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In this paper, we propose a generative adversarial network (GAN) approach for efficiently computing volatility surfaces. The idea is to make use of the special GAN neural architecture so that on one hand, we can learn volatility surfaces…

Computational Finance · Quantitative Finance 2023-12-27 Andrew Na , Meixin Zhang , Justin Wan

Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…

Statistical Mechanics · Physics 2024-05-07 Daniele Lanzoni , Olivier Pierre-Louis , Francesco Montalenti

To mitigate climate change, the share of renewable energies in power production needs to be increased. Renewables introduce new challenges to power grids regarding the dynamic stability due to decentralization, reduced inertia, and…

Machine Learning · Computer Science 2026-05-06 Christian Nauck , Michael Lindner , Konstantin Schürholt , Frank Hellmann

The Generative Models have gained considerable attention in the field of unsupervised learning via a new and practical framework called Generative Adversarial Networks (GAN) due to its outstanding data generation capability. Many models of…

Computer Vision and Pattern Recognition · Computer Science 2020-06-11 Abdul Jabbar , Xi Li , Bourahla Omar

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) is a novel class of deep generative models which has recently gained significant attention. GANs learns complex and high-dimensional distributions implicitly over images, audio, and data. However,…

Machine Learning · Computer Science 2023-04-06 Divya Saxena , Jiannong Cao

Robust Anomaly Detection (AD) on time series data is a key component for monitoring many complex modern systems. These systems typically generate high-dimensional time series that can be highly noisy, seasonal, and inter-correlated. This…

Machine Learning · Computer Science 2020-07-29 Farzaneh Khoshnevisan , Zhewen Fan , Vitor R. Carvalho

In this paper, we present a novel data-driven approach to detect outage events in partially observable distribution systems by capturing the changes in smart meters' (SMs) data distribution. To achieve this, first, a breadth-first search…

Systems and Control · Electrical Eng. & Systems 2019-12-12 Yuxuan Yuan , Kaveh Dehghanpour , Fankun Bu , Zhaoyu Wang

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…

Computer Vision and Pattern Recognition · Computer Science 2020-05-28 Pegah Salehi , Abdolah Chalechale , Maryam Taghizadeh

The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor…

Machine Learning · Computer Science 2019-01-17 Dan Li , Dacheng Chen , Lei Shi , Baihong Jin , Jonathan Goh , See-Kiong Ng

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…

Machine Learning · Computer Science 2025-05-13 Rahul Vishwakarma , Shrey Dharmendra Modi , Vishwanath Seshagiri

In contrast to grid-following inverters, Virtual Synchronous Generators (VSGs) perform well under weak grid conditions but may become unstable when the grid is strong. Grid strength depends on grid impedance, which unfortunately varies over…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Quang-Manh Hoang , Van Nam Nguyen , Taehyung Kim , Guilherme Vieira Hollweg , Wencong Su , Van-Hai Bui

Stochastic subgrid-scale parametrizations aim to incorporate effects of unresolved processes in an effective model by sampling from a distribution usually described in terms of resolved modes. This is an active research area in climate,…

Computational Physics · Physics 2021-12-01 Jeric Alcala , Ilya Timofeyev

This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…

Optimization and Control · Mathematics 2020-05-12 Shipu Zhao , Fengqi You

Ideally, what confuses neural network should be confusing to humans. However, recent experiments have shown that small, imperceptible perturbations can change the network prediction. To address this gap in perception, we propose a novel…

Machine Learning · Computer Science 2018-10-31 Alexander Matyasko , Lap-Pui Chau

Machine learning algorithms are used in diverse domains, many of which face significant challenges due to data imbalance. Studies have explored various approaches to address the issue, like data preprocessing, cost-sensitive learning, and…

Artificial Intelligence · Computer Science 2025-02-25 Pankaj Yadav , Gulshan Sihag , Vivek Vijay

Smart grids are critical cyber-physical systems that are vital to our energy future. Smart grids' fault resilience is dependent on the use of advanced protection systems that can reliably adapt to changing conditions within the grid. The…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Amr S. Mohamed , Deepa Kundur , Mohsen Khalaf

The instability of Generative Adversarial Network (GAN) training has frequently been attributed to gradient descent. Consequently, recent methods have aimed to tailor the models and training procedures to stabilise the discrete updates. In…

Generative Adversarial Networks (GANs), as a framework for estimating generative models via an adversarial process, have attracted huge attention and have proven to be powerful in a variety of tasks. However, training GANs is well known for…

Machine Learning · Computer Science 2017-11-09 Zi-Yi Dou

To mitigate climate change, the share of renewable needs to be increased. Renewable energies introduce new challenges to power grids due to decentralization, reduced inertia and volatility in production. The operation of sustainable power…

Machine Learning · Computer Science 2023-01-25 Christian Nauck , Michael Lindner , Konstantin Schürholt , Frank Hellmann