Quant Letter: January 2024, Week-4
Weekly (31st Edition)
ArXiv
Finance
Generative Modeling for Financial Time Series: The paper introduces new methods for conditional time series generation in financial risk modeling using deep generative methods, and presents a framework to assess the quality of the generated series. (2024-01-18, shares: 6)
Multi-Curve Interest Rate Models: The research investigates the stabili…
