About this document
Enhancing Portfolios with Synthetic Data by FinanceGPT Labs is a document available to read on EtoBox.
This study uses generative AI, specifically FinanceGPT, a Large Quantitative Model (LQM) within a Variational Autoencoder Generative Adversarial Network (VAE-GAN) framework, to create synthetic options chain data for the Johannesburg Stock Exchange (JSE). The lack of real options data in developing markets like the JSE hinders sophisticated financial analysis, and this AI-generated data aims to address this issue. Two backtests comparing portfolios built with and without this synthetic data showed significa
- Author
- FinanceGPT Labs
- Language
- EN