Market-GAN: Adding control to financial market data generation with semantic context

• Main Authors: XIA, Haochong, SUN, Shuo, WANG, Xinrun, AN, Bo
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Deep Generative Models & Autoencoders; Time-Series/Data Streams; Artificial Intelligence and Robotics; Finance and Financial Management; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/9129; https://ink.library.smu.edu.sg/context/sis_research/article/10132/viewcontent/29531_MarketGan_pvoa.pdf
• Institution: Singapore Management University

Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks often struggle with adapting to specialized simulation context....