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Stock Market Prediction Based on Generative Adversarial Network

Publication: Stock Market Prediction Based on Generative Adversarial Network. Published 2019.

Research & Papers
doi.orgPublished 2019
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Overview

Publication: Stock Market Prediction Based on Generative Adversarial Network. Published 2019.

Publication information

Publication title
Stock Market Prediction Based on Generative Adversarial Network
Authors
Kang Zhang, Guoqiang Zhong, Junyu Dong, Shengke Wang, Yong Wang
Published
2019
Venue / journal
Procedia Computer Science
DOI
10.1016/j.procs.2019.01.256 ↗
Publication source
doi.org · 10.1016/j.procs.2019.01.256 ↗

Source: Crossref public DOI API · observed Oct 11, 2026.

Source links & provenance

https://doi.org/10.1016/j.procs.2019.01.256 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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