Related papers: Simulating financial time series using attention
Synthetic data generation has emerged as a promising approach to address the challenges of using sensitive financial data in machine learning applications. By leveraging generative models, such as Generative Adversarial Networks (GANs) and…
We present an attention-based spatial graph convolution (AGC) for graph neural networks (GNNs). Existing AGCs focus on only using node-wise features and utilizing one type of attention function when calculating attention weights. Instead,…
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…
Generative Adversarial Networks (GANs) have been used widely to generate large volumes of synthetic data. This data is being utilized for augmenting with real examples in order to train deep Convolutional Neural Networks (CNNs). Studies…
Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we…
Attention has long been proposed by psychologists as important for effectively dealing with the enormous sensory stimulus available in the neocortex. Inspired by the visual attention models in computational neuroscience and the need of…
One of the biggest issues facing the use of machine learning in medical imaging is the lack of availability of large, labelled datasets. The annotation of medical images is not only expensive and time consuming but also highly dependent on…
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…
We propose Graphical Generative Adversarial Networks (Graphical-GAN) to model structured data. Graphical-GAN conjoins the power of Bayesian networks on compactly representing the dependency structures among random variables and that of…
Testing automotive mechatronic systems partly uses the software-in-the-loop approach, where systematically covering inputs of the system-under-test remains a major challenge. In current practice, there are two major techniques of input…
GANs involve training two networks in an adversarial game, where each network's task depends on its adversary. Recently, several works have framed GAN training as an online or continual learning problem. We focus on the discriminator, which…
Generative adversarial network (GAN) is gaining increased importance in artificially constructing natural images and related functionalities wherein two networks called generator and discriminator are evolving through adversarial…
We present a simple and intuitive approach for interactive control of physically simulated characters. Our work builds upon generative adversarial networks (GAN) and reinforcement learning, and introduces an imitation learning framework…
We propose a novel bootstrap procedure for dependent data based on Generative Adversarial networks (GANs). We show that the dynamics of common stationary time series processes can be learned by GANs and demonstrate that GANs trained on a…
In this work, we present a novel approach for training Generative Adversarial Networks (GANs). Using the attention maps produced by a Teacher- Network we are able to improve the quality of the generated images as well as perform weakly…
Generative adversarial networks (GANs) provide a way to learn deep representations without extensively annotated training data. They achieve this through deriving backpropagation signals through a competitive process involving a pair of…
Methods for time series prediction and classification of gene regulatory networks (GRNs) from gene expression data have been treated separately so far. The recent emergence of attention-based recurrent neural networks (RNN) models boosted…
Various approaches have been proposed for providing efficient computational approaches for abstract argumentation. Among them, neural networks have permitted to solve various decision problems, notably related to arguments (credulous or…
Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…
A common problem when forecasting rare events, such as recessions, is limited data availability. Recent advancements in deep learning and generative adversarial networks (GANs) make it possible to produce high-fidelity synthetic data in…