Generative approach
Working-paper.jpg
Working Paper 7.07.2020 Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks
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In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial time series, whose statistical properties are the same as those observed in the financial markets.

More > 10 minutes
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