├── Dataset.py ├── EigenPort.py ├── Evaluation.py ├── GOM.py ├── LICENSE ├── Plot_Corr_Auto.py ├── Plot_Quantile_PnL.py ├── Plot_Training.py ├── README.md ├── Rejection_rate.py ├── TailGAN.py ├── TailGAN_core_idea.mp4 ├── Transform.py ├── WGAN.py ├── gen_static_port.py ├── gen_synthetic.py ├── gen_thresholds.py └── util.py /Dataset.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Dataset.py -------------------------------------------------------------------------------- /EigenPort.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/EigenPort.py -------------------------------------------------------------------------------- /Evaluation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Evaluation.py -------------------------------------------------------------------------------- /GOM.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/GOM.py -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/LICENSE -------------------------------------------------------------------------------- /Plot_Corr_Auto.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Plot_Corr_Auto.py -------------------------------------------------------------------------------- /Plot_Quantile_PnL.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Plot_Quantile_PnL.py -------------------------------------------------------------------------------- /Plot_Training.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Plot_Training.py -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/README.md -------------------------------------------------------------------------------- /Rejection_rate.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Rejection_rate.py -------------------------------------------------------------------------------- /TailGAN.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/TailGAN.py -------------------------------------------------------------------------------- /TailGAN_core_idea.mp4: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/TailGAN_core_idea.mp4 -------------------------------------------------------------------------------- /Transform.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/Transform.py -------------------------------------------------------------------------------- /WGAN.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/WGAN.py -------------------------------------------------------------------------------- /gen_static_port.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/gen_static_port.py -------------------------------------------------------------------------------- /gen_synthetic.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/gen_synthetic.py -------------------------------------------------------------------------------- /gen_thresholds.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/gen_thresholds.py -------------------------------------------------------------------------------- /util.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chaozhang-ox/Tail-GAN/HEAD/util.py --------------------------------------------------------------------------------