21 citations · 26 across the 6 of their papers we have counts for
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cs.LG2025
A diffusion-based generative model for financial time series via geometric Brownian motion
Gihun Kim, Sun-Yong Choi, Yeoneung Kim
We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, in…
cs.LG2021★ 2 cited
Training Wasserstein GANs without gradient penalties
Dohyun Kwon, Yeoneung Kim, Guido Montúfar +1
We propose a stable method to train Wasserstein generative adversarial networks. In order to enhance stability, we consider two objective functions using the -transform based on…