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variational-autoencoders

Variational Autoencoders

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2 datasets found

Tags: Variational Autoencoder

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  • Synthetic Data Generation for Variational Autoencoders

    Synthetic swaption cubes generated from existing ones
    • Dataset
    • JSON

  • Interpolation of Missing Swaption Volatility Data using Variational Autoencoders

    Daily (Bachelier model implied) swaption volatility cubes of European LIBOR swaptions
    • Dataset
    • JSON
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