This project contains simulation of tail risk for financial securities. Current focus on Gold CFD (XAUUSD).
For now the main method is Generative adversarial network(GAN) as main simulator.
models contains main models and network architecture
For training you can use gan-tail-price notebook it is suggested to have comet installed and use you own API key for plotting the train.
Also for simulation you can see the gan-tail-price-sim notebook