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We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial networks (GANs). Our Stock-GAN model employs a conditional Wasserstein GAN to capture history dependence of orders. The…

统计金融 · 定量金融 2020-06-09 Junyi Li , Xitong Wang , Yaoyang Lin , Arunesh Sinha , Micheal P. Wellman

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…

计算金融 · 定量金融 2020-04-21 Magnus Wiese , Lianjun Bai , Ben Wood , Hans Buehler

As a new way of training generative models, Generative Adversarial Nets (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has…

机器学习 · 计算机科学 2017-08-28 Lantao Yu , Weinan Zhang , Jun Wang , Yong Yu

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,…

计算金融 · 定量金融 2024-05-16 Matteo Rizzato , Julien Wallart , Christophe Geissler , Nicolas Morizet , Noureddine Boumlaik

In this work, we present GAROM, a new approach for reduced order modelling (ROM) based on generative adversarial networks (GANs). GANs have the potential to learn data distribution and generate more realistic data. While widely applied in…

机器学习 · 计算机科学 2025-01-31 Dario Coscia , Nicola Demo , Gianluigi Rozza

In order to alleviate the notorious mode collapse phenomenon in generative adversarial networks (GANs), we propose a novel training method of GANs in which certain fake samples are considered as real ones during the training process. This…

机器学习 · 计算机科学 2020-03-17 Song Tao , Jia Wang

Generative adversarial networks (GANs) are a learning framework that rely on training a discriminator to estimate a measure of difference between a target and generated distributions. GANs, as normally formulated, rely on the generated…

机器学习 · 统计学 2018-02-23 R Devon Hjelm , Athul Paul Jacob , Tong Che , Adam Trischler , Kyunghyun Cho , Yoshua Bengio

Generative adversarial network (GAN) has gotten wide re-search interest in the field of deep learning. Variations of GAN have achieved competitive results on specific tasks. However, the stability of training and diversity of generated…

计算机视觉与模式识别 · 计算机科学 2018-09-07 Haoxuan You , Zhicheng Jiao , Haojun Xu , Jie Li , Ying Wang , Xinbo Gao

Generative adversarial networks (GANs) have been shown to produce realistic samples from high-dimensional distributions, but training them is considered hard. A possible explanation for training instabilities is the inherent imbalance…

Although GAN-based methods have received many achievements in the last few years, they have not been entirelysuccessful in generating discrete data. The most crucial challenge of these methods is the difficulty of passing the gradientfrom…

机器学习 · 计算机科学 2020-10-16 Ehsan Montahaei , Danial Alihosseini , Mahdieh Soleymani Baghshah

Fairness-aware learning is increasingly important in data mining. Discrimination prevention aims to prevent discrimination in the training data before it is used to conduct predictive analysis. In this paper, we focus on fair data…

机器学习 · 计算机科学 2018-05-30 Depeng Xu , Shuhan Yuan , Lu Zhang , Xintao Wu

This study explores the application of generative adversarial networks in financial market supervision, especially for solving the problem of data imbalance to improve the accuracy of risk prediction. Since financial market data are often…

计算金融 · 定量金融 2024-12-23 Mohan Jiang , Yaxin Liang , Siyuan Han , Kunyuan Ma , Yuan Chen , Zhen Xu

We present a deep learning model for data-driven simulations of random dynamical systems without a distributional assumption. The deep learning model consists of a recurrent neural network, which aims to learn the time marching structure,…

机器学习 · 计算机科学 2022-04-12 Kyongmin Yeo , Zan Li , Wesley M. Gifford

In this study, we employ Generative Adversarial Networks as an oversampling method to generate artificial data to assist with the classification of credit card fraudulent transactions. GANs is a generative model based on the idea of game…

机器学习 · 计算机科学 2019-07-09 Hung Ba

Generative Adversarial Networks (GANs) became very popular for generation of realistically looking images. In this paper, we propose to use GANs to synthesize artificial financial data for research and benchmarking purposes. We test this…

机器学习 · 计算机科学 2020-02-07 Dmitry Efimov , Di Xu , Luyang Kong , Alexey Nefedov , Archana Anandakrishnan

In the rapidly evolving domain of large-scale retail data systems, envisioning and simulating future consumer transactions has become a crucial area of interest. It offers significant potential to fortify demand forecasting and fine-tune…

机器学习 · 计算机科学 2025-08-08 Sergiy Tkachuk , Szymon Łukasik , Anna Wróblewska

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…

计算工程、金融与科学 · 计算机科学 2024-04-05 Chang Che , Zengyi Huang , Chen Li , Haotian Zheng , Xinyu Tian

Generative adversarial networks (GANs) has gained tremendous popularity lately due to an ability to reinforce quality of its predictive model with generated objects and the quality of the generative model with and supervised feedback. GANs…

计算机视觉与模式识别 · 计算机科学 2017-05-31 Evgeny Zamyatin , Andrey Filchenkov

Generative adversarial nets (GANs) have been widely studied during the recent development of deep learning and unsupervised learning. With an adversarial training mechanism, GAN manages to train a generative model to fit the underlying…

信息检索 · 计算机科学 2018-06-12 Weinan Zhang

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they…

机器学习 · 统计学 2017-02-28 Shakir Mohamed , Balaji Lakshminarayanan
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