Related papers: Robust Hedging GANs
The vulnerability of machine learning models to adversarial attacks remains a critical security challenge. Traditional defenses, such as adversarial training, typically robustify models by minimizing a worst-case loss. However, these…
Generative adversarial networks (GANs) have been shown to produce realistic samples from high-dimensional distributions, but training them is considered hard. A possible explanation for training instabilities is the inherent imbalance…
Matching the performance of conditional Generative Adversarial Networks with little supervision is an important task, especially in venturing into new domains. We design a new training algorithm, which is robust to missing or ambiguous…
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.…
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…
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…
Generative Adversarial Networks (GANs) are a type of generative model which have received much attention due to their ability to model complex real-world data. Despite their recent successes, the process of training GANs remains…
GAN-generated image detection now becomes the first line of defense against the malicious uses of machine-synthesized image manipulations such as deepfakes. Although some existing detectors work well in detecting clean, known GAN samples,…
Generative adversarial networks (GANs) are a class of deep generative models which aim to learn a target distribution in an unsupervised fashion. While they were successfully applied to many problems, training a GAN is a notoriously…
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 (GANs) have proven effective in modeling distributions of high-dimensional data. However, their training instability is a well-known hindrance to convergence, which results in practical challenges in their…
Generative Adversarial Networks (GAN) (Goodfellow et al., 2014) are an effective method for training generative models of complex data such as natural images. However, they are notoriously hard to train and can suffer from the problem of…
Robust utility optimization enables an investor to deal with market uncertainty in a structured way, with the goal of maximizing the worst-case outcome. In this work, we propose a generative adversarial network (GAN) approach to…
Deepfake detection is formulated as a hypothesis testing problem to classify an image as genuine or GAN-generated. A robust statistics view of GANs is considered to bound the error probability for various GAN implementations in terms of…
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…
Conditional generative adversarial networks (cGAN) have led to large improvements in the task of conditional image generation, which lies at the heart of computer vision. The major focus so far has been on performance improvement, while…
An open secret in contemporary machine learning is that many models work beautifully on standard benchmarks but fail to generalize outside the lab. This has been attributed to biased training data, which provide poor coverage over real…
Effective caching is crucial for the performance of modern-day computing systems. A key optimization problem arising in caching -- which item to evict to make room for a new item -- cannot be optimally solved without knowing the future.…
The generation of high-quality synthetic data presents significant challenges in machine learning research, particularly regarding statistical fidelity and uncertainty quantification. Existing generative models produce compelling synthetic…
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…