paper
Generative Models for Stochastic Processes Using Convolutional Neural Networks
Fernando Fernandes Neto
Generative Models for Stochastic Processes Using Convolutional Neural Networks
Fernando Fernandes Neto
paper2018-01-09English
quantitative financearxiv
Description
The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a general tool for forecasts and simulations without the need to identify/assume a specific system structure or estimate its parameters.
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