相关论文: Application of time-series quantum generative mode…

Quantum generative adversarial networks (QGANs) have been investigated as a method for generating synthetic data with the goal of augmenting training data sets for neural networks. This is especially relevant for financial time series,…

Synthetic data generation has proven to be a promising solution for addressing data availability issues in various domains. Even more challenging is the generation of synthetic time series data, where one has to preserve temporal dynamics,…

Understanding of how biological neural networks process information is one of the biggest open scientific questions of our time. Advances in machine learning and artificial neural networks have enabled the modeling of neuronal behavior, but…

Data is vital in enabling machine learning models to advance research and practical applications in finance, where accurate and robust models are essential for investment and trading decision-making. However, real-world data is limited…

Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations, changing data distributions, and a low…

In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach, decades of realistic time-synchronized data can be simulated…

Recently, bicycle-sharing systems have been implemented in numerous cities, becoming integral to daily life. However, a prevalent issue arises when intensive commuting demand leads to bicycle shortages in specific areas and at particular…

Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a data-driven model which is inspired by the recent success of…

Neural network based data-driven market simulation unveils a new and flexible way of modelling financial time series without imposing assumptions on the underlying stochastic dynamics. Though in this sense generative market simulation is…

Quantum generative modeling is a growing area of interest for industry-relevant applications. With the field still in its infancy, there are many competing techniques. This work is an attempt to systematically compare a broad range of these…

Generative modeling using samples drawn from the probability distribution constitutes a powerful approach for unsupervised machine learning. Quantum mechanical systems can produce probability distributions that exhibit quantum correlations…

In this paper, we introduce a novel quantum generative model for synthesizing tabular data. Synthetic data is valuable in scenarios where real-world data is scarce or private, it can be used to augment or replace existing datasets.…

The goal of generative machine learning is to model the probability distribution underlying a given data set. This probability distribution helps to characterize the generation process of the data samples. While classical generative machine…

Generating synthetic financial time series data that accurately reflects real-world market dynamics holds tremendous potential for various applications, including portfolio optimization, risk management, and large scale machine learning. We…

Finding a concrete use case for quantum computers in the near term is still an open question, with machine learning typically touted as one of the first fields which will be impacted by quantum technologies. In this work, we investigate and…

In modelling complex processes, the potential past data that influence future expectations are immense. Models that track all this data are not only computationally wasteful but also shed little light on what past data most influence the…

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,…

Financial time series simulation is a central topic since it extends the limited real data for training and evaluation of trading strategies. It is also challenging because of the complex statistical properties of the real financial data.…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Sampling tasks have been successful in establishing quantum advantages both in theory and experiments. This has fueled the use of quantum computers for generative modeling to create samples following the probability distribution underlying…