23 citations · 47 across the 9 of their papers we have counts for
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cs.LG2022★ 1 cited
Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets
Masanori Hirano, Hiroki Sakaji, Kiyoshi Izumi
This study proposes a new generative adversarial network (GAN) for generating realistic orders in financial markets. In some previous works, GANs for financial markets generated fa…
cs.LG2019★ 9 cited
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model
Kei Nakagawa, Tomoki Ito, Masaya Abe +1
A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted…