Related papers: Conditional Generators for Limit Order Book Enviro…
Conditional generation of time-dependent data is a task that has much interest, whether for data augmentation, scenario simulation, completing missing data, or other purposes. Recent works proposed a Transformer-based Time series generative…
Today text classification models have been widely used. However, these classifiers are found to be easily fooled by adversarial examples. Fortunately, standard attacking methods generate adversarial texts in a pair-wise way, that is, an…
Conditional generative models aim to learn the underlying joint distribution of data and labels to achieve conditional data generation. Among them, the auxiliary classifier generative adversarial network (AC-GAN) has been widely used, but…
Machine learning-based data-driven modeling can allow computationally efficient time-dependent solutions of PDEs, such as those that describe subsurface multiphysical problems. In this work, our previous approach of conditional generative…
Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to…
This study proposes a new generative adversarial network (GAN) for generating realistic orders in financial markets. In some previous works, GANs for financial markets generated fake orders in continuous spaces because of GAN architectures'…
Generative Adversarial Networks (GANs) have recently demonstrated to successfully approximate complex data distributions. A relevant extension of this model is conditional GANs (cGANs), where the introduction of external information allows…
Recently, deep neural networks have significant progress and successful application in various fields, but they are found vulnerable to attack instances, e.g., adversarial examples. State-of-art attack methods can generate attack images by…
Neural audio synthesis methods can achieve high-fidelity and realistic sound generation by utilizing deep generative models. Such models typically rely on external labels which are often discrete as conditioning information to achieve…
Motion behaviour is driven by several factors -- goals, presence and actions of neighbouring agents, social relations, physical and social norms, the environment with its variable characteristics, and further. Most factors are not directly…
This paper focuses on some simple models of limit order book dynamics which simulate market trading mechanisms. We start with a discrete time/space Markov process and then perform a re-scaling procedure leading to a deterministic dynamical…
Class-conditional generative models hold promise to overcome the shortcomings of their discriminative counterparts. They are a natural choice to solve discriminative tasks in a robust manner as they jointly optimize for predictive…
Agent-based models play an important role in simulating complex emergent phenomena and supporting critical decisions. In this context, a software fault may result in poorly informed decisions that lead to disastrous consequences. The…
Articulation, emotion, and personality play strong roles in the orofacial movements. To improve the naturalness and expressiveness of virtual agents (VAs), it is important that we carefully model the complex interplay between these factors.…
Although machine learning has been successfully used to propose novel molecules that satisfy desired properties, it is still challenging to explore a large chemical space efficiently. In this paper, we present a conditional molecular design…
Conditional generative adversarial networks (cGANs) have demonstrated remarkable success due to their class-wise controllability and superior quality for complex generation tasks. Typical cGANs solve the joint distribution matching problem…
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)…
Modern financial exchanges use an electronic limit order book (LOB) to store bid and ask orders for a specific financial asset. As the most fine-grained information depicting the demand and supply of an asset, LOB data is essential in…
Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…
Generative Adversarial Net (GAN) has been proven to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series…