| Paper ID | SS-L2.6 |
| Paper Title |
CORRGAN: SAMPLING REALISTIC FINANCIAL CORRELATION MATRICES USING GENERATIVE ADVERSARIAL NETWORKS |
| Authors |
Gautier Marti, Shell Street Labs, Hong Kong SAR of China |
| Session | SS-L2: Signal Processing Methods for Finance Applications |
| Location | On-Demand |
| Session Time: | Tuesday, 05 May, 11:30 - 13:30 |
| Presentation Time: | Tuesday, 05 May, 13:10 - 13:30 |
| Presentation |
Lecture
|
| Topic |
Special Sessions: Signal Processing Methods for Finance Applications |
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| Virtual Presentation |
Click here to watch in the Virtual Conference |