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Financial Innovation

Table 9 Configuration of the encoder (Enc), decoder (Dec), generator (G) and discriminator (D) of the FinGAN models

From: DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks

Models

TCN-Enc

TCN-Dec

TCN-G

TCN-D

\(N_I\)

1

1

3

1

\(N_H\)

80

80

80

80

\(N_O\)

2

1

2

1

  1. Table 9 reports the specific parameters of the FinGAN model, where \(N_I\) stands for the dimension of input layer, \(N_H\) stands for the dimension of the hidden layer, and \(N_O\) stands for the dimension of the output layer
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