2019 Top 400 ranking: 9
The prospects for the German economy will not change dramatically, although there will be a moderate fiscal stimulus.
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Cyclical conditions are turning more positive for Europe. Easing geopolitical risk and the prospect of massive fiscal resources (national and EU-wide) and monetary support could support a recovery in 2021. The improved sentiment could benefit European assets, equities in particular, that have been a laggard due to the pandemic. This could lead to a catch up of EU equities in relative terms vs other markets.
ECB strengthened its intention to make its action long-term: The ECB revised its medium-term inflation target substantially on the downside . Core inflation is forecast to reach only 0.9% in 2022 (0.8% in 2020, 0.7% in 2021). The ECB justified the adjustment of the size of ...
In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial time series, whose statistical properties are the same as those observed in the financial markets. In particular, these synthetic data must preserve the first four statistical moments (mean, standard deviation, skewness and kurtosis), the stochastic dependence between the different dimensions (copula structure) and across time (autocorrelation function).
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