The implementation of "modeling financial time-series with generative adversarial networks" The numpy files in generated_samples folder are the time-series generated by the GAN model. To train the model, you need the data of the financial time-series. Due to the copyright issue, we can not publish it here. Please contact takahashi(at)cl.rcast.u-tokyo.ac.jp for the information.
Shuntaro Takahashi, Yu Chen and Kumiko Tanaka-Ishii. Modeling financial time-series with generative adversarial networks. Physica A. 527, 121261, 2019
- Python 3.6
- tensorflow-gpu 1.14
- matplotlib 3.1.1
- pandas 0.25.1
- numpy 1.17.1