zhiweilin27/temporalCN

Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper

Deep Generative Models

Implentation of Quant GANs: Deep Generation of Financial Time Series, 2019

Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019

This repository includes code from:

• ICascha/QuantGANs-replication
• TCN
• Greg Ver Steeg, 2015

Data for S&P 500 and the Shanghai SE Composite Index needs to be put in the data folder

TCN implementations are provided for both Tensor Flow and Torch

For the Tensor Flow implementation of a TCN see the notebooks tf_train.ipynb and tf_model.ipynb

For the Torch implementation of a TCN see the notebooks torch_train.ipynb and torch_model.ipynb