‪Fernando De Meer Pardo‬ - ‪Google Scholar‬

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Co-authors

Peter SchwendnerProfessor of Banking and Finance, Zurich University of Applied SciencesVerified email at zhaw.ch
Marcus WunschZurich University of Applied Sciences (ZHAW)Verified email at zhaw.ch

Fernando De Meer Pardo

Fernando De Meer Pardo

PhD Student

Verified email at zhaw.ch

Deep Learning Generative Adversarial Networks Time Series


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Enriching financial datasets with generative adversarial networks F de Meer Pardo MS thesis, Delft University of Technology, The Netherlands, 2019	20	2019
Mitigating overfitting on financial datasets with generative adversarial networks FDM Pardo, RC López The Journal of Financial Data Science, 2019	9	2019
Tackling the Exponential Scaling of Signature-Based Generative Adversarial Networks for High-Dimensional Financial Time-Series Generation F de Meer Pardo, P Schwendner, M Wunsch The Journal of Financial Data Science 4 (4), 110-132, 2022	2	2022
A Modular Framework for Reinforcement Learning Optimal Execution. F de Meer Pardo, C Auth, F Dascalu arXiv e-prints, arXiv: 2208.06244, 2022		2022
Reinforcement learning in finance JA Posth, C Auth, F De Meer Pardo, F Dascalu, D Jaggi, L Grob ZKB Event, Zürich, Schweiz, 7. April 2022, 2022		2022
A modular framework for reinforcement learning optimal execution JA Posth, F De Meer Pardo 7th European COST Conference on Artificial Intelligence in Finance, Bern …, 2022		2022

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