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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…

Formal Languages and Automata Theory · Computer Science 2023-09-14 Boutheina Bannour , Arnault Lapitre , Pascale Le Gall , Thang Nguyen

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…

Computational Finance · Quantitative Finance 2024-04-16 Masanori Hirano

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…

Social and Information Networks · Computer Science 2018-11-08 Shubham Gupta , Gaurav Sharma , Ambedkar Dukkipati

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…

Robotics · Computer Science 2024-08-13 Saswath Ghosh , Sitikantha Roy

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…

Computer Vision and Pattern Recognition · Computer Science 2017-10-19 Apostolia Tsirikoglou , Joel Kronander , Magnus Wrenninge , Jonas Unger

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…

Computational Finance · Quantitative Finance 2021-08-20 Rui Wang

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…

Methodology · Statistics 2018-01-18 Xing He , Lei Chu , Robert C. Qiu , Qian Ai , Zenan Ling

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…

Robotics · Computer Science 2021-03-16 Anil Ozturk , Mustafa Burak Gunel , Melih Dal , Ugur Yavas , Nazim Kemal Ure

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…

Machine Learning · Statistics 2024-06-07 Lena Schmid , Moritz Roidl , Markus Pauly

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…

Machine Learning · Computer Science 2025-07-11 Mathilde Perez , Raphaël Romero , Bo Kang , Tijl De Bie , Jefrey Lijffijt , Charlotte Laclau

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…

Computer Vision and Pattern Recognition · Computer Science 2025-04-15 Jiaxi Yang , Wenglong Deng , Benlin Liu , Yangsibo Huang , James Zou , Xiaoxiao Li

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…

Machine Learning · Computer Science 2025-06-09 Mattia Miotto , Lorenzo Monacelli

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…

Systems and Control · Electrical Eng. & Systems 2025-12-17 Eymen Ipek , Mario Hirz

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…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

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…

Methodology · Statistics 2026-05-08 Youmi Suk , Chenguang Pan , Weixuan Xiao

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-01 Dobre Ciprian , Cristea Valentin , Iosif C. Legrand

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…

Machine Learning · Computer Science 2022-01-06 Alexander Ororbia , Daniel Kifer

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…

Machine Learning · Computer Science 2022-05-19 Bahador Bahmani , WaiChing Sun

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,…

Computational Finance · Quantitative Finance 2025-03-07 Yuki Tanaka , Ryuji Hashimoto , Takehiro Takayanagi , Zhe Piao , Yuri Murayama , Kiyoshi Izumi