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The estimation of loss distributions for dynamic portfolios requires the simulation of scenarios representing realistic joint dynamics of their components.
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Stefan Weber · 2006
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Generative adversarial nets
Ian Goodfellow, Jean Pouget-Abadie, Mehdi Mirza, Bing Xu, David Warde-Farley, Sherjil Ozair, Aaron Courville, and Yoshua Bengio · 2014
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