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

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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…

机器学习 · 计算机科学 2024-05-13 Shinpei Nakamura-Sakai , Fadi Hamad , Saheed Obitayo , Vamsi K. Potluru

The rising use of machine learning in various fields requires robust methods to create synthetic tabular data. Data should preserve key characteristics while addressing data scarcity challenges. Current approaches based on Generative…

机器学习 · 计算机科学 2024-11-15 Patricia A. Apellániz , Juan Parras , Santiago Zazo

Data generation is a fundamental research problem in data management due to its diverse use cases, ranging from testing database engines to data-specific applications. However, real-world entities often involve complex interactions that…

数据库 · 计算机科学 2024-12-13 Fan Li , Xiaoyang Wang , Dawei Cheng , Cong Chen , Ying Zhang , Xuemin Lin

While data sharing is crucial for knowledge development, privacy concerns and strict regulation (e.g., European General Data Protection Regulation (GDPR)) unfortunately limit its full effectiveness. Synthetic tabular data emerges as an…

机器学习 · 计算机科学 2021-06-02 Zilong Zhao , Aditya Kunar , Hiek Van der Scheer , Robert Birke , Lydia Y. Chen

In this study, we develop a unified volatility modeling framework that embeds GARCH dynamics directly within recurrent neural networks. We propose two interpretable hybrid architectures, GARCH-GRU and GARCH-LSTM, that integrate the…

统计金融 · 定量金融 2025-11-25 Jingyi Wei , Steve Yang , Zhenyu Cui

Real-world data often exhibits bias, imbalance, and privacy risks. Synthetic datasets have emerged to address these issues. This paradigm relies on generative AI models to generate unbiased, privacy-preserving data while maintaining…

Synthetic data generation, a cornerstone of Generative Artificial Intelligence, promotes a paradigm shift in data science by addressing data scarcity and privacy while enabling unprecedented performance. As synthetic data becomes more…

机器学习 · 统计学 2024-03-12 Xiaotong Shen , Yifei Liu , Rex Shen

We present a novel process for generating synthetic datasets tailored to assess asset allocation methods and construct portfolios within the fixed income universe. Our approach begins by enhancing the CorrGAN model to generate synthetic…

统计金融 · 定量金融 2023-11-28 Szymon Kubiak , Tillman Weyde , Oleksandr Galkin , Dan Philps , Ram Gopal

In extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregating high frequency…

统计方法学 · 统计学 2025-03-05 Jetrei Benedick R. Benito , Joseph Ryan G. Lansangan , Erniel B. Barrios

Simulation methods have always been instrumental in finance, and data-driven methods with minimal model specification, commonly referred to as generative models, have attracted increasing attention, especially after the success of deep…

投资组合管理 · 定量金融 2025-04-24 Adil Rengim Cetingoz , Charles-Albert Lehalle

Synthetic data generation for tabular datasets must balance fidelity, efficiency, and versatility to meet the demands of real-world applications. We introduce the Tabular Auto-Regressive Generative Network (TabularARGN), a flexible…

The generation of synthetic financial data is a critical technology in the financial domain, addressing challenges posed by limited data availability. Traditionally, statistical models have been employed to generate synthetic data. However,…

计算金融 · 定量金融 2025-03-07 Yuki Tanaka , Ryuji Hashimoto , Takehiro Takayanagi , Zhe Piao , Yuri Murayama , Kiyoshi Izumi

Despite various breakthroughs in machine learning and data analysis techniques for improving smart operation and management of urban water infrastructures, some key limitations obstruct this progress. Among these shortcomings, the absence…

机器学习 · 计算机科学 2023-02-01 Amin E. Bakhshipour , Alireza Koochali , Ulrich Dittmer , Ali Haghighi , Sheraz Ahmad , Andreas Dengel

This paper captures irregularities in financial time series data, particularly stock prices, in the presence of COVID-19 shock. We conjectured that jumps and irregularities are embedded in stock data due to the pandemic shock, which brings…

计算工程、金融与科学 · 计算机科学 2023-11-23 Leonard Mushunje , David Allen , Shelton Peiris

Synthetic tabular data are often evaluated by distributional similarity, privacy distance, or train-on-synthetic-test-on-real predictive performance, but these criteria do not ensure validity for causal inference. We show that fully…

统计方法学 · 统计学 2026-05-12 Yichen Xu

We introduce a lightweight yet highly effective safety guardrail framework for language models, demonstrating that small-scale language models can achieve, and even surpass, the performance of larger counterparts in content moderation…

Illicit financial activities such as money laundering often manifest through recurrent topological patterns in transaction networks. Detecting these patterns automatically remains challenging due to the scarcity of labeled real-world data…

机器学习 · 计算机科学 2026-01-30 Francesco Zola , Lucia Muñoz , Andrea Venturi , Amaia Gil

Clinical data usually cannot be freely distributed due to their highly confidential nature and this hampers the development of machine learning in the healthcare domain. One way to mitigate this problem is by generating realistic synthetic…

Devising domain- and model-agnostic evaluation metrics for generative models is an important and as yet unresolved problem. Most existing metrics, which were tailored solely to the image synthesis setup, exhibit a limited capacity for…

机器学习 · 计算机科学 2022-07-14 Ahmed M. Alaa , Boris van Breugel , Evgeny Saveliev , Mihaela van der Schaar

Wound prognostic models not only provide an estimate of wound healing time to motivate patients to follow up their treatments but also can help clinicians to decide whether to use a standard care or adjuvant therapies and to assist them…