QuPodcast
QuPodcast
Sri Krishnamurthy
Gautier Marti: Master Class: GANS with Applications in Synthetic Data Generation
1 hour 30 minutes Posted Dec 15, 2020 at 3:54 pm.
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A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times!

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Topic: GANS with Apps in Synthetic data

With various innovations in neural networks, GANs are becoming popular as a means of generating synthetic data.  In this master class, Gautier will discuss Generative Adversarial Networks (GANs) and discuss applications in synthetic data generation and other quantitative finance applications. He will also discuss his work on CORRGANS, Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks.[1]  

Reference:

1. https://arxiv.org/abs/1910.09504