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Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks…

Machine Learning · Computer Science 2024-02-13 Haochong Xia , Shuo Sun , Xinrun Wang , Bo An

This paper proposes a novel fault diagnosis approach based on generative adversarial networks (GAN) for imbalanced industrial time series where normal samples are much larger than failure cases. We combine a well-designed feature extractor…

Machine Learning · Computer Science 2022-06-17 Wenqian Jiang , Cheng Cheng , Beitong Zhou , Guijun Ma , Ye Yuan

Generative adversarial networks (GANs) were initially proposed to generate images by learning from a large number of samples. Recently, GANs have been used to emulate complex physical systems such as turbulent flows. However, a critical…

Computational Physics · Physics 2020-11-24 Zeng Yang , Jin-Long Wu , Heng Xiao

In the big data era, deep learning and intelligent data mining technique solutions have been applied by researchers in various areas. Forecast and analysis of stock market data have represented an essential role in today's economy, and a…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Wilfredo Tovar

Generative adversarial networks (GANs) are a class of machine-learning models that use adversarial training to generate new samples with the same (potentially very complex) statistics as the training samples. One major form of training…

Disordered Systems and Neural Networks · Physics 2022-12-12 Steven Durr , Youssef Mroueh , Yuhai Tu , Shenshen Wang

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

Tremendous progress has been witnessed in artificial intelligence where neural network backed deep learning systems have been used, with applications in almost every domain. As a representative deep learning framework, Generative…

Quantum Physics · Physics 2022-09-26 Samuel A. Stein , Betis Baheri , Daniel Chen , Ying Mao , Qiang Guan , Ang Li , Bo Fang , Shuai Xu

Generative Adversarial Networks (GANs) are a recent advancement in unsupervised machine learning. They are a cat-and-mouse game between two neural networks: [1] a discriminator network which learns to validate whether a sample is real or…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-23 Olivia Curtis , Tereasa G. Brainerd

The banking sector faces challenges in using deep learning due to data sensitivity and regulatory constraints, but generative AI may offer a solution. Thus, this study identifies effective algorithms for generating synthetic financial…

Machine Learning · Computer Science 2024-12-20 Fabian Sven Karst , Sook-Yee Chong , Abigail A. Antenor , Enyu Lin , Mahei Manhai Li , Jan Marco Leimeister

Current Generative Adversarial Network (GAN)-based approaches for time series generation face challenges such as suboptimal convergence, information loss in embedding spaces, and instability. To overcome these challenges, we introduce an…

Machine Learning · Computer Science 2024-10-29 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

Generative adversarial networks (GANs) are one of the most widely adopted semisupervised and unsupervised machine learning methods for high-definition image, video, and audio generation. In this work, we propose a new type of architecture…

Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations, changing data distributions, and a low…

Statistical Finance · Quantitative Finance 2019-12-20 Brandon Da Silva , Sylvie Shang Shi

Stochastic generators are useful for estimating climate impacts on various sectors. Projecting climate risk in various sectors, e.g. energy systems, requires generators that are accurate (statistical resemblance to ground-truth), reliable…

Machine Learning · Computer Science 2024-10-22 Emmanuel Balogun , Ram Rajagopal , Arun Majumdar

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

The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis…

Machine Learning · Statistics 2023-02-02 Hamza Boukraichi , Nissrine Akkari , Fabien Casenave , David Ryckelynck

Generative adversarial networks (GANs) can implicitly learn rich distributions over images, audio, and data which are hard to model with an explicit likelihood. We present a practical Bayesian formulation for unsupervised and…

Machine Learning · Statistics 2017-11-09 Yunus Saatchi , Andrew Gordon Wilson

Generative adversarial networks (GANs) have proven effective in modeling distributions of high-dimensional data. However, their training instability is a well-known hindrance to convergence, which results in practical challenges in their…

Machine Learning · Computer Science 2022-09-28 Alessandro Ferrero , Shireen Elhabian , Ross Whitaker

Quantum machine learning is expected to be one of the first practical applications of near-term quantum devices. Pioneer theoretical works suggest that quantum generative adversarial networks (GANs) may exhibit a potential exponential…

Generating multivariate time series is a promising approach for sharing sensitive data in many medical, financial, and IoT applications. A common type of multivariate time series originates from a single source such as the biometric…

Machine Learning · Computer Science 2022-12-16 Ali Seyfi , Jean-Francois Rajotte , Raymond T. Ng

Generative adversarial networks are an emerging technique with wide applications in machine learning, which have achieved dramatic success in a number of challenging tasks including image and video generation. When equipped with quantum…