English
Related papers

Related papers: Market-GAN: Adding Control to Financial Market Dat…

200 papers

We study the problem of conditional generative modeling based on designated semantics or structures. Existing models that build conditional generators either require massive labeled instances as supervision or are unable to accurately…

Machine Learning · Computer Science 2017-11-06 Zhijie Deng , Hao Zhang , Xiaodan Liang , Luona Yang , Shizhen Xu , Jun Zhu , Eric P. Xing

Despite the remarkable success of Generative Adversarial Networks (GANs) on text, images, and videos, generating high-quality tabular data is still under development owing to some unique challenges such as capturing dependencies in…

Machine Learning · Computer Science 2022-06-29 Chang Sun , Johan van Soest , Michel Dumontier

Motion generation, the task of synthesizing realistic motion sequences from various conditioning inputs, has become a central problem in computer vision, computer graphics, and robotics, with applications ranging from animation and virtual…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Aliasghar Khani , Arianna Rampini , Bruno Roy , Larasika Nadela , Noa Kaplan , Evan Atherton , Derek Cheung , Jacky Bibliowicz

We introduce the decision-aware time-series conditional generative adversarial network (DAT-CGAN) as a method for time-series generation. The framework adopts a multi-Wasserstein loss on structured decision-related quantities, capturing the…

Machine Learning · Computer Science 2023-02-07 He Sun , Zhun Deng , Hui Chen , David C. Parkes

Limit order books are a fundamental and widespread market mechanism. This paper investigates the use of conditional generative models for order book simulation. For developing a trading agent, this approach has drawn recent attention as an…

Trading and Market Microstructure · Quantitative Finance 2023-06-23 Andrea Coletta , Joseph Jerome , Rahul Savani , Svitlana Vyetrenko

In electronic trading markets often only the price or volume time series, that result from interaction of multiple market participants, are directly observable. In order to test trading strategies before deploying them to real-time trading,…

Machine Learning · Computer Science 2021-08-03 Victor Storchan , Svitlana Vyetrenko , Tucker Balch

Conditionality has become a core component for Generative Adversarial Networks (GANs) for generating synthetic images. GANs are usually using latent conditionality to control the generation process. However, tabular data only contains…

Machine Learning · Computer Science 2022-10-06 Gael Lederrey , Tim Hillel , Michel Bierlaire

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

Machine Learning · Computer Science 2023-11-28 Namid R. Stillman , Rory Baggott , Justin Lyon , Jianfei Zhang , Dingqiu Zhu , Tao Chen , Perukrishnen Vytelingum

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

High-fidelity generative models are increasingly needed in privacy-sensitive scenarios, where access to data is severely restricted due to regulatory and copyright constraints. This scarcity hampers model development--ironically, in…

Computer Vision and Pattern Recognition · Computer Science 2026-04-10 Xuemei Jia , Jiawei Du , Hui Wei , Jun Chen , Joey Tianyi Zhou , Zheng Wang

Generative adversarial networks have seen rapid development in recent years and have led to remarkable improvements in generative modelling of images. However, their application in the audio domain has received limited attention, and…

Text-based audio generation models have limitations as they cannot encompass all the information in audio, leading to restricted controllability when relying solely on text. To address this issue, we propose a novel model that enhances the…

Sound · Computer Science 2023-12-29 Zhifang Guo , Jianguo Mao , Rui Tao , Long Yan , Kazushige Ouchi , Hong Liu , Xiangdong Wang

We propose a new generative adversarial architecture to mitigate imbalance data problem for the task of medical image semantic segmentation where the majority of pixels belong to a healthy region and few belong to lesion or non-health…

Computer Vision and Pattern Recognition · Computer Science 2018-11-28 Mina Rezaei , Haojin Yang , Christoph Meinel

Synthetic data can be used in various applications, such as correcting bias datasets or replacing scarce original data for simulation purposes. Generative Adversarial Networks (GANs) are considered state-of-the-art for developing generative…

Machine Learning · Computer Science 2022-03-08 Gael Lederrey , Tim Hillel , Michel Bierlaire

Generative modeling has transformed many fields, such as language and visual modeling, while its application in financial markets remains under-explored. As the minimal unit within a financial market is an order, order-flow modeling…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Yu-Hao Huang , Chang Xu , Yang Liu , Weiqing Liu , Wu-Jun Li , Jiang Bian

Machine Learning models are used in a wide variety of domains. However, machine learning methods often require a large amount of data in order to be successful. This is especially troublesome in domains where collecting real-world data is…

Neural and Evolutionary Computing · Computer Science 2022-05-23 Gabriel Wang , Anish Thite , Rodd Talebi , Anthony D'Achille , Alex Mussa , Jason Zutty

Generative and agentic artificial intelligence is entering financial markets faster than existing governance can adapt. Current model-risk frameworks assume static, well-specified algorithms and one-time validations; large language models…

Computers and Society · Computer Science 2025-12-16 Eren Kurshan , Tucker Balch , David Byrd

Gen-AI techniques are able to improve understanding of context and nuances in language modeling, translation between languages, handle large volumes of data, provide fast, low-latency responses and can be fine-tuned for various tasks and…

Artificial Intelligence · Computer Science 2025-02-11 Akshar Prabhu Desai , Ganesh Satish Mallya , Mohammad Luqman , Tejasvi Ravi , Nithya Kota , Pranjul Yadav

Incorporating prior knowledge like lexical constraints into the model's output to generate meaningful and coherent sentences has many applications in dialogue system, machine translation, image captioning, etc. However, existing RNN-based…

Computation and Language · Computer Science 2019-11-20 Dayiheng Liu , Jie Fu , Qian Qu , Jiancheng Lv

Conditional sequence generation aims to instruct the generation procedure by conditioning the model with additional context information, which is a self-supervised learning issue (a form of unsupervised learning with supervision information…

Artificial Intelligence · Computer Science 2020-09-21 Yi Yu , Abhishek Srivastava , Rajiv Ratn Shah