Related papers: Strong denoising of financial time-series
Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…
The introduction of electronic trading platforms effectively changed the organisation of traditional systemic trading from quote-driven markets into order-driven markets. Its convenience led to an exponentially increasing amount of…
We present a method for audio denoising that combines processing done in both the time domain and the time-frequency domain. Given a noisy audio clip, the method trains a deep neural network to fit this signal. Since the fitting is only…
The financial industry is increasingly seeking robust methods to address the challenges posed by data scarcity and low signal-to-noise ratios, which limit the application of deep learning techniques in stock market analysis. This paper…
Denoising of time domain data is a crucial task for many applications such as communication, translation, virtual assistants etc. For this task, a combination of a recurrent neural net (RNNs) with a Denoising Auto-Encoder (DAEs) has shown…
Denoising autoencoders (DAEs) have proven useful for unsupervised representation learning, but a thorough theoretical understanding is still lacking of how the input noise influences learning. Here we develop theory for how noise influences…
Traditional supervised denoisers are trained using pairs of noisy input and clean target images. They learn to predict a central tendency of the posterior distribution over possible clean images. When, e.g., trained with the popular…
In this paper, we suggest a framework to make use of mutual information as a regularization criterion to train Auto-Encoders (AEs). In the proposed framework, AEs are regularized by minimization of the mutual information between input and…
This paper proposes a joint alignment and denoising method for event-based vision sensors (EVSs). Existing signal processing methods for EVSs typically perform event alignment (EA) and event denoising (ED) as separate modules. However, this…
Autoencoders are a type of unsupervised neural networks, which can be used to solve various tasks, e.g., dimensionality reduction, image compression, and image denoising. An AE has two goals: (i) compress the original input to a…
This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy performance. It specifically examines the impact of noise…
Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network…
Due to the rare occurrence of anomalous events, a typical approach to anomaly detection is to train an autoencoder (AE) with normal data only so that it learns the patterns or representations of the normal training data. At test time, the…
This work proposes a learning-based statistical refinement method for improving the denoising results of a given denoiser without knowing the precise noise distribution or accessing clean images or calibration data. While there are many…
Learned denoisers play a fundamental role in various signal generation (e.g., diffusion models) and reconstruction (e.g., compressed sensing) architectures, whose success derives from their ability to leverage low-dimensional structure in…
Speech enhancement (SE) is usually required as a front end to improve the speech quality in noisy environments, while the enhanced speech might not be optimal for automatic speech recognition (ASR) systems due to speech distortion. On the…
Under certain statistical assumptions of noise, recent self-supervised approaches for denoising have been introduced to learn network parameters without true clean images, and these methods can restore an image by exploiting information…
Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…
Recent interest in exploiting Deep Learning techniques for Noise Suppression, has led to the creation of Hybrid Denoising Systems that combine classic Signal Processing with Deep Learning. In this paper, we concentrated our efforts on…
Sparse Autoencoders (SAEs) have shown promise in improving the interpretability of neural network activations, but can learn features that are not features of the input, limiting their effectiveness. We propose \textsc{Mutual Feature…