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A Data-driven Market Simulator for Small Data Environments - SIAM FME Virtual Talk
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- 1 Introduction
- 2 Blanca
- 3 My screen
- 4 Background
- 5 DataDriven Models
- 6 Mixture Models
- 7 Generative Models
- 8 Signatures
- 9 Variational Autoencoders
- 10 Performance Evaluation Metrics
- 11 Log Signatures
- 12 General Strategy
- 13 Numerical Results
- 14 Why is this necessary
- 15 Data Privacy
- 16 Questions
- 17 Performance metric
- 18 Closing
