Tackling the Exponential Scaling of Signature-Based Generative Adversarial Networks for High-Dimensional Financial Time-Series Generation
Fernando de Meer Pardo, Peter Schwendner and Marcus Wunsch
The Journal of Financial Data Science Fall 2022, jfds.2022.1.109; DOI: https://doi.org/10.3905/jfds.2022.1.109
Fernando de Meer Pardo
is a PhD student in the School of Engineering at the Zurich University of Applied Sciences in Winterthur, Switzerland
Peter Schwendner
is the head of the Institute of Wealth & Asset Management at the Zurich University of Applied Sciences in Winterthur, Switzerland
Marcus Wunsch
is a senior lecturer at the Institute of Wealth & Asset Management at the Zurich University of Applied Sciences in Winterthur, Switzerland
Explore our content to discover more relevant research
In this issue
The Journal of Financial Data Science
Vol. 5, Issue 1
Winter 2023
Tackling the Exponential Scaling of Signature-Based Generative Adversarial Networks for High-Dimensional Financial Time-Series Generation
Fernando de Meer Pardo, Peter Schwendner, Marcus Wunsch
The Journal of Financial Data Science Sep 2022, jfds.2022.1.109; DOI: 10.3905/jfds.2022.1.109