Quantum Bulls and Tensor Tails: Modeling Financial Time Series with QGANs
TL;DR for operators Financial institutions do not suffer from a shortage of market ticks in the abstract. They suffer from a shortage of repeated histories. There is only one realised S&P 500 path, one realised liquidity crisis, one realised volatility regime sequence. Synthetic data is attractive because it promises more examples of rare-but-important behaviour without waiting politely for the next crisis to arrive. ...