Generative adversarial networks in asset pricing

Turyshev, Arsenii (A.A. 2019/2020) Generative adversarial networks in asset pricing. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 51. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Literature review. CAPM and empirical tests. Operating in a multidimensional characteristic space. Deep learning for constrained SDF construction. Generative adversarial networks. Regularized GAN optimazation.


Bibliografia: pp. 29-32.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset pricing
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Carlini, Federico
Academic Year: 2019/2020
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 22 Jan 2021 08:38
Last Modified: 22 Jan 2021 08:38


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