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This is the code I used for my master thesis at the University of Cambridge. It generates artificial financial time series using Recurrent Generative Adversarial Networks. For more details, please refer to chapter 5 of my thesis available at

For a tutorial in form of iPython notebook, please refer to appendix E of my master thesis available at

Both the theoretical approach and the implementation are based on the method of Hyland et al. for generative modelling of time series. Their research paper is available at and their code at