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We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial networks (GANs). Our Stock-GAN model employs a conditional Wasserstein GAN to capture history dependence of orders. The…

Statistical Finance · Quantitative Finance 2020-06-09 Junyi Li , Xitong Wang , Yaoyang Lin , Arunesh Sinha , Micheal P. Wellman

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…

Computational Finance · Quantitative Finance 2020-04-21 Magnus Wiese , Lianjun Bai , Ben Wood , Hans Buehler

As a new way of training generative models, Generative Adversarial Nets (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has…

Machine Learning · Computer Science 2017-08-28 Lantao Yu , Weinan Zhang , Jun Wang , Yong Yu

The finance industry is producing an increasing amount of datasets that investment professionals can consider to be influential on the price of financial assets. These datasets were initially mainly limited to exchange data, namely price,…

Computational Finance · Quantitative Finance 2024-05-16 Matteo Rizzato , Julien Wallart , Christophe Geissler , Nicolas Morizet , Noureddine Boumlaik

In this work, we present GAROM, a new approach for reduced order modelling (ROM) based on generative adversarial networks (GANs). GANs have the potential to learn data distribution and generate more realistic data. While widely applied in…

Machine Learning · Computer Science 2025-01-31 Dario Coscia , Nicola Demo , Gianluigi Rozza

In order to alleviate the notorious mode collapse phenomenon in generative adversarial networks (GANs), we propose a novel training method of GANs in which certain fake samples are considered as real ones during the training process. This…

Machine Learning · Computer Science 2020-03-17 Song Tao , Jia Wang

Generative adversarial networks (GANs) are a learning framework that rely on training a discriminator to estimate a measure of difference between a target and generated distributions. GANs, as normally formulated, rely on the generated…

Machine Learning · Statistics 2018-02-23 R Devon Hjelm , Athul Paul Jacob , Tong Che , Adam Trischler , Kyunghyun Cho , Yoshua Bengio

Generative adversarial network (GAN) has gotten wide re-search interest in the field of deep learning. Variations of GAN have achieved competitive results on specific tasks. However, the stability of training and diversity of generated…

Computer Vision and Pattern Recognition · Computer Science 2018-09-07 Haoxuan You , Zhicheng Jiao , Haojun Xu , Jie Li , Ying Wang , Xinbo Gao

Generative adversarial networks (GANs) have been shown to produce realistic samples from high-dimensional distributions, but training them is considered hard. A possible explanation for training instabilities is the inherent imbalance…

Machine Learning · Statistics 2018-07-12 Mehdi S. M. Sajjadi , Giambattista Parascandolo , Arash Mehrjou , Bernhard Schölkopf

Although GAN-based methods have received many achievements in the last few years, they have not been entirelysuccessful in generating discrete data. The most crucial challenge of these methods is the difficulty of passing the gradientfrom…

Machine Learning · Computer Science 2020-10-16 Ehsan Montahaei , Danial Alihosseini , Mahdieh Soleymani Baghshah

Fairness-aware learning is increasingly important in data mining. Discrimination prevention aims to prevent discrimination in the training data before it is used to conduct predictive analysis. In this paper, we focus on fair data…

Machine Learning · Computer Science 2018-05-30 Depeng Xu , Shuhan Yuan , Lu Zhang , Xintao Wu

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

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,…

Machine Learning · Computer Science 2022-04-12 Kyongmin Yeo , Zan Li , Wesley M. Gifford

In this study, we employ Generative Adversarial Networks as an oversampling method to generate artificial data to assist with the classification of credit card fraudulent transactions. GANs is a generative model based on the idea of game…

Machine Learning · Computer Science 2019-07-09 Hung Ba

Generative Adversarial Networks (GANs) became very popular for generation of realistically looking images. In this paper, we propose to use GANs to synthesize artificial financial data for research and benchmarking purposes. We test this…

Machine Learning · Computer Science 2020-02-07 Dmitry Efimov , Di Xu , Luyang Kong , Alexey Nefedov , Archana Anandakrishnan

In the rapidly evolving domain of large-scale retail data systems, envisioning and simulating future consumer transactions has become a crucial area of interest. It offers significant potential to fortify demand forecasting and fine-tune…

Machine Learning · Computer Science 2025-08-08 Sergiy Tkachuk , Szymon Łukasik , Anna Wróblewska

This study provides an in-depth analysis of the model architecture and key technologies of generative artificial intelligence, combined with specific application cases, and uses conditional generative adversarial networks ( cGAN ) and time…

Computational Engineering, Finance, and Science · Computer Science 2024-04-05 Chang Che , Zengyi Huang , Chen Li , Haotian Zheng , Xinyu Tian

Generative adversarial networks (GANs) has gained tremendous popularity lately due to an ability to reinforce quality of its predictive model with generated objects and the quality of the generative model with and supervised feedback. GANs…

Computer Vision and Pattern Recognition · Computer Science 2017-05-31 Evgeny Zamyatin , Andrey Filchenkov

Generative adversarial nets (GANs) have been widely studied during the recent development of deep learning and unsupervised learning. With an adversarial training mechanism, GAN manages to train a generative model to fit the underlying…

Information Retrieval · Computer Science 2018-06-12 Weinan Zhang

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they…

Machine Learning · Statistics 2017-02-28 Shakir Mohamed , Balaji Lakshminarayanan
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