Skip to content

artaasd95/price-tail-risk-sim

Repository files navigation

price-tail-risk-sim

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

About

Simulation of tail risk noise and asset price

Topics

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published