This repository is the official implementation of [Sig-Wasserstein GANs for Time Series Generation]
Authors: Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao
Paper Link: Sig-Wasserstein GANs for Time Series Generation
To setup the conda environment:
conda env create -f requirements.yml