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TEAM

Gen AI in Finance

Dapeng Shang, Trung Vo, Manaswinee Bezbaruah, HY LAM, Haridas Kumar Das, Ming Zhang

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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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