Empirical study of GANITE’s robustness to hidden confounders

An empirical study is performed exploring the sensitivity to hidden confounders of GANITE, a method for Individualized Treatment Effect (ITE) estimation. Most real world datasets do not measure all confounders and thus it is important to know how crucial this is in order to obtain comparable predictions. This is explored through the removal of...

Generating Asset Paths for Financial SDEs with GANs

Generative adversarial networks (GANs) have shown promising results when applied on partial differential equations and financial time series generation. This thesis investigates if GANs can be used to provide a strong approximation to the solution of stochastic differential equations (SDEs) of the Ito type. Standard GANs are only able to...