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Machine learning models have demonstrated remarkable efficacy and efficiency in a wide range of stock forecasting tasks. However, the inherent challenges of data scarcity, including low signal-to-noise ratio (SNR) and data homogeneity, pose…

Statistical Finance · Quantitative Finance 2024-02-13 Yuan Gao , Haokun Chen , Xiang Wang , Zhicai Wang , Xue Wang , Jinyang Gao , Bolin Ding

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

Changes in market conditions present challenges for investors as they cause performance to deviate from the ranges predicted by long-term averages of means and covariances. The aim of conditional asset allocation strategies is to overcome…

General Finance · Quantitative Finance 2022-11-03 Reza Bradrania , Davood Pirayesh Neghab

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling. In this work we conduct a systematic comparison and theoretical analysis of different approaches to learning conditional…

Machine Learning · Computer Science 2021-11-29 Georgios Batzolis , Jan Stanczuk , Carola-Bibiane Schönlieb , Christian Etmann

Generative modeling and clustering are conventionally distinct tasks in machine learning. Variational Autoencoders (VAEs) have been widely explored for their ability to integrate both, providing a framework for generative clustering.…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Jorge da Silva Gonçalves , Laura Manduchi , Moritz Vandenhirtz , Julia E. Vogt

Diffusion models have demonstrated great potential in generating high-quality content for images, natural language, protein domains, etc. However, how to perform user-preferred targeted generation via diffusion models with only black-box…

Machine Learning · Statistics 2024-06-11 Yueming Lyu , Kim Yong Tan , Yew Soon Ong , Ivor W. Tsang

Diffusion models have emerged as powerful generative frameworks with widespread applications across machine learning and artificial intelligence systems. While current research has predominantly focused on linear diffusions, these…

Machine Learning · Statistics 2025-10-06 Kulunu Dharmakeerthi , Yousef El-Laham , Henry H. Wong , Vamsi K. Potluru , Changhong He , Taosong He

Auto-bidding is widely used in advertising systems, serving a diverse range of advertisers. Generative bidding is increasingly gaining traction due to its strong planning capabilities and generalizability. Unlike traditional reinforcement…

Machine Learning · Computer Science 2025-08-26 Yunshan Peng , Wenzheng Shu , Jiahao Sun , Yanxiang Zeng , Jinan Pang , Wentao Bai , Yunke Bai , Xialong Liu , Peng Jiang

This paper studies a continuous-time market {under stochastic environment} where an agent, having specified an investment horizon and a target terminal mean return, seeks to minimize the variance of the return with multiple stocks and a…

Portfolio Management · Quantitative Finance 2013-02-28 Wan-Kai Pang , Yuan-Hua Ni , Xun Li , Ka-Fai Cedric Yiu

Conditional diffusion models have exhibited superior performance in high-fidelity text-guided visual generation and editing. Nevertheless, prevailing text-guided visual diffusion models primarily focus on incorporating text-visual…

Computer Vision and Pattern Recognition · Computer Science 2024-06-05 Ling Yang , Zhilong Zhang , Zhaochen Yu , Jingwei Liu , Minkai Xu , Stefano Ermon , Bin Cui

We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…

Machine Learning · Computer Science 2024-10-31 Yuxuan Gu , Xiaocheng Feng , Lei Huang , Yingsheng Wu , Zekun Zhou , Weihong Zhong , Kun Zhu , Bing Qin

Understanding current energy consumption behavior in communities is critical for informing future energy use decisions and enabling efficient energy management. Urban energy models, which are used to simulate these energy use patterns,…

Computational Engineering, Finance, and Science · Computer Science 2026-04-03 Saumya Sinha , Alexandre Cortiella , Rawad El Kontar , Andrew Glaws , Ryan King , Patrick Emami

The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns. To achieve this, we propose a dynamic generative factor model which uses random variable transformation as an…

Portfolio Management · Quantitative Finance 2024-01-18 Chuting Sun , Qi Wu , Xing Yan

Data imputation and data generation have important applications for many domains, like healthcare and finance, where incomplete or missing data can hinder accurate analysis and decision-making. Diffusion models have emerged as powerful…

Machine Learning · Computer Science 2025-06-10 Mario Villaizán-Vallelado , Matteo Salvatori , Carlos Segura , Ioannis Arapakis

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

Machine Learning · Computer Science 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

Neural receivers have demonstrated strong performance in wireless communication systems. However, their effectiveness typically depends on access to large-scale, scenario-specific channel data for training, which is often difficult to…

Information Theory · Computer Science 2025-11-04 Xingyu Zhou , Le Liang , Xinjie Li , Jing Zhang , Peiwen Jiang , Xiao Li , Shi Jin

In green security, defenders must forecast adversarial behavior, such as poaching, illegal logging, and illegal fishing, to plan effective patrols. These behavior are often highly uncertain and complex. Prior work has leveraged game theory…

Computers and Society · Computer Science 2025-10-21 Lingkai Kong , Haichuan Wang , Yuqi Pan , Cheol Woo Kim , Mingxiao Song , Alayna Nguyen , Tonghan Wang , Haifeng Xu , Milind Tambe

Generative AI has redefined artificial intelligence, enabling the creation of innovative content and customized solutions that drive business practices into a new era of efficiency and creativity. In this paper, we focus on diffusion…

Machine Learning · Computer Science 2024-03-21 Zihao Li , Hui Yuan , Kaixuan Huang , Chengzhuo Ni , Yinyu Ye , Minshuo Chen , Mengdi Wang

Decision-making problems often feature uncertainty stemming from heterogeneous and context-dependent human preferences. To address this, we propose a sequential learning-and-optimization pipeline to learn preference distributions and…

Machine Learning · Computer Science 2026-03-19 Benjamin Hudson , Laurent Charlin , Emma Frejinger

While information securityis a fundamental requirement for wireless communications, conventional optimization based approaches often struggle with real-time implementation, and deep models, typically discriminative in nature, may lack the…

Signal Processing · Electrical Eng. & Systems 2026-03-13 Tong Hui , Xiao Tang , Yichen Wang , Qinghe Du , Dusit Niyato , Zhu Han