Generating synthetic data in finance: opportunities, challenges and pitfalls

Samuel A. Assefa, Danial Dervovic, Mahmoud Mahfouz, Robert E. Tillman, Prashant Reddy, Manuela Veloso. Generating synthetic data in finance: opportunities, challenges and pitfalls. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]

Abstract

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