
Volgans - Wikipedia
The Volgan Republic of Asia was founded when an individual called Vashkov united the Volgograd citizens into a fascist party named after the local river in 1989. Leading the party to a military coup against Mikhail Gorbachev and the Soviet government in 1991, [3] he declared himself the sole leader of the Soviet Union which was renamed the ...
Volga Germans - Wikipedia
The Standard German-related variety influenced by dialects and spoken by Volgan Germans who moved to Argentina is called Paraná-Wolga-Deutsch. It is also spoken in the Brazilian state of Paraná in addition to the Argentine province of Entre Ríos .
GitHub - milenavuletic/VolGAN: Code to accompany the paper "VolGAN…
Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces" https://www.tandfonline.com/doi/full/10.1080/1350486X.2025.2471317. VolGAN.py contains the necessary functions to train VolGAN, alongside arbitrage penalty …
Volga - Wikipedia
−28 m (−92 ft) [3] Length: 3,531 km (2,194 mi) [1] Basin size: 1,360,000 km 2 (530,000 sq mi) [1] 1,404,107.6 km 2 (542,129.0 sq mi) [2]: Discharge • location: Astrakhan (Basin size: 1,391,271.8 km 2 (537,173.0 sq mi) • average: 8,060 m 3 /s (285,000 cu ft/s) . 8,103.078 m 3 /s (286,157.5 cu ft/s) [2]. Volga Delta: 8,110.544 m 3 /s (286,421.2 cu ft/s) [2]
VolGAN: a generative model for arbitrage-free implied volatility ...
Nov 28, 2023 · We introduce VolGAN, a generative model for arbitrage-free implied volatility surfaces. The model is trained on time series of implied volatility surfaces and underlying prices and is capable of generating realistic scenarios for joint dynamics of the implied volatility surface and the underlying asset.
VolGAN is a customised conditional generative adversarial network with a smoothness penalty incorporated into the generator’s loss function, combined with scenario re-weighting applied to the output scenarios [Cont and Vuletic, 2023].
A Generative Model for Arbitrage-Free Implied Volatility Surfaces
Nov 3, 2023 · VolGAN: A Deep Dive into the Model. VolGAN employs a generative adversarial network (GAN) architecture, a class of machine learning frameworks, to create realistic scenarios for the evolution of implied volatility surfaces alongside the underlying asset prices.
What Happened to the Volga German Colonies in Russia
Sep 21, 2021 · As mentioned earlier, the first large scale of ethnic Germans into Russian territory took place during the Middle Ages. Although the region is technically the Baltic countries of Latvia, Lithuania, and Estonia, and the native people are not Russians or even Slavic, the area has been under control of the Russian Empire and the Soviet Union on …
VolGAN/README.md at main · milenavuletic/VolGAN - GitHub
Two types of implied volatility data sets can be downloaded from OptionMetrics, and both can be utilised for VolGAN (option prices or implied vol surface, which is pre-smoothed). Processing the raw data to reach a suitable format is relatively straightforward.
Milena Vuletic - Oxford-Princeton Workshop XIII
Apr 20, 2024 · We introduce VolGAN, a generative model for arbitrage-free implied volatility surfaces. The model is trained on time series of implied volatility surfaces and underlying prices and is capable of generating realistic scenarios for joint dynamics of the implied volatility surface and the underlying asset.