Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions, affecting institutions, research, and modeling processes. Although not all financial datasets present such limitations, this work proposes the use of deep learning techniques for generating synthetic data applied to cryptocurrency price time series. The approach is based on Conditional Generative Adversarial Networks (CGANs), combining an LSTM-type recurrent generator and an MLP discriminator to produce statistically consistent synthetic data. The experiments consider different crypto-assets and demonstrate that the model is capable of reproducing relevant temporal patterns, preserving market trends and dynamics. The generation of synthetic series through GANs is an efficient alternative for simulating financial data, showing potential for applications such as market behavior analysis and anomaly detection, with lower computational cost compared to more complex generative approaches.

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