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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…

Mathematical Finance · Quantitative Finance 2020-04-07 Magnus Wiese , Robert Knobloch , Ralf Korn , Peter Kretschmer

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,…

Machine Learning · Computer Science 2022-04-12 Kyongmin Yeo , Zan Li , Wesley M. Gifford

Majority of state-of-the-art deep learning methods are discriminative approaches, which model the conditional distribution of labels given inputs features. The success of such approaches heavily depends on high-quality labeled instances,…

Machine Learning · Computer Science 2019-09-13 Yanwu Xu , Mingming Gong , Junxiang Chen , Tongliang Liu , Kun Zhang , Kayhan Batmanghelich

Generative adversarial networks (GANs) are one of the most widely adopted semisupervised and unsupervised machine learning methods for high-definition image, video, and audio generation. In this work, we propose a new type of architecture…

Latest Generative Adversarial Networks (GANs) are gathering outstanding results through a large-scale training, thus employing models composed of millions of parameters requiring extensive computational capabilities. Building such huge…

Machine Learning · Computer Science 2022-12-16 Eleonora Grassucci , Edoardo Cicero , Danilo Comminiello

The demand for artificially generated data for the development, training and testing of new algorithms is omnipresent. Quantum computing (QC), does offer the hope that its inherent probabilistic functionality can be utilised in this field…

Machine Learning · Computer Science 2025-09-03 Tobias Rohe , Florian Burger , Michael Kölle , Sebastian Wölckert , Maximilian Zorn , Claudia Linnhoff-Popien

Enabling highly-mobile millimeter wave (mmWave) systems is challenging because of the huge training overhead associated with acquiring the channel knowledge or designing the narrow beams. Current mmWave beam training and channel estimation…

Information Theory · Computer Science 2018-08-08 Xiaofeng Li , Ahmed Alkhateeb , Cihan Tepedelenlioğlu

Adversarial learning has been embedded into deep networks to learn disentangled and transferable representations for domain adaptation. Existing adversarial domain adaptation methods may not effectively align different domains of multimodal…

Machine Learning · Computer Science 2019-01-01 Mingsheng Long , Zhangjie Cao , Jianmin Wang , Michael I. Jordan

Generative Adversarial Networks (GANs) have proven to be a powerful framework for learning to draw samples from complex distributions. However, GANs are also notoriously difficult to train, with mode collapse and oscillations a common…

Machine Learning · Statistics 2018-11-28 Kevin J Liang , Chunyuan Li , Guoyin Wang , Lawrence Carin

In topology optimization using deep learning, load and boundary conditions represented as vectors or sparse matrices often miss the opportunity to encode a rich view of the design problem, leading to less than ideal generalization results.…

Computational Engineering, Finance, and Science · Computer Science 2020-03-12 Zhenguo Nie , Tong Lin , Haoliang Jiang , Levent Burak Kara

Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network…

Portfolio Management · Quantitative Finance 2022-08-08 Jun Lu , Shao Yi

This paper proposes a modified conditional generative adversarial network (cGAN) model to generate net load scenarios for power systems that are statistically credible, conditioned by given labels (e.g., seasons), and, at the same time,…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Zhirui Liang , Robert Mieth , Yury Dvorkin

Some of the most impressive achievements of contemporary Machine Learning systems comes from the GAN (Generative Adversarial Network) structure. DALLE-2 and GPT- 3, two of the most impressive and recognizable feats of ML in recent years,…

Quantum Physics · Physics 2023-10-31 C. Strynar , R. M. Rajapakse

Despite the substantial progress in recent years, the image captioning techniques are still far from being perfect.Sentences produced by existing methods, e.g. those based on RNNs, are often overly rigid and lacking in variability. This…

Computer Vision and Pattern Recognition · Computer Science 2017-08-14 Bo Dai , Sanja Fidler , Raquel Urtasun , Dahua Lin

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…

Machine Learning · Statistics 2017-02-28 Shakir Mohamed , Balaji Lakshminarayanan

The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…

Machine Learning · Statistics 2018-01-12 Fernando Fernandes Neto

In this paper, we propose a new framework for mitigating biases in machine learning systems. The problem of the existing mitigation approaches is that they are model-oriented in the sense that they focus on tuning the training algorithms to…

Machine Learning · Computer Science 2019-05-27 Adel Abusitta , Esma Aïmeur , Omar Abdel Wahab

Recent advances in Deep Learning and probabilistic modeling have led to strong improvements in generative models for images. On the one hand, Generative Adversarial Networks (GANs) have contributed a highly effective adversarial learning…

Computer Vision and Pattern Recognition · Computer Science 2018-08-14 Yang He , Bernt Schiele , Mario Fritz

Quantum machine learning is expected to be one of the first potential general-purpose applications of near-term quantum devices. A major recent breakthrough in classical machine learning is the notion of generative adversarial training,…

Quantum Physics · Physics 2018-08-01 Pierre-Luc Dallaire-Demers , Nathan Killoran

Machine learning has emerged recently as a powerful tool for predicting properties of quantum many-body systems. For many ground states of gapped Hamiltonians, generative models can learn from measurements of a single quantum state to…

Quantum Physics · Physics 2024-03-05 Haoxiang Wang , Maurice Weber , Josh Izaac , Cedric Yen-Yu Lin
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