Search Results for author: Xusi Han

Found 1 papers, 0 papers with code

Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review

no code implementations18 Jan 2024 Lars Ericson, Xuejun Zhu, Xusi Han, Rao Fu, Shuang Li, Steve Guo, Ping Hu

The objectives for financial time series generation are to generate synthetic data paths with good variety, and similar distribution and dynamics to the original historical data.

Time Series Time Series Generation

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