267 citations · 281 across the 8 of their papers we have counts for
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q-fin.CP2021
Multi-Asset Spot and Option Market Simulation
Magnus Wiese, Ben Wood, Alexandre Pachoud +4
We construct realistic spot and equity option market simulators for a single underlying on the basis of normalizing flows. We address the high-dimensionality of market observed cal…
cs.LG2021
Sig-Wasserstein GANs for Time Series Generation
Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales +3
Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity t…