267 citations · 297 across the 10 of their papers we have counts for
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cs.LG2019★ 10 cited
Copula & Marginal Flows: Disentangling the Marginal from its Joint
Magnus Wiese, Robert Knobloch, Ralf Korn
Deep generative networks such as GANs and normalizing flows flourish in the context of high-dimensional tasks such as image generation. However, so far exact modeling or extrapolat…
q-fin.MF2019★ 267 cited
Quant GANs: Deep Generation of Financial Time Series
Magnus Wiese, Robert Knobloch, Ralf Korn +1
Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a…