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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…