Title: Tail-GAN: Generating Realistic Cryptocurrency Time-Series Data Description: I developed a ...Title: Tail-GAN: Generating Realistic Cryptocurrency Time-Series Data Description: I developed a ...
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Farid Ahmed
• Oct 30
Title: Tail-GAN: Generating Realistic Cryptocurrency Time-Series Data
Description: I developed a Tail-GAN model to generate synthetic cryptocurrency log-return data that mimic real market behaviors like volatility clustering and heavy tails. The project compares GAN-based and transformer-based models for financial risk evaluation using Value at Risk (VaR) and Expected Shortfall (ES).
Tools: Python, PyTorch, NumPy, SciPy, Pandas, Matplotlib
Tags: Machine Learning, AI Development, Data Science
Data AnalysisData ModelingFinancial AnalysispandasPyTorchPython
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