Related papers: Fiaingen: A financial time series generative metho…
Machine learning heavily relies on data, but real-world applications often encounter various data-related issues. These include data of poor quality, insufficient data points leading to under-fitting of machine learning models, and…
Although many AI applications of interest require specialized multi-modal models, relevant data to train such models is inherently scarce or inaccessible. Filling these gaps with human annotators is prohibitively expensive, error-prone, and…
Many real-world tasks are plagued by limitations on data: in some instances very little data is available and in others, data is protected by privacy enforcing regulations (e.g. GDPR). We consider limitations posed specifically on…
Synthetic data is being used lately for training deep neural networks in computer vision applications such as object detection, object segmentation and 6D object pose estimation. Domain randomization hereby plays an important role in…
Evaluating time series attribution methods is difficult because real-world datasets rarely provide ground truth for which time points drive a prediction. A common workaround is to generate synthetic data where class-discriminating features…
The increasing adoption of synthetic data in aviation research offers a promising solution to data scarcity and confidentiality challenges. This study investigates the potential of generative models to produce realistic synthetic flight…
Generating realistic time series data is critical for applications in healthcare, finance, and science. However, irregular sampling and missing values present significant challenges. While prior methods address these irregularities, they…
Causal inference is essential for developing and evaluating medical interventions, yet real-world medical datasets are often difficult to access due to regulatory barriers. This makes synthetic data a potentially valuable asset that enables…
Time series forecasting plays a critical role in decision-making processes across diverse fields including meteorology, traffic, electricity, economics, finance, and so on. Especially, predicting returns on financial instruments is a…
Generative models are designed to address the data scarcity problem. Even with the exploding amount of data, due to computational advancements, some applications (e.g., health care, weather forecast, fault detection) still suffer from data…
While synthetic data hold great promise for privacy protection, their statistical analysis poses significant challenges that necessitate innovative solutions. The use of deep generative models (DGMs) for synthetic data generation is known…
Generative Adversarial Networks (GANs) became very popular for generation of realistically looking images. In this paper, we propose to use GANs to synthesize artificial financial data for research and benchmarking purposes. We test this…
Realistic synthetic time series data of sufficient length enables practical applications in time series modeling tasks, such as forecasting, but remains a challenge. In this paper we present PSA-GAN, a generative adversarial network (GAN)…
Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted…
We propose a highly efficient and accurate methodology for generating synthetic financial market data using a diffusion model approach. The synthetic data produced by our methodology align closely with observed market data in several key…
With the latest advances in Deep Learning-based generative models, it has not taken long to take advantage of their remarkable performance in the area of time series. Deep neural networks used to work with time series heavily depend on the…
We consider the problem of synthetically generating data that can closely resemble human decisions made in the context of an interactive human-AI system like a computer game. We propose a novel algorithm that can generate synthetic,…
Self-supervised Pretrained Models (PTMs) have demonstrated remarkable performance in computer vision and natural language processing tasks. These successes have prompted researchers to design PTMs for time series data. In our experiments,…
This article explores the use of machine learning models to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial time series, whose statistical properties are the same as those observed in the…
Temporally indexed data are essential in a wide range of fields and of interest to machine learning researchers. Time series data, however, are often scarce or highly sensitive, which precludes the sharing of data between researchers and…