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Daring to quantify the markets |

The scientific blog of ETS Asset Management Factory

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SigCWGAN, a new generation GAN architecture for Time Series Generation.

24/02/2021

As a continuation to our last post on Time Series Signatures and our running list of posts regarding GANs and synthetic data we now want to present the Signature Conditional Wasserstein GAN, shortened as SigCWGAN, a new GAN architecture presented in [1] that is specifically designed to generate time series of arbitrary length and dimensions.

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Fernando De Meer

Ranking

Salary factor

17/02/2021

Rubén Briones

Asset Management

Second chances with momentum

10/02/2021

Javier Cárdenas

All

Improving time series animations in matplotlib (from 2D to 3D)

03/02/2021

Pablo Leo

All

Reinforcement Learning for Trading

16/12/2020

Gustavo Vargas

All

Fundamental shifts in factors, are they here to stay?

10/12/2020

rcobo

All

Decision Trees: Gini vs Entropy

02/12/2020

Pablo Aznar

Asset Management

Does low volatility anomaly work in funds?

18/11/2020

T. Fuertes

Asset Management

Deflated Sharpe Ratio (how to avoid been fooled by randomness)

05/11/2020

Rubén Briones

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Machine Learning

Dream team: Combining classifiers

29/10/2020

aporras

Artificial Intelligence

Clustering S&P500 using Fully Convolutional Autoencoders

14/10/2020

Pablo Leo

Risk Management

FX Swap pricing and the mystery of Covered Interest Parity

07/10/2020

Juan Martínez

Asset Management

Currency Hedging Valuation: A Money Weighted Approach

29/09/2020

Enrique Millán

Artificial Intelligence

An Introduction to Time Series Signatures

23/09/2020

Fernando De Meer

Asset Management

Kelly criterion: Part 2

09/09/2020

Javier Cárdenas

Python

Introduction to NLP: Sentiment analysis and Wordclouds

29/07/2020

Juan Ruiz Arnal

Machine Learning

The secret sauce that makes Deep Learning frameworks so powerful

22/07/2020

Alejandro Pérez

All

Finance Factors Coordination? Cascade Selection

15/07/2020

J. González

All

What is the difference between Extra Trees and Random Forest?

17/06/2020

Pablo Aznar

Artificial Intelligence

Variational autoencoder as a method of data augmentation

03/06/2020

T. Fuertes

Asset Management

Probabilistic Sharpe Ratio

20/05/2020

Rubén Briones

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