相关论文: Enhancing Portfolio Optimization with Transformer-…

While Generative Adversarial Networks (GANs) are fundamental to many generative modelling applications, they suffer from numerous issues. In this work, we propose a principled framework to simultaneously mitigate two fundamental issues in…

This paper presents a deep-learning framework, Multi-load Generative Adversarial Network (MultiLoad-GAN), for generating a group of synthetic load profiles (SLPs) simultaneously. The main contribution of MultiLoad-GAN is the capture of…

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Transformer models have recently attracted much interest from computer vision researchers and have since been successfully employed for several problems traditionally addressed with convolutional neural networks. At the same time, image…

Active Appearance Models (AAMs) are a well-established technique for fitting deformable models to images, but they are limited by linear appearance assumptions and can struggle with complex variations. In this paper, we explore if the AAM…

Building on the success of deep learning, Generative Adversarial Networks (GANs) provide a modern approach to learn a probability distribution from observed samples. GANs are often formulated as a zero-sum game between two sets of…

Generative Adversarial Network (GAN) is a current focal point of research. The body of knowledge is fragmented, leading to a trial-error method while selecting an appropriate GAN for a given scenario. We provide a comprehensive summary of…

Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…

Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize model points. Model points are used to…

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

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…

Generative adversarial networks (GANs) are one of the most powerful generative models, but always require a large and balanced dataset to train. Traditional GANs are not applicable to generate minority-class images in a highly imbalanced…

Deep learning offers new tools for portfolio optimization. We present an end-to-end framework that directly learns portfolio weights by combining Long Short-Term Memory (LSTM) networks to model temporal patterns, Graph Attention Networks…

Traditional approaches to financial asset allocation start with returns forecasting followed by an optimization stage that decides the optimal asset weights. Any errors made during the forecasting step reduce the accuracy of the asset…

Portfolio optimization involves determining the optimal allocation of portfolio assets in order to maximize a given investment objective. Traditionally, some form of mean-variance optimization is used with the aim of maximizing returns…

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Since the advent of generative adversarial networks (GANs), various loss functions have been developed and combined to constitute the overall training objective function, in order to improve model performance or for specific learning tasks.…

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…

This paper presents GO-GAN, a novel Generative Adversarial Network (GAN) architecture for geometry optimization (GO), specifically to generate structures based on user-specified input parameters. The architecture for GO-GAN proposed here…