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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

Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…

Machine Learning · Computer Science 2024-07-10 Alexander Nikitin , Letizia Iannucci , Samuel Kaski

Generative Adversarial Networks (GANs) are powerful models able to synthesize data samples closely resembling the distribution of real data, yet the diversity of those generated samples is limited due to the so-called mode collapse…

Computer Vision and Pattern Recognition · Computer Science 2023-06-26 Jan Dubiński , Kamil Deja , Sandro Wenzel , Przemysław Rokita , Tomasz Trzciński

This paper focuses on the analysis of sequential image data, particularly brain imaging data such as MRI, fMRI, CT, with the motivation of understanding the brain aging process and neurodegenerative diseases. To achieve this goal, we…

Machine Learning · Statistics 2024-07-22 Zhenghao Li , Sanyou Wu , Long Feng

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

The generation of high-quality synthetic data presents significant challenges in machine learning research, particularly regarding statistical fidelity and uncertainty quantification. Existing generative models produce compelling synthetic…

Machine Learning · Computer Science 2025-05-13 Rahul Vishwakarma , Shrey Dharmendra Modi , Vishwanath Seshagiri

Time series data are ubiquitous in real-world applications. However, one of the most common problems is that the time series data could have missing values by the inherent nature of the data collection process. So imputing missing values…

Machine Learning · Computer Science 2022-09-23 Eunkyu Oh , Taehun Kim , Yunhu Ji , Sushil Khyalia

Preservation of private user data is of paramount importance for high Quality of Experience (QoE) and acceptability, particularly with services treating sensitive data, such as IT-based health services. Whereas anonymization techniques were…

Machine Learning · Computer Science 2024-03-04 Navid Ashrafi , Vera Schmitt , Robert P. Spang , Sebastian Möller , Jan-Niklas Voigt-Antons

In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables.…

Machine Learning · Computer Science 2024-12-18 Haoxin Wang , Yipeng Mo , Kunlan Xiang , Nan Yin , Honghe Dai , Bixiong Li , Songhai Fan , Site Mo

We propose a multivariate GARCH model for non-stationary health time series by modifying the variance of the observations of the standard state space model. The proposed model provides an intuitive way of dealing with heteroskedastic data…

Methodology · Statistics 2023-03-16 Zayd Omar , David A. Stephens , Alexandra M. Schmidt , David L. Buckeridge

Generating high-quality synthetic time series is a fundamental yet challenging task across domains such as forecasting and anomaly detection, where real data can be scarce, noisy, or costly to collect. Unlike static data generation,…

Machine Learning · Computer Science 2025-09-25 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

Processing temporal sequences is central to a variety of applications in health care, and in particular multi-channel Electrocardiogram (ECG) is a highly prevalent diagnostic modality that relies on robust sequence modeling. While Recurrent…

Machine Learning · Statistics 2018-07-17 Deepta Rajan , Jayaraman J. Thiagarajan

The massive generation of time-series data by largescale Internet of Things (IoT) devices necessitates the exploration of more effective models for multivariate time-series forecasting. In previous models, there was a predominant use of the…

Machine Learning · Computer Science 2024-03-15 Wenyong Han , Tao Zhu Member , Liming Chen , Huansheng Ning , Yang Luo , Yaping Wan

It is known that the inconsistent distribution and representation of different modalities, such as image and text, cause the heterogeneity gap that makes it challenging to correlate such heterogeneous data. Generative adversarial networks…

Multimedia · Computer Science 2018-04-27 Yuxin Peng , Jinwei Qi , Yuxin Yuan

This paper introduces MarketGAN, a factor-based generative framework for high-dimensional asset return generation under severe data scarcity. We embed an explicit asset-pricing factor structure as an economic inductive bias and generate…

Statistical Finance · Quantitative Finance 2026-01-27 Jeonggyu Huh , Seungwon Jeong , Hyun-Gyoon Kim , Hyeng Keun Koo , Byung Hwa Lim

Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…

Statistical Mechanics · Physics 2024-05-07 Daniele Lanzoni , Olivier Pierre-Louis , Francesco Montalenti

Producing realistic character animations is one of the essential tasks in human-AI interactions. Considered as a sequence of poses of a humanoid, the task can be considered as a sequence generation problem with spatiotemporal smoothness and…

Computer Vision and Pattern Recognition · Computer Science 2020-05-26 Maryam Sadat Mirzaei , Kourosh Meshgi , Etienne Frigo , Toyoaki Nishida

Generating realistic time series data is important for many engineering and scientific applications. Existing work tackles this problem using generative adversarial networks (GANs). However, GANs are unstable during training, and they can…

Machine Learning · Computer Science 2024-05-14 Ilan Naiman , N. Benjamin Erichson , Pu Ren , Michael W. Mahoney , Omri Azencot

Individual-level data (microdata) that characterizes a population, is essential for studying many real-world problems. However, acquiring such data is not straightforward due to cost and privacy constraints, and access is often limited to…

Machine Learning · Computer Science 2022-12-13 Angeela Acharya , Siddhartha Sikdar , Sanmay Das , Huzefa Rangwala

Electronic health records (EHRs) are invaluable for clinical research, yet privacy concerns severely restrict data sharing. Synthetic data generation offers a promising solution, but EHRs present unique challenges: they contain both…

Machine Learning · Computer Science 2026-03-26 Shaonan Liu , Yuichiro Iwashita , Soichiro Nakako , Masakazu Iwamura , Koichi Kise
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