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Zhu, Xuejun

  1. Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
    2024/01/18 by Ericson, Lars, Zhu, Xuejun, Han, Xusi +4 · 2 citations
    #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)