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The estimation of loss distributions for dynamic portfolios requires the simulation of scenarios representing realistic joint dynamics of their components. We propose a novel data-driven approach for simulating realistic, high-dimensional…

Risk Management · Quantitative Finance 2025-05-19 Rama Cont , Mihai Cucuringu , Renyuan Xu , Chao Zhang

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 a novel approach to generative modelling, a task whose goal it is to learn a distribution of real data points. They have often proved difficult to train: GANs are unlike many techniques in machine…

Machine Learning · Computer Science 2018-07-02 Samuel A. Barnett

Several dihedral angles prediction methods were developed for protein structure prediction and their other applications. However, distribution of predicted angles would not be similar to that of real angles. To address this we employed…

Biomolecules · Quantitative Biology 2018-03-30 Hyeongki Kim

Anomaly detection is a critical challenge across various research domains, aiming to identify instances that deviate from normal data distributions. This paper explores the application of Generative Adversarial Networks (GANs) in fraud…

Machine Learning · Computer Science 2024-02-16 Mengran Zhu , Yulu Gong , Yafei Xiang , Hanyi Yu , Shuning Huo

In the financial services industry, forecasting the risk factor distribution conditional on the history and the current market environment is the key to market risk modeling in general and value at risk (VaR) model in particular. As one of…

Computational Finance · Quantitative Finance 2024-01-22 Lars Ericson , Xuejun Zhu , Xusi Han , Rao Fu , Shuang Li , Steve Guo , Ping Hu

Generative adversarial network (GAN) has been shown to be useful in various applications, such as image recognition, text processing and scientific computing, due its strong ability to learn complex data distributions. In this study, a…

Geophysics · Physics 2021-09-14 Tianhao He , Dongxiao Zhang

Synthetic data generation becomes prevalent as a solution to privacy leakage and data shortage. Generative models are designed to generate a realistic synthetic dataset, which can precisely express the data distribution for the real…

Machine Learning · Computer Science 2021-04-22 Bingyang Wen , Luis Oliveros Colon , K. P. Subbalakshmi , R. Chandramouli

Electrocardiogram (ECG) acquisition requires an automated system and analysis pipeline for understanding specific rhythm irregularities. Deep neural networks have become a popular technique for tracing ECG signals, outperforming human…

We propose a generative Causal Adversarial Network (CAN) for learning and sampling from conditional and interventional distributions. In contrast to the existing CausalGAN which requires the causal graph to be given, our proposed framework…

Machine Learning · Computer Science 2020-09-23 Raha Moraffah , Bahman Moraffah , Mansooreh Karami , Adrienne Raglin , Huan Liu

Generative adversarial networks (GANs) form a generative modeling approach known for producing appealing samples, but they are notably difficult to train. One common way to tackle this issue has been to propose new formulations of the GAN…

Machine Learning · Computer Science 2020-09-01 Gauthier Gidel , Hugo Berard , Gaëtan Vignoud , Pascal Vincent , Simon Lacoste-Julien

In image classification of deep learning, adversarial examples where inputs intended to add small magnitude perturbations may mislead deep neural networks (DNNs) to incorrect results, which means DNNs are vulnerable to them. Different…

Computer Vision and Pattern Recognition · Computer Science 2019-04-15 Lingyun Jiang , Kai Qiao , Ruoxi Qin , Linyuan Wang , Jian Chen , Haibing Bu , Bin Yan

Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly…

Machine Learning · Statistics 2022-01-05 Malik Hassanaly , Andrew Glaws , Karen Stengel , Ryan N. King

Motion behaviour is driven by several factors -- goals, presence and actions of neighbouring agents, social relations, physical and social norms, the environment with its variable characteristics, and further. Most factors are not directly…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Sahib Julka , Vishal Sowrirajan , Joerg Schloetterer , Michael Granitzer

Generative Adversarial Networks (GAN) have been used in many studies to synthesise mixed tabular data. Conditional tabular GAN (CTGAN) have been the most popular variant but struggle to effectively navigate the risk-utility trade-off.…

Machine Learning · Computer Science 2026-02-26 Bahrul Ilmi Nasution , Mark Elliot , Richard Allmendinger

Generative adversarial network (GAN) is gaining increased importance in artificially constructing natural images and related functionalities wherein two networks called generator and discriminator are evolving through adversarial…

Machine Learning · Computer Science 2019-05-27 Makoto Naruse , Takashi Matsubara , Nicolas Chauvet , Kazutaka Kanno , Tianyu Yang , Atsushi Uchida

Generative networks are fundamentally different in their aim and methods compared to CNNs for classification, segmentation, or object detection. They have initially not been meant to be an image analysis tool, but to produce naturally…

Computer Vision and Pattern Recognition · Computer Science 2022-07-11 Markus Wenzel

I present IGAN (Inferent Generative Adversarial Networks), a neural architecture that learns both a generative and an inference model on a complex high dimensional data distribution, i.e. a bidirectional mapping between data samples and a…

Machine Learning · Computer Science 2024-09-04 Luc Vignaud

The control of nonlinear systems with unknown dynamics has been a significant field of research for many years. This paper presents a novel data-driven optimal adaptive control structure with less control effort and faster adaptation than…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Mahmoudi , Nasser Sadati

The tabular form constitutes the standard way of representing data in relational database systems and spreadsheets. But, similarly to other forms, tabular data suffers from class imbalance, a problem that causes serious performance…

Machine Learning · Computer Science 2025-08-04 Leonidas Akritidis , Panayiotis Bozanis
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