Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala. Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions. In Hisao Ishibuchi, Chee-Keong Kwoh 0001, Ah-Hwee Tan, Dipti Srinivasan, Chunyan Miao, Anupam Trivedi, Keeley A. Crockett, editors, IEEE Symposium Series on Computational Intelligence, SSCI 2022, Singapore, December 4-7, 2022. pages 1423-1429, IEEE, 2022. [doi]
Abstract is missing.