Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ericson, Lars, Zhu, Xuejun, Han, Xusi, Fu, Rao, Li, Shuang, Guo, Steve, Hu, Ping
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Machine Learning Risk Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.10370