{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,30]],"date-time":"2024-10-30T16:45:47Z","timestamp":1730306747220,"version":"3.28.0"},"reference-count":23,"publisher":"IEEE","license":[{"start":{"date-parts":[[2021,12,12]],"date-time":"2021-12-12T00:00:00Z","timestamp":1639267200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2021,12,12]],"date-time":"2021-12-12T00:00:00Z","timestamp":1639267200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2021,12,12]]},"DOI":"10.1109\/wsc52266.2021.9715314","type":"proceedings-article","created":{"date-parts":[[2022,2,23]],"date-time":"2022-02-23T20:38:43Z","timestamp":1645648723000},"page":"1-12","source":"Crossref","is-referenced-by-count":0,"title":["Learning to Simulate Sequentially Generated Data via Neural Networks and Wasserstein Training"],"prefix":"10.1109","author":[{"given":"Tingyu","family":"Zhu","sequence":"first","affiliation":[{"name":"Yuanpei College Peking University,Beijing,CHINA,100871"}]},{"given":"Zeyu","family":"Zheng","sequence":"additional","affiliation":[{"name":"University of California, Berkeley,Department of Industrial Engineering and Operations Research,Berkeley,CA,USA,94720"}]}],"member":"263","reference":[{"key":"ref10","article-title":"Statistical guarantees of generative adversarial networks for distribution estimation","author":"chen","year":"2020","journal-title":"ArXiv Preprint"},{"doi-asserted-by":"publisher","key":"ref11","DOI":"10.3390\/risks8040101"},{"key":"ref12","article-title":"Generative adversarial networks","author":"goodfellow","year":"2014","journal-title":"ArXiv Preprint"},{"key":"ref13","article-title":"Improved training of wasserstein GANs","author":"gulrajani","year":"2017","journal-title":"ArXiv Preprint"},{"doi-asserted-by":"publisher","key":"ref14","DOI":"10.1093\/rfs\/6.2.327"},{"key":"ref15","article-title":"Adam: A method for stochastic optimization","author":"kingma","year":"2014","journal-title":"ArXiv Preprint"},{"key":"ref16","article-title":"Auto-encoding variational bayes","author":"kingma","year":"2013","journal-title":"ArXiv Preprint"},{"key":"ref17","article-title":"A neural stochastic volatility model","volume":"32","author":"luo","year":"0","journal-title":"Proceedings of the AAAI Conference on Artificial Intelligence"},{"doi-asserted-by":"publisher","key":"ref18","DOI":"10.1016\/0304-4076(90)90100-8"},{"doi-asserted-by":"publisher","key":"ref19","DOI":"10.1002\/jae.3950080509"},{"key":"ref4","article-title":"Approximability of discriminators implies diversity in GANs","author":"bai","year":"2018","journal-title":"ArXiv Preprint"},{"doi-asserted-by":"publisher","key":"ref3","DOI":"10.1080\/07474930600713564"},{"doi-asserted-by":"publisher","key":"ref6","DOI":"10.1111\/j.1467-6419.2004.00232.x"},{"doi-asserted-by":"publisher","key":"ref5","DOI":"10.1007\/978-94-015-8372-5_1"},{"doi-asserted-by":"publisher","key":"ref8","DOI":"10.1142\/S0219024905002767"},{"doi-asserted-by":"publisher","key":"ref7","DOI":"10.1109\/WSC48552.2020.9383966"},{"key":"ref2","first-page":"214","article-title":"Wasserstein generative adversarial networks","author":"arjovsky","year":"2017","journal-title":"International Conference on Machine Learning"},{"key":"ref1","doi-asserted-by":"crossref","first-page":"413","DOI":"10.1016\/j.jfineco.2005.10.006","article-title":"Maximum likelihood estimation of stochastic volatility models","volume":"83","author":"a?","year":"2007","journal-title":"Journal of Financial Economics"},{"doi-asserted-by":"publisher","key":"ref9","DOI":"10.29007\/3b2l"},{"doi-asserted-by":"publisher","key":"ref20","DOI":"10.1007\/978-3-540-71297-8_10"},{"doi-asserted-by":"publisher","key":"ref22","DOI":"10.1016\/j.jcp.2018.10.024"},{"key":"ref21","first-page":"203","article-title":"Financial returns modelled by the product of two stochastic processes-a study of the daily sugar prices 1961&#x2013;75","volume":"1","author":"taylor","year":"1982","journal-title":"Time Series Analysis Theory and Practice"},{"doi-asserted-by":"publisher","key":"ref23","DOI":"10.2139\/ssrn.3755865"}],"event":{"name":"2021 Winter Simulation Conference (WSC)","start":{"date-parts":[[2021,12,12]]},"location":"Phoenix, AZ, USA","end":{"date-parts":[[2021,12,15]]}},"container-title":["2021 Winter Simulation Conference (WSC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/9715283\/9715284\/09715314.pdf?arnumber=9715314","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,6,15]],"date-time":"2022-06-15T20:16:30Z","timestamp":1655324190000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9715314\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,12,12]]},"references-count":23,"URL":"https:\/\/doi.org\/10.1109\/wsc52266.2021.9715314","relation":{},"subject":[],"published":{"date-parts":[[2021,12,12]]}}}