Generation of multivariate time series using neural networks

Title

Generation of multivariate time series using neural networks

Author

Tijink, Jan (TU Delft Electrical Engineering, Mathematics and Computer Science)

Contributor

Oosterlee, Kees (mentor)
den Dunnen, Wilco (mentor)

Degree granting institution

Delft University of Technology

Programme

Applied Mathematics | Financial Engineering

Date

2018-11-22

Subject

Neural Networks
Time series
generation
Generation
neural networks
time series
Distribution

To reference this document use:

http://resolver.tudelft.nl/uuid:b1cc2e66-dabb-497f-a3ea-5d37a17eb742

Part of collection

Student theses

Document type

master thesis

Rights

© 2018 Jan Tijink