A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Unified framework for image classification and regression using cGAN-generated samples.
CGAN fails to improve deterministic sequence predictions, revealing a theoretical limitation.
MD-CGAN models forecast time series with probabilistic posterior distributions.
Conditional generative adversarial networks (cGANs) have gained a considerable attention in recent years due to its class-wise controllability and superior quality for complex generation tasks. We introduce a simple yet effective approach to improving cGANs by measuring the discrepancy between the data distribution and…
S2cGAN uses fewer labels to train cGANs effectively.
Generative Adversarial Net (GAN) has been proven to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions can be both categorical and continuous variables containing…
Generative Adversarial Networks (GANs) are one of the well-known models to generate synthetic data including images, especially for research communities that cannot use original sensitive datasets because they are not publicly accessible. One of the main challenges in this area is to preserve the privacy of individuals…
This paper uses CGANs to simulate and improve trading agent performance in limit order books.
In recent years, impressive progress has been made in the design of implicit probabilistic models via Generative Adversarial Networks (GAN) and its extension, the Conditional GAN (CGAN). Excellent solutions have been demonstrated mostly in image processing applications which involve large, continuous output spaces. The…
Conditional Generative Adversarial Networks~(CGAN) are a recent and popular method for generating samples from a probability distribution conditioned on latent information. The latent information often comes in the form of a discrete label from a small set. We propose a novel method for training CGANs which allows us t…
Conditional generative adversarial networks (cGAN) have led to large improvements in the task of conditional image generation, which lies at the heart of computer vision. The major focus so far has been on performance improvement, while there has been little effort in making cGAN more robust to noise. The regression (o…
Conditional Generative Adversarial Networks (cGANs) are generative models that can produce data samples () conditioned on both latent variables () and known auxiliary information (). We propose the Bidirectional cGAN (BiCoGAN), which effectively disentangles and in the generation process and provides a…
In this paper we propose a data augmentation method for time series with irregular sampling, Time-Conditional Generative Adversarial Network (T-CGAN). Our approach is based on Conditional Generative Adversarial Networks (CGAN), where the generative step is implemented by a deconvolutional NN and the discriminative step…
ACGAN improves portfolio allocation by learning trends and uncertainty.
HybridCGAN improves portfolio analysis by balancing trend prediction and market uncertainty.
DAT-CGAN improves time series generation for better decision support.
Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion. To obtain an edge in a highly competitive environment, the analyst needs to proper fine-tune its strategy, or discover how to combine weak signals in novel alpha creating manners. Both aspec…
A method to improve image synthesis diversity using mutual information.
Improving speech system performance in noisy environments remains a challenging task, and speech enhancement (SE) is one of the effective techniques to solve the problem. Motivated by the promising results of generative adversarial networks (GANs) in a variety of image processing tasks, we explore the potential of cond…
CcGAN tackles conditional image generation for continuous labels.
Conditional Generative Adversarial Networks (cGANs) are finding increasingly widespread use in many application domains. Despite outstanding progress, quantitative evaluation of such models often involves multiple distinct metrics to assess different desirable properties, such as image quality, conditional consistency,…
Generative Adversarial Networks (GANs) are a well-known technique that is trained on samples (e.g. pictures of fruits) and which after training is able to generate realistic new samples. Conditional GANs (CGANs) additionally provide label information for subclasses (e.g. apple, orange, pear) which enables the GAN to le…
Proposes a cGAN-based model for probabilistic predictions and uncertainty estimation.
Batch Normalization (BN) is a common technique used to speed-up and stabilize training. On the other hand, the learnable parameters of BN are commonly used in conditional Generative Adversarial Networks (cGANs) for representing class-specific information using conditional Batch Normalization (cBN). In this paper we pro…
Adversarial Regression is a proposition to perform high dimensional non-linear regression with uncertainty estimation. We used Conditional Generative Adversarial Network to obtain an estimate of the full predictive distribution for a new observation. Generative Adversarial Networks (GAN) are implicit generative models …
Nighttime satellite imagery has been applied in a wide range of fields. However, our limited understanding of how observed light intensity is formed and whether it can be simulated greatly hinders its further application. This study explores the potential of conditional Generative Adversarial Networks (cGAN) in transla…
We propose a simple yet highly effective method that addresses the mode-collapse problem in the Conditional Generative Adversarial Network (cGAN). Although conditional distributions are multi-modal (i.e., having many modes) in practice, most cGAN approaches tend to learn an overly simplified distribution where an input…
Paper tackles leveraging unlabeled data for PU classification and robust generation.
This paper presents a new conditional GAN (named convex relaxing CGAN or crCGAN) to replicate the conventional constrained topology optimization algorithms in an extremely effective and efficient process. The proposed crCGAN consists of a generator and a discriminator, both of which are deep convolutional neural networ…
Image synthesis is currently one of the most addressed image processing topic in computer vision and deep learning fields of study. Researchers have tackled this problem focusing their efforts on its several challenging problems, e.g. image quality and size, domain and pose changing, architecture of the networks, and s…
This work introduces an efficient method to sample high-quality images from conditional GANs.
A method to generate multi-label data from single positive annotations.
Causal inference often relies on the counterfactual framework, which requires that treatment assignment is independent of the outcome, known as strong ignorability. Approaches to enforcing strong ignorability in causal analyses of observational data include weighting and matching methods. Effect estimates, such as the …
Generative adversarial networks (GANs) are a framework that learns a generative distribution through adversarial training. Recently, their class-conditional extensions (e.g., conditional GAN (cGAN) and auxiliary classifier GAN (AC-GAN)) have attracted much attention owing to their ability to learn the disentangled repr…
Paper proposes a new method for regression using optimal transport cost optimization.
Paper proposes a new method to simulate realistic markets from data.
Generative Adversarial Networks simulate realistic market interactions.
Event-based cameras are bio-inspired novel sensors that asynchronously record changes in illumination in the form of events, thus resulting in significant advantages over conventional cameras in terms of low power utilization, high dynamic range, and no motion blur. Moreover, such cameras, by design, encode only the re…
Generative models improve digital twins for structures with uncertainties.
This paper reviews and compares deep generative models for financial time series and VaR.
We propose a new algorithm to incorporate class conditional information into the critic of GANs via a multi-class generalization of the commonly used Hinge loss that is compatible with both supervised and semi-supervised settings. We study the compromise between training a state of the art generator and an accurate cla…
Hyperbolic GANs improve image generation metrics.
Deep learning methods are becoming widely used for restoration of defects associated with fluorescence microscopy imaging. One of the major challenges in application of such methods is the availability of training data. In this work, we propose a unified method for reconstruction of multi-defect fluorescence microscopy…
We propose a novel, projection based way to incorporate the conditional information into the discriminator of GANs that respects the role of the conditional information in the underlining probabilistic model. This approach is in contrast with most frameworks of conditional GANs used in application today, which use the …
Ensemble of GANs improves performance on disconnected data.
Transthoracic echo is one of the most common means of cardiac studies in the clinical routines. During the echo exam, the sonographer captures a set of standard cross sections (echo views) of the heart. Each 2D echo view cuts through the 3D cardiac geometry via a unique plane. Consequently, different views share some l…
A MARL system improves productivity on a metallurgical pickling line.
Proposes GM Score to evaluate GANs considering diversity, disentanglement, and discriminability.