This is a summary of links featured on Quantocracy on Wednesday, 02/24/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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SigCWGAN, a new generation GAN architecture for Time Series Generation [Quant Dare]As a continuation to our last post on Time Series Signatures and our running list of posts regarding GANs and synthetic data we now want to present the Signature Conditional Wasserstein GAN, shortened as SigCWGAN, a new GAN architecture presented in [1] that is specifically designed to generate time series of arbitrary length and dimensions. 2. Properties of the Signature The SigCWGAN wields the