Cart
Create Account
Sign In
Already purchased this program?
Login to View
This video program is a part of the Premium package:
Corrgan: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks
- IEEE MemberUS $11.00
- Society MemberUS $0.00
- IEEE Student MemberUS $11.00
- Non-IEEE MemberUS $15.00
Corrgan: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks
We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments demonstrate that generative adversarial networks are able to recover most of the known stylized facts
We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments demonstrate that generative adversarial networks are able to recover most of the known stylized facts
