stefan-jansen/synthetic-data-for-finance
Material for QuantUniversity talk on Sythetic Data Generation for Finance.
This project helps quantitative traders and financial analysts create realistic synthetic time-series data, like stock prices, using advanced AI. You input your historical financial market data, and it generates alternative price trajectories that mimic the real market behavior. This is useful for training machine learning models or testing trading strategies without relying solely on limited historical data.
127 stars. No commits in the last 6 months.
Use this if you need to generate realistic, diverse synthetic financial time-series data for backtesting trading strategies or enhancing machine learning model training.
Not ideal if you are looking for simple data augmentation techniques or do not work with complex time-series financial data.
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Nov 18, 2020
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