相关论文: Scenario generation for market risk models using g…
In recent years, Generative Adversarial Networks (GANs) have received significant attention from the research community. With a straightforward implementation and outstanding results, GANs have been used for numerous applications. Despite…
Generative adversarial networks (GANs) and other adversarial methods are based on a game-theoretical perspective on joint optimization of two neural networks as players in a game. Adversarial techniques have been extensively used to…
Generative adversarial networks (GANs) are a class of generative models with two antagonistic neural networks: a generator and a discriminator. These two neural networks compete against each other through an adversarial process that can be…
Economic Scenario Generators (ESGs) simulate economic and financial variables forward in time for risk management and asset allocation purposes. It is often not feasible to calibrate the dynamics of all variables within the ESG to…
Machine learning predictors have been increasingly applied in production settings, including in one of the world's largest hiring platforms, Hired, to provide a better candidate and recruiter experience. The ability to provide actionable…
Testing new, innovative technologies is a crucial task for safety and acceptance. But how can new systems be tested if no historical real-world data exist? Simulation provides an answer to this important question. Classical simulation tools…
This paper introduces MarketGAN, a factor-based generative framework for high-dimensional asset return generation under severe data scarcity. We embed an explicit asset-pricing factor structure as an economic inductive bias and generate…
We formulate a method to co-optimize power system capacity planning decisions and policy investments that shape electricity load patterns. To this end, we leverage a gradient-based solution technique that enables the efficient solution of…
We introduce the notion of Point in Time Economic Scenario Generation (PiT ESG) with a clear mathematical problem formulation to unify and compare economic scenario generation approaches conditional on forward looking market data. Such PiT…
Identifying anomalies refers to detecting samples that do not resemble the training data distribution. Many generative models have been used to find anomalies, and among them, generative adversarial network (GAN)-based approaches are…
The Cloud paradigm is at a critical point in which the existing energy-efficiency techniques are reaching a plateau, while the computing resources demand at Data Center facilities continues to increase exponentially. The main challenge in…
The nexus between transportation, the power grid, and consumer behavior is more pronounced than ever before as the race to decarbonize the transportation sector intensifies. Electrification in the transportation sector has led to technology…
One way to expand the available dataset for training AI models in the medical field is through the use of Generative Adversarial Networks (GANs) for data augmentation. GANs work by employing a generator network to create new data samples…
Reliable training of generative adversarial networks (GANs) typically require massive datasets in order to model complicated distributions. However, in several applications, training samples obey invariances that are \textit{a priori}…
When researchers develop new econometric methods it is common practice to compare the performance of the new methods to those of existing methods in Monte Carlo studies. The credibility of such Monte Carlo studies is often limited because…
We propose and demonstrate the use of a model-assisted generative adversarial network (GAN) to produce fake images that accurately match true images through the variation of the parameters of the model that describes the features of the…
Soft sensing infers hard-to-measure data through a large number of easily obtainable variables. However, in complex industrial scenarios, the issue of insufficient data volume persists, which diminishes the reliability of soft sensing.…
Due to confidentiality issues, it can be difficult to access or share interesting datasets for methodological development in actuarial science, or other fields where personal data are important. We show how to design three different types…
Long-tail and rare event problems become crucial when autonomous driving algorithms are applied in the real world. For the purpose of evaluating systems in challenging settings, we propose a generative framework to create safety-critical…
Simulating complex physical systems often involves solving partial differential equations (PDEs) with some closures due to the presence of multi-scale physics that cannot be fully resolved. Therefore, reliable and accurate closure models…