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Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE SPRING 2024 PEOPLE ORIENTED PROJECT MANAGEMENT MINI-COURSE
HY LAM
Roman Holowinsky, PhD
MARCH 22, 2024
DIRECTOR
DATE
TEAM
Gen AI in Finance
Manaswinee Bezbaruah, HY LAM, Haridas Kumar Das, Ming Zhang
Working on generating finance time series using deep learning, with application on portfolio optimization and risk management.
It could be done by:
1. Using GAN structure to simulate times series, which can combine Transformer structure in time series modeling (see https://arxiv.org/abs/2202.02691)
2. Using more recent generative AI structures like diffusions ( see https://arxiv.org/abs/2101.12072)
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