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STAT906-Project

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.