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This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…
Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progress in the field of data-driven modelling, but the lack of…
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…
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…
Automatically generating coherent and semantically meaningful text has many applications in machine translation, dialogue systems, image captioning, etc. Recently, by combining with policy gradient, Generative Adversarial Nets (GAN) that…
Despite the successes in capturing continuous distributions, the application of generative adversarial networks (GANs) to discrete settings, like natural language tasks, is rather restricted. The fundamental reason is the difficulty of…
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…
Generative Adversarial Networks have become one of the most studied frameworks for unsupervised learning due to their intuitive formulation. They have also been shown to be capable of generating convincing examples in limited domains, such…
We present a continual learning approach for generative adversarial networks (GANs), by designing and leveraging parameter-efficient feature map transformations. Our approach is based on learning a set of global and task-specific…
Generative adversarial networks (GANs) are a method based on the training of two neural networks, one called generator and the other discriminator, competing with each other to generate new instances that resemble those of the probability…
Generative Adversarial Networks (GANs) are a type of generative model which have received much attention due to their ability to model complex real-world data. Despite their recent successes, the process of training GANs remains…
The ability of the Generative Adversarial Networks (GANs) framework to learn generative models mapping from simple latent distributions to arbitrarily complex data distributions has been demonstrated empirically, with compelling results…
In recent years, neural network approaches have been widely adopted for machine learning tasks, with applications in computer vision. More recently, unsupervised generative models based on neural networks have been successfully applied to…
This paper describes and evaluates the use of Generative Adversarial Networks (GANs) for path planning in support of smart mobility applications such as indoor and outdoor navigation applications, individualized wayfinding for people with…
Generative Adversarial Networks (GANs) is a novel class of deep generative models which has recently gained significant attention. GANs learns complex and high-dimensional distributions implicitly over images, audio, and data. However,…
Generative adversarial networks (GANs) are a class of generative models, known for producing accurate samples. The key feature of GANs is that there are two antagonistic neural networks: the generator and the discriminator. The main…
We propose a novel defensive mechanism based on a generative adversarial network (GAN) framework to defend against adversarial attacks in end-to-end communications systems. Specifically, we utilize a generative network to model a powerful…
Emotion recognition is a classic field of research with a typical setup extracting features and feeding them through a classifier for prediction. On the other hand, generative models jointly capture the distributional relationship between…
Generative adversarial networks (GANs) have shown considerable success, especially in the realistic generation of images. In this work, we apply similar techniques for the generation of text. We propose a novel approach to handle the…
In this paper, we propose a new framework for mitigating biases in machine learning systems. The problem of the existing mitigation approaches is that they are model-oriented in the sense that they focus on tuning the training algorithms to…