English
Related papers

Related papers: Stock market forecasting using DRAGAN and feature …

200 papers

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep…

Machine Learning · Computer Science 2025-05-08 John Christopher Tidwell , John Storm Tidwell

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…

Machine Learning · Computer Science 2017-08-28 Lantao Yu , Weinan Zhang , Jun Wang , Yong Yu

Generating wind power scenarios is very important for studying the impacts of multiple wind farms that are interconnected to the grid. We develop a graph convolutional generative adversarial network (GCGAN) approach by leveraging GAN's…

Machine Learning · Computer Science 2023-02-20 Young-ho Cho , Shaohui Liu , Duehee Lee , Hao Zhu

Mode collapse is a critical problem in training generative adversarial networks. To alleviate mode collapse, several recent studies introduce new objective functions, network architectures or alternative training schemes. However, their…

Computer Vision and Pattern Recognition · Computer Science 2018-04-13 Duhyeon Bang , Hyunjung Shim

Soft sensing infers hard-to-measure data through a large number of easily obtainable variables. However, in complex industrial scenarios, the issue of insufficient data volume persists, which diminishes the reliability of soft sensing.…

Machine Learning · Computer Science 2025-12-23 Zesen Wang , Yonggang Li , Lijuan Lan

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

The Generative Adversarial Networks (GANs) have demonstrated impressive performance for data synthesis, and are now used in a wide range of computer vision tasks. In spite of this success, they gained a reputation for being difficult to…

Machine Learning · Statistics 2017-12-07 Tatjana Chavdarova , François Fleuret

Stock prices are influenced over time by underlying macroeconomic factors. Jumping out of the box of conventional assumptions about the unpredictability of the market noise, we modeled the changes of stock prices over time through the…

General Finance · Quantitative Finance 2020-03-26 Yang Chen , Emerson Li

Stochastic parameterizations account for uncertainty in the representation of unresolved sub-grid processes by sampling from the distribution of possible sub-grid forcings. Some existing stochastic parameterizations utilize data-driven…

Atmospheric and Oceanic Physics · Physics 2020-04-22 David John Gagne , Hannah M. Christensen , Aneesh C. Subramanian , Adam H. Monahan

Tuning curves characterizing the response selectivities of biological neurons often exhibit large degrees of irregularity and diversity across neurons. Theoretical network models that feature heterogeneous cell populations or random…

Quantitative Methods · Quantitative Biology 2017-07-20 Takafumi Arakaki , G. Barello , Yashar Ahmadian

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang

Modeling the probability distribution of rows in tabular data and generating realistic synthetic data is a non-trivial task. Tabular data usually contains a mix of discrete and continuous columns. Continuous columns may have multiple modes…

Machine Learning · Computer Science 2019-10-29 Lei Xu , Maria Skoularidou , Alfredo Cuesta-Infante , Kalyan Veeramachaneni

Previous works on sequential learning address the problem of forgetting in discriminative models. In this paper we consider the case of generative models. In particular, we investigate generative adversarial networks (GANs) in the task of…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Chenshen Wu , Luis Herranz , Xialei Liu , Yaxing Wang , Joost van de Weijer , Bogdan Raducanu

We propose two new techniques for training Generative Adversarial Networks (GANs). Our objectives are to alleviate mode collapse in GAN and improve the quality of the generated samples. First, we propose neighbor embedding, a manifold…

Computer Vision and Pattern Recognition · Computer Science 2018-11-06 Ngoc-Trung Tran , Tuan-Anh Bui , Ngai-Man Cheung

The goal of graph representation learning is to embed each vertex in a graph into a low-dimensional vector space. Existing graph representation learning methods can be classified into two categories: generative models that learn the…

Machine Learning · Computer Science 2017-11-23 Hongwei Wang , Jia Wang , Jialin Wang , Miao Zhao , Weinan Zhang , Fuzheng Zhang , Xing Xie , Minyi Guo

Despite continuous improvements, precipitation forecasts are still not as accurate and reliable as those of other meteorological variables. A major contributing factor to this is that several key processes affecting precipitation…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Lucy Harris , Andrew T. T. McRae , Matthew Chantry , Peter D. Dueben , Tim N. Palmer

We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial networks (GANs). Our Stock-GAN model employs a conditional Wasserstein GAN to capture history dependence of orders. The…

Statistical Finance · Quantitative Finance 2020-06-09 Junyi Li , Xitong Wang , Yaoyang Lin , Arunesh Sinha , Micheal P. Wellman

The Generative Models have gained considerable attention in the field of unsupervised learning via a new and practical framework called Generative Adversarial Networks (GAN) due to its outstanding data generation capability. Many models of…

Computer Vision and Pattern Recognition · Computer Science 2020-06-11 Abdul Jabbar , Xi Li , Bourahla Omar

In this paper, we propose an unsupervised data-driven approach to predict real-time locational marginal prices (RTLMPs). The proposed approach is built upon a general data structure for organizing system-wide heterogeneous market data…

Machine Learning · Computer Science 2020-03-24 Zhongxia Zhang , Meng Wu