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We introduce the decision-aware time-series conditional generative adversarial network (DAT-CGAN) as a method for time-series generation.
Portfolio selection
Harry Markowitz · 1952
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Regression, prediction and shrinkage
J.B. Copas · 1983
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A conditional heteroskedastic time series model for speculative prices and rates of return
Bollerslev · 1987
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Bootstraps for time series
Peter Bühlmann · 2002
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Introduction to strong mixing conditions
R.C. Bradley · 2007
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Concentration inequalities for dependent random variables via the martingale method
Leonid Aryeh Kontorovich and Kavita Ramanan · 2008
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Optimal transport: Old and new
Cédric Villani · 2009
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Conditional generative adversarial nets
Mehdi Mirza and Simon Osindero · 2014
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Scheduled sampling for sequence prediction with recurrent neural networks
Samy Bengio, Oriol Vinyals, Navdeep Jaitly, and Noam Shazeer · 2015
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Sequence level training with recurrent neural networks
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Wasserstein generative adversarial networks
Martín Arjovsky, Soumith Chintala, and Léon Bottou · 2017
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Generalization and equilibrium in generative adversarial nets (gans)
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Self-critical sequence training for image captioning
Steven J. Rennie, Etienne Marcheret, Youssef Mroueh, Jerret Ross, and Vaibhava Goel · 2017
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Anomaly detection with generative adversarial networks for multivariate time series
D Li, D Chen, and J Goh · 2018
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Multivariate time series imputation with generative adversarial networks
Y Luo, X Cai, and Y Zhang · 2018
Mad-gan: Multivariate anomaly detection for time series data with generative adversarial networks
D Li, D Chen, and B Jin · 2019
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E2gan: End-to-end generative adversarial network for multivariate time series imputation
Y Luo, Y Zhang, and X Cai · 2019
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Modeling financial time-series with generative adversarial networks
S Takahashi, Y Chen, and K Tanaka-Ishii · 2019
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Quant gans: Deep generation of financial time series
Magnus Wiese, Robert Knobloch, and Ralf Korn1 · 2019
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Time-series generative adversarial networks
Jinsung Yoon, Daniel Jarrett, and Mihaela van der Schaar · 2019
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Tanogan: Time series anomaly detection with generative adversarial networks
MA Bashar and R Nayak · 2020
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