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Generative adversarial networks (GANs) are a novel approach to generative modelling, a task whose goal it is to learn a distribution of real data points. They have often proved difficult to train: GANs are unlike many techniques in machine…
This study presents a comprehensive empirical investigation of the presence of long-range dependence (LRD) in the dynamics of major U.S. stock market indexes--S\&P 500, Dow Jones, and Nasdaq--at daily, weekly, and monthly frequencies. We…
Generative Adversarial Networks (GANs) have shown impressive results in various image synthesis tasks. Vast studies have demonstrated that GANs are more powerful in feature and expression learning compared to other generative models and…
Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…
Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…
Deep generative models based on Generative Adversarial Networks (GANs) have demonstrated impressive sample quality but in order to work they require a careful choice of architecture, parameter initialization, and selection of…
In standard generative deep learning models, such as autoencoders or GANs, the size of the parameter set is proportional to the complexity of the generated data distribution. A significant challenge is to deploy resource-hungry deep…
In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…
We present a deep learning model for data-driven simulations of random dynamical systems without a distributional assumption. The deep learning model consists of a recurrent neural network, which aims to learn the time marching structure,…
Generative adversarial networks are generative models that are capable of replicating the implicit probability distribution of the input data with high accuracy. Traditionally, GANs consist of a Generator and a Discriminator which interact…
In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…
Since its invention, Generative adversarial networks (GANs) have shown outstanding results in many applications. Generative Adversarial Networks are powerful yet, resource-hungry deep-learning models. Their main difference from ordinary…
Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…
Due to the outstanding capability for data generation, Generative Adversarial Networks (GANs) have attracted considerable attention in unsupervised learning. However, training GANs is difficult, since the training distribution is dynamic…
In recent years, impressive progress has been made in the design of implicit probabilistic models via Generative Adversarial Networks (GAN) and its extension, the Conditional GAN (CGAN). Excellent solutions have been demonstrated mostly in…
As a revolutionary generative paradigm of deep learning, generative adversarial networks (GANs) have been widely applied in various fields to synthesize realistic data. However, it is challenging for conventional GANs to synthesize raw…
We study whether generative AI can automate feature discovery in U.S. equities. Using large language models with retrieval-augmented generation and structured/programmatic prompting, we synthesize economically motivated features from…
Generative Adversarial Network (GAN) and its variants exhibit state-of-the-art performance in the class of generative models. To capture higher-dimensional distributions, the common learning procedure requires high computational complexity…
In this paper, an image recognition algorithm based on the combination of deep learning and generative adversarial network (GAN) is studied, and compared with traditional image recognition methods. The purpose of this study is to evaluate…
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…