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While Generative Adversarial Networks (GANs) are fundamental to many generative modelling applications, they suffer from numerous issues. In this work, we propose a principled framework to simultaneously mitigate two fundamental issues in…

Machine Learning · Computer Science 2020-11-24 Kwot Sin Lee , Ngoc-Trung Tran , Ngai-Man Cheung

This paper presents a deep-learning framework, Multi-load Generative Adversarial Network (MultiLoad-GAN), for generating a group of synthetic load profiles (SLPs) simultaneously. The main contribution of MultiLoad-GAN is the capture of…

Signal Processing · Electrical Eng. & Systems 2023-08-25 Yi Hu , Yiyan Li , Lidong Song , Han Pyo Lee , PJ Rehm , Matthew Makdad , Edmond Miller , Ning Lu

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

Transformer models have recently attracted much interest from computer vision researchers and have since been successfully employed for several problems traditionally addressed with convolutional neural networks. At the same time, image…

Computer Vision and Pattern Recognition · Computer Science 2021-07-13 Ricard Durall , Stanislav Frolov , Jörn Hees , Federico Raue , Franz-Josef Pfreundt , Andreas Dengel , Janis Keupe

Active Appearance Models (AAMs) are a well-established technique for fitting deformable models to images, but they are limited by linear appearance assumptions and can struggle with complex variations. In this paper, we explore if the AAM…

Computer Vision and Pattern Recognition · Computer Science 2025-04-08 Anurag Awasthi

Building on the success of deep learning, Generative Adversarial Networks (GANs) provide a modern approach to learn a probability distribution from observed samples. GANs are often formulated as a zero-sum game between two sets of…

Machine Learning · Computer Science 2020-09-28 Pirazh Khorramshahi , Hossein Souri , Rama Chellappa , Soheil Feizi

Generative Adversarial Network (GAN) is a current focal point of research. The body of knowledge is fragmented, leading to a trial-error method while selecting an appropriate GAN for a given scenario. We provide a comprehensive summary of…

Machine Learning · Computer Science 2021-05-18 Tanya Motwani , Manojkumar Parmar

Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…

Machine Learning · Computer Science 2020-06-17 Mor Sinay , Elad Sarafian , Yoram Louzoun , Noa Agmon , Sarit Kraus

Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize model points. Model points are used to…

Risk Management · Quantitative Finance 2019-12-23 Mark Kiermayer , Christian Weiß

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

This study explores the application of generative adversarial networks in financial market supervision, especially for solving the problem of data imbalance to improve the accuracy of risk prediction. Since financial market data are often…

Computational Finance · Quantitative Finance 2024-12-23 Mohan Jiang , Yaxin Liang , Siyuan Han , Kunyuan Ma , Yuan Chen , Zhen Xu

Generative adversarial networks (GANs) are one of the most powerful generative models, but always require a large and balanced dataset to train. Traditional GANs are not applicable to generate minority-class images in a highly imbalanced…

Computer Vision and Pattern Recognition · Computer Science 2021-07-12 Gaofeng Huang , Amir H. Jafari

Deep learning offers new tools for portfolio optimization. We present an end-to-end framework that directly learns portfolio weights by combining Long Short-Term Memory (LSTM) networks to model temporal patterns, Graph Attention Networks…

Portfolio Management · Quantitative Finance 2026-05-27 Yun Lin , Jiawei Lou , Jinghe Zhang

Traditional approaches to financial asset allocation start with returns forecasting followed by an optimization stage that decides the optimal asset weights. Any errors made during the forecasting step reduce the accuracy of the asset…

Portfolio Management · Quantitative Finance 2022-06-08 Damian Kisiel , Denise Gorse

Portfolio optimization involves determining the optimal allocation of portfolio assets in order to maximize a given investment objective. Traditionally, some form of mean-variance optimization is used with the aim of maximizing returns…

Artificial Intelligence · Computer Science 2024-03-26 Fernando Acero , Parisa Zehtabi , Nicolas Marchesotti , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Portfolio Management · Quantitative Finance 2021-05-20 Haoran Wang , Shi Yu

Since the advent of generative adversarial networks (GANs), various loss functions have been developed and combined to constitute the overall training objective function, in order to improve model performance or for specific learning tasks.…

Image and Video Processing · Electrical Eng. & Systems 2020-06-30 Jingwen Su , Hujun Yin

We present a continual learning approach for generative adversarial networks (GANs), by designing and leveraging parameter-efficient feature map transformations. Our approach is based on learning a set of global and task-specific…

Machine Learning · Computer Science 2021-08-02 Sakshi Varshney , Vinay Kumar Verma , Srijith P K , Lawrence Carin , Piyush Rai

This paper presents GO-GAN, a novel Generative Adversarial Network (GAN) architecture for geometry optimization (GO), specifically to generate structures based on user-specified input parameters. The architecture for GO-GAN proposed here…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 A. Padmaprabhan , Shriram Hari , Nived Philip Thomas , Khaish Singh Chadha , Sai Sidhardh , Viswanath Chinthapenta , Prabhat Kumar
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