All About Trading!

All About Trading!

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All About Trading!
All About Trading!
Using Generative Models to Augment Financial Data

Using Generative Models to Augment Financial Data

Using Variational Autoencoders to Multiply Your Time Series

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 17, 2023
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All About Trading!
All About Trading!
Using Generative Models to Augment Financial Data
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Data is gold, but generating data is like having an infinite gold mine. Of course, this is a bit of an exaggeration, but it does not hinder the importance of generating data that is similar to a selected set of observations.

This article shows how to create a simple generative model in Python that will try to mimic the statistical distribution of an orig…

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