Related papers: Deep Learning Based on Generative Adversarial and …
The problem of time-series forecasting in non-stationary and complex environments is a challenging task in machine learning, especially with heterogeneous numerical and textual data present. Traditional statistical models like…
Deep-learning models such as Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) have been successfully used for process-mining tasks. They have achieved better performance for different predictive tasks than traditional…
We construct realistic equity option market simulators based on generative adversarial networks (GANs). We consider recurrent and temporal convolutional architectures, and assess the impact of state compression. Option market simulators are…
This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…
This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…
Generative adversarial networks (GANs) are one powerful type of deep learning models that have been successfully utilized in numerous fields. They belong to a broader family called generative methods, which generate new data with a…
This study explores the application of generative adversarial networks in financial market supervision, especially for solving the problem of data imbalance to improve the accuracy of risk prediction. Since financial market data are often…
We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…
We propose a novel method that trains a conditional Generative Adversarial Network (GAN) to generate visual interpretations of a Convolutional Neural Network (CNN). To comprehend a CNN, the GAN is trained with information on how the CNN…
Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…
We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial frictions, such as trading costs, and supporting multiple…
We propose a generative adversarial network (GAN) based deep learning method that serves the dual role of both identification and mitigation of cyber-attacks in wide-area damping control loops of power systems. Two specific types of attacks…
Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…
Bayesian neural networks (BNNs) allow us to reason about uncertainty in a principled way. Stochastic Gradient Langevin Dynamics (SGLD) enables efficient BNN learning by drawing samples from the BNN posterior using mini-batches. However,…
The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…
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…
Despite the recency of their conception, Generative Adversarial Networks (GANs) constitute an extensively researched machine learning sub-field for the creation of synthetic data through deep generative modeling. GANs have consequently been…
Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…
We present a deep learning model for data-driven simulations of random dynamical systems without a distributional assumption. The deep learning model consists of a recurrent neural network, which aims to learn the time marching structure,…
Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…