LUCAS WAINWRIGHT; KEITH PENNINGTON. Quantifying Systematic Financial Risk via Generative Adversarial Networks Synthesizing Correlated Extreme Market Scenarios for Enhanced Stress Testing Reliability. International Journal of Artificial Intelligence Research, [S. l.], v. 1, n. 2, 2026. Disponível em: https://isipress.org/index.php/IJAIR/article/view/136. Acesso em: 14 may. 2026.