Baoren Xiao

University College London - Department of Mathematics

Gower Street

London, WC1E 6BT

United Kingdom

The Alan Turing Institute

British Library, 96 Euston Road

London, NW12DB

United Kingdom

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Conditional Sig-Wasserstein GANs for Time Series Generation

Number of pages: 32 Posted: 02 Jul 2020
University College London - Department of Mathematics, University of Edinburgh - School of Mathematics, University of Kaiserslautern - Department of Mathematics, University College London - Department of Mathematics and University College London - Department of Mathematics
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Abstract:

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Conditional Generative Adversarial Network, Neural Networks, Time Series, Rough Path Theory, Generative Modelling, Wasserstein Distance, Mathematical Finance, Signatures