FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4377019898> ?p ?o ?g. }

• W4377019898 endingPage "128899" @default.
• W4377019898 startingPage "128899" @default.
• W4377019898 abstract "In this paper, we introduce Jinkou, a GAN-based algorithm that allows for the conditional generation of synthetic multivariate time series. The set of variables whose distribution is to be replicated include specific variables taking different values for different objects, as well state variables describing the state of the world, common to all objects at a given date and potentially influential on the specific features. The conditioning process is specified at inference time, and only involves state variables; it simply consists in setting lower and/or upper bounds on their values. The generative model is trained as an un-conditioned generator and is agnostic of any scenario the user might set at inference time. The use case considered in this pilot study is of interest for the financial industry: the generator produces random samples of the instrument-specific features over time (e.g their price, size or the risk for securities). Such generation is conditioned on user-defined macroeconomic assumptions/scenarios involving global variables, such as inflation, oil prices or interest rates. We introduce numerical metrics to assess the statistical closeness between the two multivariate distributions of historical and artificial data. As proof of concept, we test the proposed algorithm by reproducing the value variation for two possible portfolios, Energy and Financial, conditioned on scenarios for which a consensus is present in the community. Jinkou allows us to recover some classical stylized facts about the financial markets, this ability constituting a proof of its efficiency." @default.
• W4377019898 created "2023-05-19" @default.
• W4377019898 creator A5012665559 @default.
• W4377019898 creator A5015401769 @default.
• W4377019898 creator A5037731859 @default.
• W4377019898 creator A5062689016 @default.
• W4377019898 creator A5091972332 @default.
• W4377019898 date "2023-08-01" @default.
• W4377019898 modified "2023-09-30" @default.
• W4377019898 title "Generative Adversarial Networks applied to synthetic financial scenarios generation" @default.
• W4377019898 cites W1964916079 @default.
• W4377019898 cites W2016980223 @default.
• W4377019898 cites W2034357970 @default.
• W4377019898 cites W2046689939 @default.
• W4377019898 cites W2059809675 @default.
• W4377019898 cites W2081242912 @default.
• W4377019898 cites W2100011707 @default.
• W4377019898 cites W2117897510 @default.
• W4377019898 cites W2143668817 @default.
• W4377019898 cites W2151689585 @default.
• W4377019898 cites W2158698691 @default.
• W4377019898 cites W2912614123 @default.
• W4377019898 cites W2941187661 @default.
• W4377019898 cites W3103505011 @default.
• W4377019898 cites W3134781796 @default.
• W4377019898 cites W4283157365 @default.
• W4377019898 doi "https://doi.org/10.1016/j.physa.2023.128899" @default.
• W4377019898 hasPublicationYear "2023" @default.
• W4377019898 type Work @default.
• W4377019898 citedByCount "0" @default.
• W4377019898 crossrefType "journal-article" @default.
• W4377019898 hasAuthorship W4377019898A5012665559 @default.
• W4377019898 hasAuthorship W4377019898A5015401769 @default.
• W4377019898 hasAuthorship W4377019898A5037731859 @default.
• W4377019898 hasAuthorship W4377019898A5062689016 @default.
• W4377019898 hasAuthorship W4377019898A5091972332 @default.
• W4377019898 hasBestOaLocation W43770198982 @default.
• W4377019898 hasConcept C10138342 @default.
• W4377019898 hasConcept C119857082 @default.
• W4377019898 hasConcept C121332964 @default.
• W4377019898 hasConcept C129537906 @default.
• W4377019898 hasConcept C139719470 @default.
• W4377019898 hasConcept C149782125 @default.
• W4377019898 hasConcept C154945302 @default.
• W4377019898 hasConcept C160920958 @default.
• W4377019898 hasConcept C162324750 @default.
• W4377019898 hasConcept C163258240 @default.
• W4377019898 hasConcept C167966045 @default.
• W4377019898 hasConcept C177264268 @default.
• W4377019898 hasConcept C199360897 @default.
• W4377019898 hasConcept C2776214188 @default.
• W4377019898 hasConcept C2780992000 @default.
• W4377019898 hasConcept C33923547 @default.
• W4377019898 hasConcept C38935604 @default.
• W4377019898 hasConcept C39890363 @default.
• W4377019898 hasConcept C41008148 @default.
• W4377019898 hasConcept C62520636 @default.
• W4377019898 hasConcept C97355855 @default.
• W4377019898 hasConceptScore W4377019898C10138342 @default.
• W4377019898 hasConceptScore W4377019898C119857082 @default.
• W4377019898 hasConceptScore W4377019898C121332964 @default.
• W4377019898 hasConceptScore W4377019898C129537906 @default.
• W4377019898 hasConceptScore W4377019898C139719470 @default.
• W4377019898 hasConceptScore W4377019898C149782125 @default.
• W4377019898 hasConceptScore W4377019898C154945302 @default.
• W4377019898 hasConceptScore W4377019898C160920958 @default.
• W4377019898 hasConceptScore W4377019898C162324750 @default.
• W4377019898 hasConceptScore W4377019898C163258240 @default.
• W4377019898 hasConceptScore W4377019898C167966045 @default.
• W4377019898 hasConceptScore W4377019898C177264268 @default.
• W4377019898 hasConceptScore W4377019898C199360897 @default.
• W4377019898 hasConceptScore W4377019898C2776214188 @default.
• W4377019898 hasConceptScore W4377019898C2780992000 @default.
• W4377019898 hasConceptScore W4377019898C33923547 @default.
• W4377019898 hasConceptScore W4377019898C38935604 @default.
• W4377019898 hasConceptScore W4377019898C39890363 @default.
• W4377019898 hasConceptScore W4377019898C41008148 @default.
• W4377019898 hasConceptScore W4377019898C62520636 @default.
• W4377019898 hasConceptScore W4377019898C97355855 @default.
• W4377019898 hasLocation W43770198981 @default.
• W4377019898 hasLocation W43770198982 @default.
• W4377019898 hasLocation W43770198983 @default.
• W4377019898 hasLocation W43770198984 @default.
• W4377019898 hasLocation W43770198985 @default.
• W4377019898 hasOpenAccess W4377019898 @default.
• W4377019898 hasPrimaryLocation W43770198981 @default.
• W4377019898 hasRelatedWork W2961085424 @default.
• W4377019898 hasRelatedWork W3098068234 @default.
• W4377019898 hasRelatedWork W3125613704 @default.
• W4377019898 hasRelatedWork W3146490099 @default.
• W4377019898 hasRelatedWork W3195625933 @default.
• W4377019898 hasRelatedWork W3204170321 @default.
• W4377019898 hasRelatedWork W3211244440 @default.
• W4377019898 hasRelatedWork W3214730985 @default.
• W4377019898 hasRelatedWork W4281719713 @default.
• W4377019898 hasRelatedWork W4286894464 @default.
• W4377019898 hasVolume "623" @default.
• W4377019898 isParatext "false" @default.

• next