Related papers: Beyond Visual Realism: Toward Reliable Financial T…
Facial recognition systems have made significant strides thanks to data-heavy deep learning models, but these models rely on large privacy-sensitive datasets. Further, many of these datasets lack diversity in terms of ethnicity and…
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an…
Utility and privacy are two crucial measurements of the quality of synthetic tabular data. While significant advancements have been made in privacy measures, generating synthetic samples with high utility remains challenging. To enhance the…
Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generation models. Accordingly, there is a strong modelling…
The use of synthetically generated data for training models is becoming a common practice. While generated data can augment the training data, repeated training on synthetic data raises concerns about distribution drift and degradation of…
As more tech companies engage in rigorous economic analyses, we are confronted with a data problem: in-house papers cannot be replicated due to use of sensitive, proprietary, or private data. Readers are left to assume that the obscured…
While data sharing is crucial for knowledge development, privacy concerns and strict regulation (e.g., European General Data Protection Regulation (GDPR)) limit its full effectiveness. Synthetic tabular data emerges as alternative to enable…
This study proposes a new generative adversarial network (GAN) for generating realistic orders in financial markets. In some previous works, GANs for financial markets generated fake orders in continuous spaces because of GAN architectures'…
This paper presents a novel application of Generative Adverserial Networks (GANs) to study visual aspects of social processes. I train a a StyleGAN2-model on a custom dataset of 14,564 images of London, sourced from Google Streetview taken…
Generative Adversarial Networks (GANs) are gaining increasing attention as a means for synthesising data. So far much of this work has been applied to use cases outside of the data confidentiality domain with a common application being the…
Financial time-series forecasting is a high-stakes problem where regime shifts and shocks make point-accurate yet overconfident models dangerous. We propose Uncertainty-Gated Generative Modeling (UGGM), which treats uncertainty as an…
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…
An open secret in contemporary machine learning is that many models work beautifully on standard benchmarks but fail to generalize outside the lab. This has been attributed to biased training data, which provide poor coverage over real…
Generative Adversarial Networks (GANs) have made a dramatic leap in high-fidelity image synthesis and stylized face generation. Recently, a layer-swapping mechanism has been developed to improve the stylization performance. However, this…
Electrocardiogram (ECG) datasets tend to be highly imbalanced due to the scarcity of abnormal cases. Additionally, the use of real patients' ECGs is highly regulated due to privacy issues. Therefore, there is always a need for more ECG…
Generative adversarial networks (GANs) implicitly learn the probability distribution of a dataset and can draw samples from the distribution. This paper presents, Tabular GAN (TGAN), a generative adversarial network which can generate…
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…
This paper investigates the application of Feature-Enriched Generative Adversarial Networks (FE-GAN) in financial risk management, with a focus on improving the estimation of Value at Risk (VaR) and Expected Shortfall (ES). FE-GAN enhances…
While data sharing is crucial for knowledge development, privacy concerns and strict regulation (e.g., European General Data Protection Regulation (GDPR)) unfortunately limits its full effectiveness. Synthetic tabular data emerges as an…
Time series synthesis is an effective approach to ensuring the secure circulation of time series data. Existing time series synthesis methods typically perform temporal modeling based on random sequences to generate target sequences, which…