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Codes for my thesis project: replicating and modifying quant GANs.

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Quant GANs replication

Codes for my thesis project: replicating and modifying Quant GANs.

paper

Python files for neural network creation/training, preprocessing and metrics can be found in the backend package. Models ought to be trained in Colab or using a PC with a CUDA capable GPU.

Notebook files

Replication/testing:

∆CoVaR related:

Experiments found in the appendix:

* Please note that this notebook makes use of an older CGAN implementation. I didn't have the time to use the new CGAN from the backend package here. In order to keep congruent with my thesis I will keep it like this.

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Codes for my thesis project: replicating and modifying quant GANs.

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