Related papers: Generative Market Equilibrium Models with Stable A…
Generative Adversarial Networks (GANs) have been shown to be powerful and flexible priors when solving inverse problems. One challenge of using them is overcoming representation error, the fundamental limitation of the network in…
Despite breakthrough performance, modern learning models are known to be highly vulnerable to small adversarial perturbations in their inputs. While a wide variety of recent \emph{adversarial training} methods have been effective at…
This paper seeks to establish a framework for directing a society of simple, specialized, self-interested agents to solve what traditionally are posed as monolithic single-agent sequential decision problems. What makes it challenging to use…
Generative adversarial networks (GAN) are a powerful subclass of generative models. Despite a very rich research activity leading to numerous interesting GAN algorithms, it is still very hard to assess which algorithm(s) perform better than…
Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…
Generative adversarial networks (GANs) are widely used for distribution learning, yet their classical formulations remain theoretically fragile, with ill-posed objectives, unstable training dynamics, and limited interpretability. In this…
Large-scale, two-sided matching platforms must find market outcomes that align with user preferences while simultaneously learning these preferences from data. Classical notions of stability (Gale and Shapley, 1962; Shapley and Shubik,…
We propose to improve unconditional Generative Adversarial Networks (GAN) by training the self-supervised learning with the adversarial process. In particular, we apply self-supervised learning via the geometric transformation on input…
Traditional bulk load flexibility options, such as load shifting and load curtailment, for managing uncertainty in power markets limit the diversity of options and ignore the preferences of the individual loads, thus reducing efficiency and…
This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…
Generative adversarial nets (GANs) have become a preferred tool for tasks involving complicated distributions. To stabilise the training and reduce the mode collapse of GANs, one of their main variants employs the integral probability…
Generative adversarial networks (GANs) are a framework for producing a generative model by way of a two-player minimax game. In this paper, we propose the \emph{Generative Multi-Adversarial Network} (GMAN), a framework that extends GANs to…
The availability of deep hedging has opened new horizons for solving hedging problems under a large variety of realistic market conditions. At the same time, any model - be it a traditional stochastic model or a market generator - is at…
Applying deep reinforcement learning (RL) on real systems suffers from slow data sampling. We propose an enhanced generative adversarial network (EGAN) to initialize an RL agent in order to achieve faster learning. The EGAN utilizes the…
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…
Neural Algorithmic Reasoning (NAR) research has demonstrated that graph neural networks (GNNs) could learn to execute classical algorithms. However, most previous approaches have always used a recurrent architecture, where each iteration of…
Conditional generative adversarial networks (cGANs) have demonstrated remarkable success due to their class-wise controllability and superior quality for complex generation tasks. Typical cGANs solve the joint distribution matching problem…
Generative adversarial networks are the state of the art approach towards learned synthetic image generation. Although early successes were mostly unsupervised, bit by bit, this trend has been superseded by approaches based on labelled…
Generative adversarial networks (GANs) are successful deep generative models. GANs are based on a two-player minimax game. However, the objective function derived in the original motivation is changed to obtain stronger gradients when…
Generative adversarial networks (GANs) are a learning framework that rely on training a discriminator to estimate a measure of difference between a target and generated distributions. GANs, as normally formulated, rely on the generated…