Generative Adversarial Networks in Finance: An Overview

  title={Generative Adversarial Networks in Finance: An Overview},
  author={Florian Eckerli and Joerg Osterrieder},
  journal={Machine Learning eJournal},
Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progress in the field of data-driven modelling, but the lack of sufficient data to train these models is currently holding back several new applications. Generative Adversarial Networks (GANs) are a neural network architecture family that has achieved good results in image generation and is being successfully applied to… Expand
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