Copula & Marginal Flows: Disentangling the Marginal from its Joint. - Magnus Wiese; Robert Knobloch; Ralf Korn (CoRR, 2019)

Quant GANs: Deep Generation of Financial Time Series. - Magnus Wiese; Robert Knobloch; Ralf Korn; Peter Kretschmer (CoRR, 2019)