Related papers: Simulating financial time series using attention

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…

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…

Limited data access is a longstanding barrier to data-driven research and development in the networked systems community. In this work, we explore if and how generative adversarial networks (GANs) can be used to incentivize data sharing by…

Generative Adversarial Networks (GANs) are a type of generative model which have received much attention due to their ability to model complex real-world data. Despite their recent successes, the process of training GANs remains…

In recent years, Generative Adversarial Networks (GAN) have emerged as a powerful method for learning the mapping from noisy latent spaces to realistic data samples in high-dimensional space. So far, the development and application of GANs…

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…

Generative Adversarial Networks (GANs) are a powerful framework for deep generative modeling. Posed as a two-player minimax problem, GANs are typically trained end-to-end on real-valued data and can be used to train a generator of…

Modeling large-scale time series has gained significant attention in recent years. However, its direct application in finance remains challenging due to substantial differences in data characteristics across domains. Specifically, financial…

The deep learning framework is witnessing expansive growth into diverse applications such as biological systems, human cognition, robotics, and the social sciences, thanks to its immense ability to extract essential features from…

Existing generative adversarial networks (GANs) for speech enhancement solely rely on the convolution operation, which may obscure temporal dependencies across the sequence input. To remedy this issue, we propose a self-attention layer…

Generative adversarial networks (GANs) have an enormous potential impact on digital content creation, e.g., photo-realistic digital avatars, semantic content editing, and quality enhancement of speech and images. However, the performance of…

Generative adversarial networks (GAN) have been effective for learning generative models for real-world data. However, existing GANs (GAN and its variants) tend to suffer from training problems such as instability and mode collapse. In this…

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Self-attention network (SAN) has recently attracted increasing interest due to its fully parallelized computation and flexibility in modeling dependencies. It can be further enhanced with multi-headed attention mechanism by allowing the…

Recently, generative machine-learning models have gained popularity in physics, driven by the goal of improving the efficiency of Markov chain Monte Carlo techniques and of exploring their potential in capturing experimental data…

Graph convolutional networks (GCNs) have been very successful in modeling non-Euclidean data structures, like sequences of body skeletons forming actions modeled as spatio-temporal graphs. Most GCN-based action recognition methods use deep…

Typical techniques for sequence classification are designed for well-segmented sequences which have been edited to remove noisy or irrelevant parts. Therefore, such methods cannot be easily applied on noisy sequences expected in real-world…

Generative adversarial networks (GAN) approximate a target data distribution by jointly optimizing an objective function through a "two-player game" between a generator and a discriminator. Despite their empirical success, however, two very…

Short autocorrelation times are essential for a reliable error assessment in Monte Carlo simulations of lattice systems. In many interesting scenarios, the decay of autocorrelations in the Markov chain is prohibitively slow. Generative…

Data is vital in enabling machine learning models to advance research and practical applications in finance, where accurate and robust models are essential for investment and trading decision-making. However, real-world data is limited…