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Pavement distress significantly compromises road integrity and poses risks to drivers. Accurate prediction of pavement distress deterioration is essential for effective road management, cost reduction in maintenance, and improvement of…

Machine Learning · Computer Science 2025-03-04 Shilin Tong , Difei Wu , Xiaona Liu , Le Zheng , Yuchuan Du , Difan Zou

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

In this work, we propose a full-band real-time speech enhancement system with GAN-based stochastic regeneration. Predictive models focus on estimating the mean of the target distribution, whereas generative models aim to learn the full…

Audio and Speech Processing · Electrical Eng. & Systems 2025-05-30 Sanberk Serbest , Tijana Stojkovic , Milos Cernak , Andrew Harper

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments demonstrate that generative adversarial networks are able to recover most of the known…

Statistical Finance · Quantitative Finance 2021-04-14 Gautier Marti

Generative Adversarial Networks (GAN) is a model for data synthesis, which creates plausible data through the competition of generator and discriminator. Although GAN application to image synthesis is extensively studied, it has inherent…

Computation and Language · Computer Science 2025-01-07 Jun-Min Lee , Tae-Bin Ha

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

Time series synthesis is an important research topic in the field of deep learning, which can be used for data augmentation. Time series data types can be broadly classified into regular or irregular. However, there are no existing…

Machine Learning · Computer Science 2022-10-12 Jinsung Jeon , Jeonghak Kim , Haryong Song , Seunghyeon Cho , Noseong Park

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…

Computational Finance · Quantitative Finance 2024-12-23 Mohan Jiang , Yaxin Liang , Siyuan Han , Kunyuan Ma , Yuan Chen , Zhen Xu

Deep neural networks have been applied in wireless communications system to intelligently adapt to dynamically changing channel conditions, while the users are still under the threat of the malicious attacks due to the broadcasting property…

Information Theory · Computer Science 2025-05-02 Jianyuan Chen , Lin Zhang , Zuwei Chen , Yawen Chen , Hongcheng Zhuang

Deep hedging is a deep-learning-based framework for derivative hedging in incomplete markets. The advantage of deep hedging lies in its ability to handle various realistic market conditions, such as market frictions, which are challenging…

Computational Finance · Quantitative Finance 2023-07-26 Masanori Hirano , Kentaro Minami , Kentaro Imajo

A fundamental problem in geophysical modeling is related to the identification and approximation of causal structures among physical processes. However, resolving the bidirectional mappings between physical parameters and model state…

Data Analysis, Statistics and Probability · Physics 2018-10-31 Alexander Y. Sun

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

In recent times, many of the breakthroughs in various vision-related tasks have revolved around improving learning of deep models; these methods have ranged from network architectural improvements such as Residual Networks, to various forms…

Machine Learning · Statistics 2018-05-15 Yan Zuo , Gil Avraham , Tom Drummond

The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL models focusing on Stock Price Trend Prediction (SPTP) based on…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Matteo Prata , Giuseppe Masi , Leonardo Berti , Viviana Arrigoni , Andrea Coletta , Irene Cannistraci , Svitlana Vyetrenko , Paola Velardi , Novella Bartolini

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time…

Machine Learning · Computer Science 2018-12-06 Rui Luo , Weinan Zhang , Xiaojun Xu , Jun Wang

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Generative Adversarial Network (GAN) and its variants exhibit state-of-the-art performance in the class of generative models. To capture higher-dimensional distributions, the common learning procedure requires high computational complexity…

Machine Learning · Computer Science 2018-04-02 Xingwei Cao , Xuyang Zhao , Qibin Zhao

As E-commerce platforms face surging transactions during major shopping events like Black Friday, stress testing with synthesized data is crucial for resource planning. Most recent studies use Generative Adversarial Networks (GANs) to…

Machine Learning · Computer Science 2025-03-03 Youran Zhou , Jianzhong Qi