Poster · Paris

Generating Financial Time Series by Matching Random Convolutional Features

Name: Generating Financial Time Series by Matching Random Convolutional Features
Start: 2026-12-09T12:30:00+01:00
End: 2026-12-09T14:30:00+01:00
Location: Paris Poster Hall, Paris

When: Wed 9 Dec 2026, 12:30–14:30 CET
Where: Paris Poster Hall
Session: Paris Poster Session 1
Authors: Konrad Mueller, Nikita Zozoulenko, Ben Wood, Thomas Cass, Lukas Gonon
Organisations: Imperial College London, JPMorgan Chase, Universität St. Gallen
QRS classification: Finance, markets and economics, Time series and forecasting

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