What is it about?
This paper is about generating completely synthetic and new financial time series with the help of generative deep learning methods. Its purpose is to augment already existing financial datasets (stock markets) in order to develop more accurate financial tools such as stock market predictors, portfolio managers etc.
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Why is it important?
It is among the first works of its kind, demonstrating the use of generative models and introducing several qualitative and quantitative metrics for assessing the goodness of synthetically generated samples.
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This page is a summary of: Generation of Realistic Synthetic Financial Time-series, ACM Transactions on Multimedia Computing Communications and Applications, November 2022, ACM (Association for Computing Machinery),
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