相关论文: Improved Data Generation for Enhanced Asset Alloca…

The generation of synthetic data is an essential tool to study complex systems, allowing for example to test models of these in precisely controlled settings, or to parametrize simulation models when data is missing. This paper focuses on…

Financial datasets often suffer from bias that can lead to unfair decision-making in automated systems. In this work, we propose FairFinGAN, a WGAN-based framework designed to generate synthetic financial data while mitigating bias with…

Synthetic datasets are important for evaluating and testing machine learning models. When evaluating real-life recommender systems, high-dimensional categorical (and sparse) datasets are often considered. Unfortunately, there are not many…

Synthetic data generation has emerged as a crucial topic for financial institutions, driven by multiple factors, such as privacy protection and data augmentation. Many algorithms have been proposed for synthetic data generation but reaching…

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

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,…

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…

Generative models have the ability to synthesize data points drawn from the data distribution, however, not all generated samples are high quality. In this paper, we propose using a combination of coresets selection methods and ``entropic…

In general, to draw robust conclusions from a dataset, all the analyzed population must be represented on said dataset. Having a dataset that does not fulfill this condition normally leads to selection bias. Additionally, graphs have been…

Synthetic data generation is increasingly used in machine learning for training and data augmentation. Yet, current strategies often rely on external foundation models or datasets, whose usage is restricted in many scenarios due to policy…

The rapid advancement of generative models, such as Stable Diffusion, raises a key question: how can synthetic data from these models enhance predictive modeling? While they can generate vast amounts of datasets, only a subset meaningfully…

In this paper, we introduce a data augmentation approach specifically tailored to enhance intersectional fairness in classification tasks. Our method capitalizes on the hierarchical structure inherent to intersectionality, by viewing groups…

One of the impediments in advancing actuarial research and developing open source assets for insurance analytics is the lack of realistic publicly available datasets. In this work, we develop a workflow for synthesizing insurance datasets…

Simulation is increasingly being used for generating large labelled datasets in many machine learning problems. Recent methods have focused on adjusting simulator parameters with the goal of maximising accuracy on a validation task, usually…

Synthetic augmentation is increasingly used to mitigate data scarcity in financial machine learning, yet its statistical role remains poorly understood. We formalize synthetic augmentation as a modification of the effective training…

Synthetic data generation has recently gained widespread attention as a more reliable alternative to traditional data anonymization. The involved methods are originally developed for image synthesis. Hence, their application to the…

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…

Given the inherent class imbalance issue within student performance datasets, samples belonging to the edges of the target class distribution pose a challenge for predictive machine learning algorithms to learn. In this paper, we introduce…

Generating synthetic residential load data that can accurately represent actual electricity consumption patterns is crucial for effective power system planning and operation. The necessity for synthetic data is underscored by the inherent…

This paper proposes a new method to generate synthetic data sets based on copula models. Our goal is to produce surrogate data resembling real data in terms of marginal and joint distributions. We present a complete and reliable algorithm…