├── README.md ├── configs ├── GBM │ ├── GBM.json │ ├── SigWGAN.json │ ├── WGAN.json │ ├── discriminator │ │ └── ResFNN.json │ └── generator │ │ ├── LSTM.json │ │ ├── LogSigRNN.json │ │ └── NSDE.json ├── ROUGH │ ├── ROUGH.json │ ├── SigWGAN.json │ ├── WGAN.json │ ├── discriminator │ │ └── ResFNN.json │ └── generator │ │ ├── LSTM.json │ │ └── LogSigRNN.json ├── ROUGH_S │ ├── ROUGH_S.json │ ├── SigWGAN.json │ ├── WGAN.json │ ├── discriminator │ │ └── ResFNN.json │ └── generator │ │ ├── LSTM.json │ │ ├── LogSigRNN.json │ │ ├── NSDE.json │ │ └── SigNSDE.json └── STOCKS │ ├── STOCKS.json │ ├── SigWGAN.json │ ├── WGAN.json │ ├── discriminator │ └── ResFNN.json │ └── generator │ ├── LSTM.json │ ├── LogSigRNN.json │ └── NSDE.json ├── datasets ├── rBergomi.pth.tar ├── rBergomi_20steps.pth.tar └── rBergomi_30steps.pth.tar ├── environment.yml ├── evaluate.py ├── lib ├── __init__.py ├── __pycache__ │ ├── __init__.cpython-38.pyc │ ├── augmentations.cpython-38.pyc │ ├── datasets.cpython-38.pyc │ ├── plot.cpython-38.pyc │ ├── test_metrics.cpython-38.pyc │ └── utils.cpython-38.pyc ├── augmentations.py ├── datasets.py ├── eicu_preprocessing.py ├── networks │ ├── __init__.py │ ├── __pycache__ │ │ ├── __init__.cpython-38.pyc │ │ ├── discriminators.cpython-38.pyc │ │ ├── ffn.cpython-38.pyc │ │ ├── generators.cpython-38.pyc │ │ └── resfnn.cpython-38.pyc │ ├── discriminators.py │ ├── ffn.py │ ├── generators.py │ └── resfnn.py ├── plot.py ├── test_metrics.py ├── trainers │ ├── __init__.py │ ├── __pycache__ │ │ ├── __init__.cpython-38.pyc │ │ ├── base.cpython-38.pyc │ │ ├── sig_wgan.cpython-38.pyc │ │ └── wgan.cpython-38.pyc │ ├── base.py │ ├── sig_wgan.py │ ├── w1_dist.py │ └── wgan.py └── utils.py ├── train.py └── train_rough.py /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SigCGANs/Sig-Wasserstein-GANs/HEAD/README.md -------------------------------------------------------------------------------- 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