2 papers
q-fin.CP2018
The ETS challenges: a machine learning approach to the evaluation of simulated financial time series for improving generation processes
Javier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Maria Planas +3
This paper presents an evaluation framework that attempts to quantify the "degree of realism" of simulated financial time series, whatever the simulation method could be, with the…
q-fin.CP2018
Generating virtual scenarios of multivariate financial data for quantitative trading applications
Javier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Jorge Cubero +3
In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach,…