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Synthetic data generation has emerged as a promising approach to address the challenges of using sensitive financial data in machine learning applications. By leveraging generative models, such as Generative Adversarial Networks (GANs) and…

Machine Learning · Computer Science 2025-10-31 James Meldrum , Basem Suleiman , Fethi Rabhi , Muhammad Johan Alibasa

Synthetic financial data provides a practical solution to the privacy, accessibility, and reproducibility challenges that often constrain empirical research in quantitative finance. This paper investigates the use of deep generative models,…

Statistical Finance · Quantitative Finance 2025-12-30 Christophe D. Hounwanou , Yae Ulrich Gaba

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

Using machine learning models to generate synthetic data has become common in many fields. Technology to generate synthetic transactions that can be used to detect fraud is also growing fast. Generally, this synthetic data contains only…

Machine Learning · Computer Science 2023-06-30 Shuo Wang , Terrence Tricco , Xianta Jiang , Charles Robertson , John Hawkin

In recent years, financial institutions and firms have increasingly adopted synthetic data to address data scarcity and to generate counterfactual market scenarios. However, reproducing all the statistical properties of financial time…

Machine Learning · Computer Science 2026-05-27 Giuseppe Masi , Andrea Coletta , Novella Bartolini

The generation of high-quality synthetic data presents significant challenges in machine learning research, particularly regarding statistical fidelity and uncertainty quantification. Existing generative models produce compelling synthetic…

Machine Learning · Computer Science 2025-05-13 Rahul Vishwakarma , Shrey Dharmendra Modi , Vishwanath Seshagiri

Quantum generative adversarial networks (QGANs) have been investigated as a method for generating synthetic data with the goal of augmenting training data sets for neural networks. This is especially relevant for financial time series,…

Generative Adversarial Networks (GANs) are one of the well-known models to generate synthetic data including images, especially for research communities that cannot use original sensitive datasets because they are not publicly accessible.…

Machine Learning · Computer Science 2020-01-28 Reihaneh Torkzadehmahani , Peter Kairouz , Benedict Paten

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

Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations, changing data distributions, and a low…

Statistical Finance · Quantitative Finance 2019-12-20 Brandon Da Silva , Sylvie Shang Shi

Generative Adversarial Networks (GANs) have been used widely to generate large volumes of synthetic data. This data is being utilized for augmenting with real examples in order to train deep Convolutional Neural Networks (CNNs). Studies…

Computer Vision and Pattern Recognition · Computer Science 2020-06-18 Binod Bhattarai , Seungryul Baek , Rumeysa Bodur , Tae-Kyun Kim

Modeling financial time series is challenging due to their high volatility and unexpected happenings on the market. Most financial models and algorithms trying to fill the lack of historical financial time series struggle to perform and are…

Machine Learning · Statistics 2021-07-14 Rikli Samuel , Bigler Daniel Nico , Pfenninger Moritz , Osterrieder Joerg

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…

Machine Learning · Computer Science 2021-12-06 Claire Little , Mark Elliot , Richard Allmendinger , Sahel Shariati Samani

Since technology is advancing so quickly in the modern era of information, data is becoming an essential resource in many fields. Correct data collection, organization, and analysis make it a potent tool for successful decision-making,…

Machine Learning · Computer Science 2024-05-28 Dilsat Berin Aytar , Semra Gunduc

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

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

Preservation of private user data is of paramount importance for high Quality of Experience (QoE) and acceptability, particularly with services treating sensitive data, such as IT-based health services. Whereas anonymization techniques were…

Machine Learning · Computer Science 2024-03-04 Navid Ashrafi , Vera Schmitt , Robert P. Spang , Sebastian Möller , Jan-Niklas Voigt-Antons

Detecting money laundering in gambling is becoming increasingly challenging for the gambling industry as consumers migrate to online channels. Whilst increasingly stringent regulations have been applied over the years to prevent money…

Machine Learning · Computer Science 2021-09-28 Charitos Charitou , Simo Dragicevic , Artur d'Avila Garcez

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

Due to the growing rise of cyber attacks in the Internet, flow-based data sets are crucial to increase the performance of the Machine Learning (ML) components that run in network-based intrusion detection systems (IDS). To overcome the…

Cryptography and Security · Computer Science 2022-02-09 Alberto Mozo , Ángel González-Prieto , Antonio Pastor , Sandra Gómez-Canaval , Edgar Talavera
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