相关论文: Deep Learning Based on Generative Adversarial and …

In recent years, supervised learning with convolutional networks (CNNs) has seen huge adoption in computer vision applications. Comparatively, unsupervised learning with CNNs has received less attention. In this work we hope to help bridge…

It is known that the inconsistent distribution and representation of different modalities, such as image and text, cause the heterogeneity gap that makes it challenging to correlate such heterogeneous data. Generative adversarial networks…

Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and…

Deep Neural Networks (DNNs) are often criticized for being susceptible to adversarial attacks. Most successful defense strategies adopt adversarial training or random input transformations that typically require retraining or fine-tuning…

Anomaly detection in time series data, to identify points that deviate from normal behaviour, is a common problem in various domains such as manufacturing, medical imaging, and cybersecurity. Recently, Generative Adversarial Networks (GANs)…

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Adversarial Regression is a proposition to perform high dimensional non-linear regression with uncertainty estimation. We used Conditional Generative Adversarial Network to obtain an estimate of the full predictive distribution for a new…

Tuning curves characterizing the response selectivities of biological neurons often exhibit large degrees of irregularity and diversity across neurons. Theoretical network models that feature heterogeneous cell populations or random…

Generative Adversarial Networks are becoming a fundamental tool in Machine Learning, in particular in the context of improving the stability of deep neural networks. At the same time, recent advances in Quantum Computing have shown that,…

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Generative Adversarial Networks (GAN) is an adversarial model, and it has been demonstrated to be effective for various generative tasks. However, GAN and its variants also suffer from many training problems, such as mode collapse and…

The rapid growth of Electronic Health Records (EHRs), as well as the accompanied opportunities in Data-Driven Healthcare (DDH), has been attracting widespread interests and attentions. Recent progress in the design and applications of deep…

This study delves into the application of Generative Adversarial Networks (GANs) within the context of imbalanced datasets. Our primary aim is to enhance the performance and stability of GANs in such datasets. In pursuit of this objective,…

Time series synthesis is an important research topic in the field of deep learning, which can be used for data augmentation. Time series data types can be broadly classified into regular or irregular. However, there are no existing…

We present the first generative adversarial network (GAN) for natural image matting. Our novel generator network is trained to predict visually appealing alphas with the addition of the adversarial loss from the discriminator that is…

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

The recent advancement of deep learning architectures, neural networks, and the combination of abundant financial data and powerful computers are transforming finance, leading us to develop an advanced method for predicting future stock…

Long-term investors, different from short-term traders, focus on examining the underlying forces that affect the well-being of a company. They rely on fundamental analysis which attempts to measure the intrinsic value an equity.…

The regression of multiple inter-connected sequence data is a problem in various disciplines. Formally, we name the regression problem of multiple inter-connected data entities as the "dynamic network regression" in this paper. Within the…

This paper proposes a novel meta-learning approach to optimize a robust portfolio ensemble. The method uses a deep generative model to generate diverse and high-quality sub-portfolios combined to form the ensemble portfolio. The generative…