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Applying machine learning methods to forecast stock prices has been one of the research topics of interest in recent years. Almost few studies have been reported based on generative adversarial networks (GANs) in this area, but their…

Statistical Finance · Quantitative Finance 2025-04-21 Fateme Shahabi Nejad , Mohammad Mehdi Ebadzadeh

We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial frictions, such as trading costs, and supporting multiple…

Mathematical Finance · Quantitative Finance 2025-04-08 Anastasis Kratsios , Xiaofei Shi , Qiang Sun , Zhanhao Zhang

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…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

Generative adversarial networks (GAN) have been effective for learning generative models for real-world data. However, existing GANs (GAN and its variants) tend to suffer from training problems such as instability and mode collapse. In this…

Machine Learning · Computer Science 2018-03-05 Chaoyue Wang , Chang Xu , Xin Yao , Dacheng Tao

In recent years, research on image generation methods has been developing fast. The auto-encoding variational Bayes method (VAEs) was proposed in 2013, which uses variational inference to learn a latent space from the image database and…

Computer Vision and Pattern Recognition · Computer Science 2018-07-12 Guoqiang Zhong , Wei Gao , Yongbin Liu , Youzhao Yang

We present an encoder-powered generative adversarial network (EncGAN) that is able to learn both the multi-manifold structure and the abstract features of data. Unlike the conventional decoder-based GANs, EncGAN uses an encoder to model the…

Machine Learning · Computer Science 2019-06-04 Jiseob Kim , Seungjae Jung , Hyundo Lee , Byoung-Tak Zhang

Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…

Computational Engineering, Finance, and Science · Computer Science 2026-05-22 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

Auto-encoding generative adversarial networks (GANs) combine the standard GAN algorithm, which discriminates between real and model-generated data, with a reconstruction loss given by an auto-encoder. Such models aim to prevent mode…

Machine Learning · Statistics 2017-10-24 Mihaela Rosca , Balaji Lakshminarayanan , David Warde-Farley , Shakir Mohamed

Current Generative Adversarial Network (GAN)-based approaches for time series generation face challenges such as suboptimal convergence, information loss in embedding spaces, and instability. To overcome these challenges, we introduce an…

Machine Learning · Computer Science 2024-10-29 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often…

Machine Learning · Computer Science 2025-12-24 Sangram Deshpande , Gopal Ramesh Dahale , Sai Nandan Morapakula , Uday Wad

Deep generative models provide powerful tools for distributions over complicated manifolds, such as those of natural images. But many of these methods, including generative adversarial networks (GANs), can be difficult to train, in part…

Machine Learning · Statistics 2017-11-08 Akash Srivastava , Lazar Valkov , Chris Russell , Michael U. Gutmann , Charles Sutton

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

Generative adversarial network (GAN) has been shown to be useful in various applications, such as image recognition, text processing and scientific computing, due its strong ability to learn complex data distributions. In this study, a…

Geophysics · Physics 2021-09-14 Tianhao He , Dongxiao Zhang

In the big data era, deep learning and intelligent data mining technique solutions have been applied by researchers in various areas. Forecast and analysis of stock market data have represented an essential role in today's economy, and a…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Wilfredo Tovar

To learn disentangled representations of facial images, we present a Dual Encoder-Decoder based Generative Adversarial Network (DED-GAN). In the proposed method, both the generator and discriminator are designed with deep encoder-decoder…

Computer Vision and Pattern Recognition · Computer Science 2019-09-20 Cong Hu , Zhen-Hua Feng , Xiao-Jun Wu , Josef Kittler

Time series forecasting is essential across domains from finance to supply chain management. This paper introduces ForecastGAN, a novel decomposition based adversarial framework addressing limitations in existing approaches for…

Machine Learning · Computer Science 2025-11-07 Syeda Sitara Wishal Fatima , Afshin Rahimi

Deep neural networks have been applied in wireless communications system to intelligently adapt to dynamically changing channel conditions, while the users are still under the threat of the malicious attacks due to the broadcasting property…

Information Theory · Computer Science 2025-05-02 Jianyuan Chen , Lin Zhang , Zuwei Chen , Yawen Chen , Hongcheng Zhuang

Efforts to predict stock market outcomes have yielded limited success due to the inherently stochastic nature of the market, influenced by numerous unpredictable factors. Many existing prediction approaches focus on single-point…

Statistical Finance · Quantitative Finance 2024-02-19 Jingyi Gu , Wenlu Du , Guiling Wang

The prediction of stock price movement direction is significant in financial circles and academic. Stock price contains complex, incomplete, and fuzzy information which makes it an extremely difficult task to predict its development trend.…

Statistical Finance · Quantitative Finance 2021-12-09 Ashish Kumar , Abeer Alsadoon , P. W. C. Prasad , Salma Abdullah , Tarik A. Rashid , Duong Thu Hang Pham , Tran Quoc Vinh Nguyen

Generative adversarial networks (GANs) are a powerful framework for generative tasks. However, they are difficult to train and tend to miss modes of the true data generation process. Although GANs can learn a rich representation of the…

Machine Learning · Computer Science 2017-11-27 Robin Winter , Djork-Arné Clevert
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