no code implementations • 15 Jul 2019 • Magnus Wiese, Robert Knobloch, Ralf Korn, Peter Kretschmer
Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics.
no code implementations • 7 Jul 2019 • Magnus Wiese, Robert Knobloch, Ralf Korn
However, so far exact modeling or extrapolation of distributional properties such as the tail asymptotics generated by a generative network is not available.