Related papers: Autoencoding Conditional GAN for Portfolio Allocat…
The Generative Adversarial Network (GAN) was recently introduced in the literature as a novel machine learning method for training generative models. It has many applications in statistics such as nonparametric clustering and nonparametric…
Generative adversarial networks (GANs) have shown remarkable success in generating realistic data from some predefined prior distribution (e.g., Gaussian noises). However, such prior distribution is often independent of real data and thus…
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…
Class imbalance occurs in many real-world applications, including image classification, where the number of images in each class differs significantly. With imbalanced data, the generative adversarial networks (GANs) leans to majority class…
Conditional Generative Adversarial Networks~(CGAN) are a recent and popular method for generating samples from a probability distribution conditioned on latent information. The latent information often comes in the form of a discrete label…
This paper develops a deep-learning framework to synthesize a ground-level view of a location given an overhead image. We propose a novel conditional generative adversarial network (cGAN) in which the trained generator generates realistic…
Generative adversarial networks (GANs) are one of the most widely used generative models. GANs can learn complex multi-modal distributions, and generate real-like samples. Despite the major success of GANs in generating synthetic data, they…
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…
The nexus between transportation, the power grid, and consumer behavior is more pronounced than ever before as the race to decarbonize the transportation sector intensifies. Electrification in the transportation sector has led to technology…
In this work, we consider weighted signed network representations of financial markets derived from raw or denoised correlation matrices, and examine how negative edges can be exploited to reduce portfolio risk. We then propose a discrete…
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…
One of the most significant challenges in statistical signal processing and machine learning is how to obtain a generative model that can produce samples of large-scale data distribution, such as images and speeches. Generative Adversarial…
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…
This work proposes the continuous conditional generative adversarial network (CcGAN), the first generative model for image generation conditional on continuous, scalar conditions (termed regression labels). Existing conditional GANs (cGANs)…
Anomalous crack region detection is a typical binary semantic segmentation task, which aims to detect pixels representing cracks on pavement surface images automatically by algorithms. Although existing deep learning-based methods have…
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…
Optimal capital allocation between different assets is an important financial problem, which is generally framed as the portfolio optimization problem. General models include the single-period and multi-period cases. The traditional…
This paper explores the practical approach to portfolio selection methods for investments. The study delves into portfolio theory, discussing concepts such as expected return, variance, asset correlation, and opportunity sets. It also…
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…
Generative adversarial networks (GANs) studies have grown exponentially in the past few years. Their impact has been seen mainly in the computer vision field with realistic image and video manipulation, especially generation, making…