Improving Portfolio Construction with Synthetic Time Series Data
A deep generative model can create high-quality, correlation-aware synthetic financial time series, useful in a GAN-assisted risk-based portfolio construction method.
Featured in No. 47 on 1 May 2024 · 4 days after release · 0 citations today
- Released
- 27 Apr 2024
- First featured
- No. 47 · 1 May 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4809931
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).