Student: Huy Pham
This is my assignment for the course Deep Generative Models (HSE MDS).
This repository demostrates the paper: Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019
Please see the notebook QuantGans for detail of the model.
My work adapts many parts of these awesome repository:
$ python -m venv venv
$ source venv/bin/activate
$ pip install -r requirements.txt
$ python train.py --data_path sample/sp500.csv
$ python inference.py
