Daring to quantify the markets |

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

24/02/2021

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An Introduction to Time Series Signatures

23/09/2020

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Predicting the fall: Revisiting the «Forecasting VIX peaks» experiment.

01/04/2020

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Mitigating overfitting on Financial Datasets with Generative Adversarial Networks

16/10/2019

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Generating Financial Series with Generative Adversarial Networks Part 2

24/06/2019

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Generating Financial Series with Generative Adversarial Networks

20/03/2019