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Simulation methods have always been instrumental in finance, and data-driven methods with minimal model specification, commonly referred to as generative models, have attracted increasing attention, especially after the success of deep…

Portfolio Management · Quantitative Finance 2025-04-24 Adil Rengim Cetingoz , Charles-Albert Lehalle

Despite its practical significance, generating realistic synthetic financial time series is challenging due to statistical properties known as stylized facts, such as fat tails, volatility clustering, and seasonality patterns. Various…

Computational Finance · Quantitative Finance 2024-10-25 Tomonori Takahashi , Takayuki Mizuno

Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks…

Machine Learning · Computer Science 2024-02-13 Haochong Xia , Shuo Sun , Xinrun Wang , Bo An

Generative modeling has been used frequently in synthetic data generation. Fairness and privacy are two big concerns for synthetic data. Although Recent GAN [\cite{goodfellow2014generative}] based methods show good results in preserving…

Machine Learning · Computer Science 2023-07-04 Weijie Xu , Jinjin Zhao , Francis Iannacci , Bo Wang

The banking sector faces challenges in using deep learning due to data sensitivity and regulatory constraints, but generative AI may offer a solution. Thus, this study identifies effective algorithms for generating synthetic financial…

Machine Learning · Computer Science 2024-12-20 Fabian Sven Karst , Sook-Yee Chong , Abigail A. Antenor , Enyu Lin , Mahei Manhai Li , Jan Marco Leimeister

Recent breakthroughs in synthetic data generation approaches made it possible to produce highly photorealistic images which are hardly distinguishable from real ones. Furthermore, synthetic generation pipelines have the potential to…

Computer Vision and Pattern Recognition · Computer Science 2023-07-06 Alon Shoshan , Nadav Bhonker , Igor Kviatkovsky , Matan Fintz , Gerard Medioni

Simulation is increasingly being used for generating large labelled datasets in many machine learning problems. Recent methods have focused on adjusting simulator parameters with the goal of maximising accuracy on a validation task, usually…

Computer Vision and Pattern Recognition · Computer Science 2020-08-20 Harkirat Singh Behl , Atılım Güneş Baydin , Ran Gal , Philip H. S. Torr , Vibhav Vineet

In the financial sector, a sophisticated financial time series simulator is essential for evaluating financial products and investment strategies. Traditional back-testing methods have mainly relied on historical data-driven approaches or…

Computational Finance · Quantitative Finance 2024-10-15 Sohyeon Kwon , Yongjae Lee

Synthetic data generation has proven to be a promising solution for addressing data availability issues in various domains. Even more challenging is the generation of synthetic time series data, where one has to preserve temporal dynamics,…

Quantum Physics · Physics 2022-04-14 Haim Horowitz , Pooja Rao , Santosh Kumar Radha

It is abundantly clear that time dependent data is a vital source of information in the world. The challenge has been for applications in machine learning to gain access to a considerable amount of quality data needed for algorithm…

Machine Learning · Computer Science 2020-07-01 Kaleb E Smith , Anthony O Smith

Machine learning has significant potential for optimizing various industrial processes. However, data acquisition remains a major challenge as it is both time-consuming and costly. Synthetic data offers a promising solution to augment…

Artificial Intelligence · Computer Science 2025-11-12 Georg Rottenwalter , Marcel Tilly , Christian Bielenberg , Katharina Obermeier

This study provides an in-depth analysis of the model architecture and key technologies of generative artificial intelligence, combined with specific application cases, and uses conditional generative adversarial networks ( cGAN ) and time…

Computational Engineering, Finance, and Science · Computer Science 2024-04-05 Chang Che , Zengyi Huang , Chen Li , Haotian Zheng , Xinyu Tian

Data imbalance in training data often leads to biased predictions from trained models, which in turn causes ethical and social issues. A straightforward solution is to carefully curate training data, but given the enormous scale of modern…

Computer Vision and Pattern Recognition · Computer Science 2024-04-26 Moon Ye-Bin , Nam Hyeon-Woo , Wonseok Choi , Nayeong Kim , Suha Kwak , Tae-Hyun Oh

The finance industry is producing an increasing amount of datasets that investment professionals can consider to be influential on the price of financial assets. These datasets were initially mainly limited to exchange data, namely price,…

Computational Finance · Quantitative Finance 2024-05-16 Matteo Rizzato , Julien Wallart , Christophe Geissler , Nicolas Morizet , Noureddine Boumlaik

Time series data are essential for a wide range of applications, particularly in developing robust machine learning models. However, access to high-quality datasets is often limited due to privacy concerns, acquisition costs, and labeling…

Machine Learning · Computer Science 2026-02-02 Jaime Vale , Vanessa Freitas Silva , Maria Eduarda Silva , Fernando Silva

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

Machine Learning · Computer Science 2018-12-11 Xin-Yao Qian

Deep learning is now the gold standard in computer vision-based quality inspection systems. In order to detect defects, supervised learning is often utilized, but necessitates a large amount of annotated images, which can be costly:…

Computer Vision and Pattern Recognition · Computer Science 2021-07-23 Pierre Gutierrez , Maria Luschkova , Antoine Cordier , Mustafa Shukor , Mona Schappert , Tim Dahmen

The limited data availability due to strict privacy regulations and significant resource demands severely constrains biomedical time-series AI development, which creates a critical gap between data requirements and accessibility. Synthetic…

Machine Learning · Computer Science 2025-11-25 Youngjoon Lee , Seongmin Cho , Yehhyun Jo , Jinu Gong , Hyunjoo Jenny Lee , Joonhyuk Kang

Simulating realistic financial time series is essential for stress testing, scenario generation, and decision-making under uncertainty. Despite advances in deep generative models, there is no consensus metric for their evaluation. We focus…

Machine Learning · Computer Science 2025-09-09 Ruben Bontorno , Songyan Hou

The generation of synthetic data is receiving increasing attention from the scientific community, thanks to its ability to solve problems like data scarcity and privacy, and is starting to find applications in air transport. We here tackle…

Machine Learning · Computer Science 2026-01-09 Pau Esteve , Massimiliano Zanin