. 8 (2023-07-19): https://www.ml-quant.com/issues/2023-07-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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