This repo contains the source code of the STAT906 term paper, written by Yuling Max Chen and Tiancheng Yang.
Discriminator.py
contains the architecture of the discrimator described in TailGAN.Generator.py
contains the architecture of the generator described in TailGAN.Trading_Strategies.py
contains the 3 trading strategies (buy-and-hold, mean-reversion, and trend-following) described in TailGAN.dataloader.py
contains the batch data sampler for model training.toy_example.py
contains the toy example and the training process done by Max.utils.py
contains all other utility functions.final_project_stat906.ipynb
contains the toy example and the training process done by Tiancheng.