Tail-GAN: Nonparametric Scenario Generation for Tail Risk Estimation
Conference / Lecture
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Date
09 Aug 2022
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Organiser
Department of Applied Mathematics
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Time
16:00 - 17:00
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Venue
Online via ZOOM
Speaker
Prof. Rama Cont, University of Oxford, UK
Enquiry
Natalie Cheung 27666938 natalie.cheung@polyu.edu.hk
Summary
Keynote Speaker
Prof. Rama Cont, University of Oxford, UK
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