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Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progress in the field of data-driven modelling, but the lack of…

Computational Finance · Quantitative Finance 2021-07-07 Florian Eckerli , Joerg Osterrieder

Generative adversarial networks (GANs) are powerful tools for learning generative models. In practice, the training may suffer from lack of convergence. GANs are commonly viewed as a two-player zero-sum game between two neural networks.…

Machine Learning · Computer Science 2018-07-13 Hao Ge , Yin Xia , Xu Chen , Randall Berry , Ying Wu

Generative adversarial networks (GANs) are successful deep generative models. GANs are based on a two-player minimax game. However, the objective function derived in the original motivation is changed to obtain stronger gradients when…

Machine Learning · Statistics 2016-11-10 Masatoshi Uehara , Issei Sato , Masahiro Suzuki , Kotaro Nakayama , Yutaka Matsuo

The Generative Adversarial Network (GAN) was recently introduced in the literature as a novel machine learning method for training generative models. It has many applications in statistics such as nonparametric clustering and nonparametric…

Machine Learning · Statistics 2023-06-26 Sehwan Kim , Qifan Song , Faming Liang

Generative adversarial networks (GAN) are a powerful subclass of generative models. Despite a very rich research activity leading to numerous interesting GAN algorithms, it is still very hard to assess which algorithm(s) perform better than…

Machine Learning · Statistics 2018-10-30 Mario Lucic , Karol Kurach , Marcin Michalski , Sylvain Gelly , Olivier Bousquet

Generative Adversarial Networks are becoming a fundamental tool in Machine Learning, in particular in the context of improving the stability of deep neural networks. At the same time, recent advances in Quantum Computing have shown that,…

Quantum Physics · Physics 2021-10-07 Amine Assouel , Antoine Jacquier , Alexei Kondratyev

Generative adversarial networks (GANs) have been extremely effective in approximating complex distributions of high-dimensional, input data samples, and substantial progress has been made in understanding and improving GAN performance in…

Machine Learning · Computer Science 2018-05-01 Daniel Jiwoong Im , He Ma , Graham Taylor , Kristin Branson

We propose a novel defensive mechanism based on a generative adversarial network (GAN) framework to defend against adversarial attacks in end-to-end communications systems. Specifically, we utilize a generative network to model a powerful…

Machine Learning · Computer Science 2022-08-16 Yudi Dong , Huaxia Wang , Yu-Dong Yao

Generative Adversarial Networks (GANs) are a powerful framework for deep generative modeling. Posed as a two-player minimax problem, GANs are typically trained end-to-end on real-valued data and can be used to train a generator of…

Machine Learning · Statistics 2017-11-15 Anirudh Goyal , Nan Rosemary Ke , Alex Lamb , R Devon Hjelm , Chris Pal , Joelle Pineau , Yoshua Bengio

We look into Generative Adversarial Network (GAN), its prevalent variants and applications in a number of sectors. GANs combine two neural networks that compete against one another using zero-sum game theory, allowing them to create much…

Machine Learning · Computer Science 2021-10-05 Ankan Dash , Junyi Ye , Guiling Wang

In this paper, we propose a generative adversarial network (GAN) approach for efficiently computing volatility surfaces. The idea is to make use of the special GAN neural architecture so that on one hand, we can learn volatility surfaces…

Computational Finance · Quantitative Finance 2023-12-27 Andrew Na , Meixin Zhang , Justin Wan

The impressive success of Generative Adversarial Networks (GANs) is often overshadowed by the difficulties in their training. Despite the continuous efforts and improvements, there are still open issues regarding their convergence…

Machine Learning · Computer Science 2018-11-08 Yannis Pantazis , Dipjyoti Paul , Michail Fasoulakis , Yannis Stylianou

Generative Adversarial Networks (GANs) are a class of generative algorithms that have been shown to produce state-of-the art samples, especially in the domain of image creation. The fundamental principle of GANs is to approximate the…

Machine Learning · Statistics 2018-03-22 G. Biau , B. Cadre , M. Sangnier , U. Tanielian

Generative adversarial networks (GANs) provide a way to learn deep representations without extensively annotated training data. They achieve this through deriving backpropagation signals through a competitive process involving a pair of…

Computer Vision and Pattern Recognition · Computer Science 2018-02-14 Antonia Creswell , Tom White , Vincent Dumoulin , Kai Arulkumaran , Biswa Sengupta , Anil A Bharath

Recent years have witnessed the deployment of adversarial attacks to evaluate the robustness of Neural Networks. Past work in this field has relied on traditional optimization algorithms that ignore the inherent structure of the problem and…

Machine Learning · Computer Science 2021-06-01 Florian Jaeckle , M. Pawan Kumar

Generative Adversarial Network (GAN) is a useful type of Neural Networks in various types of applications including generative models and feature extraction. Various types of GANs are being researched with different insights, resulting in a…

Neural and Evolutionary Computing · Computer Science 2020-09-22 Jaesung Yoo , Jeman Park , An Wang , David Mohaisen , Joongheon Kim

Generative adversarial networks (GANs) are one powerful type of deep learning models that have been successfully utilized in numerous fields. They belong to a broader family called generative methods, which generate new data with a…

Generative Adversarial Networks (GAN) have greatly influenced the development of computer vision and artificial intelligence in the past decade and also connected art and machine intelligence together. This book begins with a detailed…

Generative adversarial networks (GANs) has gained tremendous popularity lately due to an ability to reinforce quality of its predictive model with generated objects and the quality of the generative model with and supervised feedback. GANs…

Computer Vision and Pattern Recognition · Computer Science 2017-05-31 Evgeny Zamyatin , Andrey Filchenkov

Generative adversarial networks (GANs) are pairs of artificial neural networks that are trained one against each other. The outputs from a generator are mixed with the real-world inputs to the discriminator and both networks are trained…

Neural and Evolutionary Computing · Computer Science 2020-06-11 Andrei Kucharavy , El Mahdi El Mhamdi , Rachid Guerraoui