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Generative adversarial networks (GANs) are capable of producing high quality image samples. However, unlike variational autoencoders (VAEs), GANs lack encoders that provide the inverse mapping for the generators, i.e., encode images back to…

Machine Learning · Statistics 2018-12-20 Paul K. Rubenstein , Yunpeng Li , Dominik Roblek

Generative networks have made it possible to generate meaningful signals such as images and texts from simple noise. Recently, generative methods based on GAN and VAE were developed for graphs and graph signals. However, the mathematical…

Machine Learning · Computer Science 2019-10-18 Dongmian Zou , Gilad Lerman

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…

Computer Vision and Pattern Recognition · Computer Science 2020-05-28 Pegah Salehi , Abdolah Chalechale , Maryam Taghizadeh

Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…

Machine Learning · Computer Science 2024-03-05 Zinuo You , Zijian Shi , Hongbo Bo , John Cartlidge , Li Zhang , Yan Ge

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

Predicting the Stock movement attracts much attention from both industry and academia. Despite such significant efforts, the results remain unsatisfactory due to the inherently complicated nature of the stock market driven by factors…

Statistical Finance · Quantitative Finance 2023-03-01 Jingyi Gu , Fadi P. Deek , Guiling Wang

As a new way of training generative models, Generative Adversarial Nets (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has…

Machine Learning · Computer Science 2017-08-28 Lantao Yu , Weinan Zhang , Jun Wang , Yong Yu

Generating time series data using Generative Adversarial Networks (GANs) presents several prevalent challenges, such as slow convergence, information loss in embedding spaces, instability, and performance variability depending on the series…

Machine Learning · Computer Science 2024-09-24 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

Developing efficient time series anomaly detection techniques is important to maintain service quality and provide early alarms. Generative neural network methods are one class of the unsupervised approaches that are achieving increasing…

Machine Learning · Computer Science 2022-10-07 Yueyan Gu , Farrokh Jazizadeh

This paper captures irregularities in financial time series data, particularly stock prices, in the presence of COVID-19 shock. We conjectured that jumps and irregularities are embedded in stock data due to the pandemic shock, which brings…

Computational Engineering, Finance, and Science · Computer Science 2023-11-23 Leonard Mushunje , David Allen , Shelton Peiris

We construct realistic equity option market simulators based on generative adversarial networks (GANs). We consider recurrent and temporal convolutional architectures, and assess the impact of state compression. Option market simulators are…

Computational Finance · Quantitative Finance 2020-04-21 Magnus Wiese , Lianjun Bai , Ben Wood , Hans Buehler

Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…

Statistical Mechanics · Physics 2024-05-07 Daniele Lanzoni , Olivier Pierre-Louis , Francesco Montalenti

The recent deep generative models for static graphs that are now being actively developed have achieved significant success in areas such as molecule design. However, many real-world problems involve temporal graphs whose topology and…

Machine Learning · Computer Science 2021-03-09 Liming Zhang , Liang Zhao , Shan Qin , Dieter Pfoser

As a revolutionary generative paradigm of deep learning, generative adversarial networks (GANs) have been widely applied in various fields to synthesize realistic data. However, it is challenging for conventional GANs to synthesize raw…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Weidong Wang , Jiancheng An , Hongshu Liao , Lu Gan , Chau Yuen

Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network…

Portfolio Management · Quantitative Finance 2022-08-08 Jun Lu , Shao Yi

Conventional predictive Artificial Neural Networks (ANNs) commonly employ deterministic weight matrices; therefore, their prediction is a point estimate. Such a deterministic nature in ANNs causes the limitations of using ANNs for medical…

Machine Learning · Computer Science 2020-07-02 Minhyeok Lee , Junhee Seok

Generative Adversarial Networks (GAN) are trained to generate sample images of interest distribution. To this end, generator network of GAN learns implicit distribution of real data set from the classification with candidate generated…

Machine Learning · Computer Science 2020-11-17 Gahye Lee , Seungkyu Lee

In the years since Goodfellow et al. introduced Generative Adversarial Networks (GANs), there has been an explosion in the breadth and quality of generative model applications. Despite this work, GANs still have a long way to go before they…

Machine Learning · Computer Science 2020-04-14 Conor Lazarou

Modeling the full-range deformation behaviors of materials under complex loading and materials conditions is a significant challenge for constitutive relations (CRs) modeling. We propose a general encoder-decoder deep learning framework…

Materials Science · Physics 2023-04-04 Qing-Jie Li , Mahmut Nedim Cinbiz , Yin Zhang , Qi He , Geoffrey Beausoleil , Ju Li

Deep learning has become a standard approach for the modeling of audio effects, yet strictly black-box modeling remains problematic for time-varying systems. Unlike time-invariant effects, training models on devices with internal modulation…

Sound · Computer Science 2025-12-18 Yann Bourdin , Pierrick Legrand , Fanny Roche