samsonq / fingan

The implementation of "modeling financial time-series with generative adversarial networks"

fingan

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.

bibliography

Shuntaro Takahashi, Yu Chen and Kumiko Tanaka-Ishii. Modeling financial time-series with generative adversarial networks. Physica A. 527, 121261, 2019

requirement

• Python 3.6
• tensorflow-gpu 1.14
• matplotlib 3.1.1
• pandas 0.25.1
• numpy 1.17.1

data

link