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Conference Papers Year : 2022

EV-GAN: Simulation of extreme events with ReLU neural networks

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Statistics [math.ST]
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https://hal.science/hal-03689703

Submitted on : Tuesday, June 7, 2022-2:45:18 PM

Last modification on : Friday, April 26, 2024-1:49:27 PM

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hal-03689703 , version 1 (07-06-2022)

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  • HAL Id : hal-03689703 , version 1

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Michaël Allouche, Stéphane Girard, Emmanuel Gobet. EV-GAN: Simulation of extreme events with ReLU neural networks. EcoSta 2022 - 5th International Conference on Econometrics and Statistics, Jun 2022, Kyoto, Japan. ⟨hal-03689703⟩

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