""Generative Models for Financial Time Series Data: Enhancing ..."

Guangming Che (2025)

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DOI: 10.48550/ARXIV.2501.00063

access: open

type: Informal or Other Publication

metadata version: 2025-02-06

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  dblp key:
  - journals/corr/abs-2501-00063
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  - https://dblp.org/rec/journals/corr/abs-2501-00063
Guangming Che:
"Generative Models for Financial Time Series Data: Enhancing Signal-to-Noise Ratio and Addressing Data Scarcity in A-Share Market. CoRR abs/2501.00063 (2025)

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