Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets

Algorithm 1

Training GAN-FD.

(1)Set the learning rates and , and parameters

, , ;

(2)Initialize weights and .

(3)while not converged do

(4)Update the generator  :

(5)Get new data samples (, ), (,

),…, (, )

(6)

(7)Update the discriminator  :

(8)Get new data samples (, ), (,

),…, (, )

(9)

(10) end while