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9. Time Series GANs

Walkthrough of the time series GAN functionality from the Investment Simulation module.

This video goes through the time series generative adversarial networks (GANs) functionality from the Investment Simulation module.

As explained in Section 3.2.2.2 of the Portfolio Construction and Risk Management book, it is still very early days for GANs and investment time series simulation.

Hence, there are probably many low hanging fruits in relation to getting better performance from these models. This video presents one of them.

See also the time series Variational Autoencoders video post.

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