Related papers: Generative Adversarial Networks Applied to Synthet…

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…

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…

Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progress in the field of data-driven modelling, but the lack of…

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

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…

In recent years, financial institutions and firms have increasingly adopted synthetic data to address data scarcity and to generate counterfactual market scenarios. However, reproducing all the statistical properties of financial time…

In this research, we show how to expand existing approaches of using generative adversarial networks (GANs) as economic scenario generators (ESG) to a whole internal market risk model - with enough risk factors to model the full band-width…

Modeling lies at the core of both the financial and the insurance industry for a wide variety of tasks. The rise and development of machine learning and deep learning models have created many opportunities to improve our modeling toolbox.…

Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…

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…

In the financial sector, a sophisticated financial time series simulator is essential for evaluating financial products and investment strategies. Traditional back-testing methods have mainly relied on historical data-driven approaches or…

Generative Adversarial Networks (GANs) are gaining increasing attention as a means for synthesising data. So far much of this work has been applied to use cases outside of the data confidentiality domain with a common application being the…

Generative Adversarial Networks (GANs) have gained a lot of attention from machine learning community due to their ability to learn and mimic an input data distribution. GANs consist of a discriminator and a generator working in tandem…

Synthetic financial data provides a practical solution to the privacy, accessibility, and reproducibility challenges that often constrain empirical research in quantitative finance. This paper investigates the use of deep generative models,…

Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a data-driven model which is inspired by the recent success of…

Detecting money laundering in gambling is becoming increasingly challenging for the gambling industry as consumers migrate to online channels. Whilst increasingly stringent regulations have been applied over the years to prevent money…

Ever since its debut, generative adversarial networks (GANs) have attracted tremendous amount of attention. Over the past years, different variations of GANs models have been developed and tailored to different applications in practice.…

Quantum generative adversarial networks (QGANs) have been investigated as a method for generating synthetic data with the goal of augmenting training data sets for neural networks. This is especially relevant for financial time series,…

Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks…

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…