Related papers: A Data-driven Market Simulator for Small Data Envi…
This paper focuses on generating test cases from timed symbolic transition systems. At the heart of the generation process are symbolic execution techniques on data and time. Test cases look like finite symbolic trees with verdicts on their…
Derivative hedging and pricing are important and continuously studied topics in financial markets. Recently, deep hedging has been proposed as a promising approach that uses deep learning to approximate the optimal hedging strategy and can…
Networks observed in real world like social networks, collaboration networks etc., exhibit temporal dynamics, i.e. nodes and edges appear and/or disappear over time. In this paper, we propose a generative, latent space based, statistical…
The recent advancements in machine learning techniques have steered us towards the data-driven design of products. Motivated by this objective, the present study proposes an automated design methodology that employs data-driven methods to…
We present an overview and evaluation of a new, systematic approach for generation of highly realistic, annotated synthetic data for training of deep neural networks in computer vision tasks. The main contribution is a procedural world…
We introduce the notion of Point in Time Economic Scenario Generation (PiT ESG) with a clear mathematical problem formulation to unify and compare economic scenario generation approaches conditional on forward looking market data. Such PiT…
Data-driven approaches, when tasked with situation awareness, are suitable for complex grids with massive datasets. It is a challenge, however, to efficiently turn these massive datasets into useful big data analytics. To address such a…
Automated lane changing is a critical feature for advanced autonomous driving systems. In recent years, reinforcement learning (RL) algorithms trained on traffic simulators yielded successful results in computing lane changing policies that…
Many planning and decision activities in logistics and supply chain management are based on forecasts of multiple time dependent factors. Therefore, the quality of planning depends on the quality of the forecasts. We compare various…
Temporal networks allow representing connections between objects while incorporating the temporal dimension. While static network models can capture unchanging topological regularities, they often fail to model the effects associated with…
Data valuation plays a crucial role in machine learning. Existing data valuation methods, mainly focused on discriminative models, overlook generative models that have gained attention recently. In generative models, data valuation measures…
Generative artificial intelligence revolutionized society. Current models are trained by minimizing the distance between the produced data and the training set. Consequently, development is plateauing as they are intrinsically data-hungry…
Electrification in the automotive industry and increasing powertrain complexity demand accelerated, cost-effective development cycles. While data-driven models are recently investigated at component level, a gap exists in systematically…
Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…
The role of AI-generated synthetic data has recently been expanded to support realistic Monte Carlo simulations. However, guidance is limited on generating data with multilevel structures and designing simulations based on such data. This…
Simulation has become the evaluation method of choice for many areas of distributing computing research. However, most existing simulation packages have several limitations on the size and complexity of the system being modeled. Fine…
Neural generative models can be used to learn complex probability distributions from data, to sample from them, and to produce probability density estimates. We propose a computational framework for developing neural generative models…
Network data is increasingly being used in quantitative, data-driven public policy research. These are typically very rich datasets that contain complex correlations and inter-dependencies. This richness both promises to be quite useful for…
This article introduces a new data-driven approach that leverages a manifold embedding generated by the invertible neural network to improve the robustness, efficiency, and accuracy of the constitutive-law-free simulations with limited…
The generation of synthetic financial data is a critical technology in the financial domain, addressing challenges posed by limited data availability. Traditionally, statistical models have been employed to generate synthetic data. However,…