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