PierreCounathe/Financial-Time-Series-Generation-Frequency-GANs

Generation of financial time series using GANs. From QuantGAN, TAGAN, and TTGAN, devised generators and discriminators acting in the frequency domain instead of the time domain. The time domain discriminator allows for better replication of autocorrelation patterns.

Financial-Time-Series-Generation-Frequency-GANs

From QuantGAN, TAGAN, and TTGAN, devised generators and discriminators acting in the frequency domain instead of the time domain. The time domain discriminator allows for better replication of autocorrelation patterns.

This repository contains the research poster for the project, that can be found here.