A Hybrid Approach on Conditional GAN for Portfolio Analysis. (arXiv:2208.07159v1 [q-fin.PM])

Over the decades, the Markowitz framework has been used extensively in
portfolio analysis though it puts too much emphasis on the analysis of the
market uncertainty rather than on the trend prediction. While generative
adversarial network (GAN), conditional GAN (CGAN), and autoencoding CGAN
(ACGAN) have been explored to generate financial time series and extract
features that can help portfolio analysis. The limitation of the CGAN or ACGAN
framework stands in putting too much emphasis on generating series and finding
the …

analysis arxiv gan hybrid hybrid approach portfolio