相关论文: Synthetic Financial Data Generation for Enhanced F…

Score-based generative models (SGMs) have demonstrated unparalleled sampling quality and diversity in numerous fields, such as image generation, voice synthesis, and tabular data synthesis, etc. Inspired by those outstanding results, we…

Access to medical data is highly restricted due to its sensitive nature, preventing communities from using this data for research or clinical training. Common methods of de-identification implemented to enable the sharing of data are…

We introduce Galerkin-ARIMA and Galerkin-SARIMA, a projection-based extension of classical ARIMA/SARIMA that replaces rigid linear lag operators with low-dimensional Galerkin basis expansions while preserving the familiar AR-MA…

Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to…

Reducing the burden of data generation and annotation remains a major challenge for the cost-effective deployment of machine learning in industrial and robotics settings. While synthetic rendering is a promising solution, bridging the…

Fine-tuning for large language models (LLMs) typically requires substantial amounts of high-quality supervised data, which is both costly and labor-intensive to acquire. While synthetic data generation has emerged as a promising solution,…

This paper presents a novel collaborative generative modeling (CGM) framework that incentivizes collaboration among self-interested parties to contribute data to a pool for training a generative model (e.g., GAN), from which synthetic data…

Long-range time series forecasting is usually based on one of two existing forecasting strategies: Direct Forecasting and Iterative Forecasting, where the former provides low bias, high variance forecasts and the latter leads to low…

Models for financial risk often assume that underlying asset returns are stationary. However, there is strong evidence that multivariate financial time series entail changes not only in their within-series dependence structure, but also in…

Synthetic data generation is an appealing tool for augmenting and enriching datasets, playing a crucial role in advancing artificial intelligence (AI) and machine learning (ML). Not only does synthetic data help build robust AI/ML datasets…

The generative adversarial network (GAN) is one of the most widely used deep generative models for synthesizing high-quality images with the same statistics as the training set. Finite element method (FEM) based property prediction often…

Generating realistic synthetic populations is essential for agent-based models (ABM) in transportation and urban planning. Current methods face two major limitations. First, many rely on a single dataset or follow a sequential data fusion…

We propose a highly efficient and accurate methodology for generating synthetic financial market data using a diffusion model approach. The synthetic data produced by our methodology align closely with observed market data in several key…

Deep generative models have become useful for synthetic data generation, particularly population synthesis. The models implicitly learn the probability distribution of a dataset and can draw samples from a distribution. Several models have…

Generative adversarial networks (GANs) are one of the most widely used generative models. GANs can learn complex multi-modal distributions, and generate real-like samples. Despite the major success of GANs in generating synthetic data, they…

Value-at-risk (VaR) and expected shortfall (ES) are two commonly utilized metrics for quantifying financial risk. In this study, we review the widely employed Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. These…

This paper proposes a hierarchical generative model with a multi-grained latent variable to synthesize expressive speech. In recent years, fine-grained latent variables are introduced into the text-to-speech synthesis that enable the fine…

Generative moment matching networks (GMMNs) are introduced as dependence models for the joint innovation distribution of multivariate time series (MTS). Following the popular copula-GARCH approach for modeling dependent MTS data, a…

It is common for long financial time series to exhibit gradual change in the unconditional volatility. We propose a new model that captures this type of nonstationarity in a parsimonious way. The model augments the volatility equation of a…

Generating synthetic data through generative models is gaining interest in the ML community and beyond, promising a future where datasets can be tailored to individual needs. Unfortunately, synthetic data is usually not perfect, resulting…