Recently, there has been great interest in the field of audio style transfer, where a stylized audio is generated by imposing the style of a reference audio on the content of a target audio. We improve on the current approaches which use neural networks to extract the content and the style of the audio signal and propo…
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48 results for “stylized content”
We propose Gaussian optimal transport for Image style transfer in an Encoder/Decoder framework. Optimal transport for Gaussian measures has closed forms Monge mappings from source to target distributions. Moreover interpolates between a content and a style image can be seen as geodesics in the Wasserstein Geometry. Usi…
Automatically writing stylized Chinese characters is an attractive yet challenging task due to its wide applicabilities. In this paper, we propose a novel framework named Style-Aware Variational Auto-Encoder (SA-VAE) to flexibly generate Chinese characters. Specifically, we propose to capture the different characterist…
Efficiently transfers style to content without distorting the content structure.
problem Arbitrary style transfer in computer vision.
method Rigid alignment of style features to content features.
result High-quality stylized images with intact content structure.
RevGAN generates personalized reviews with given sentiment and style.
problem Creating reviews that are both personalized and of high quality.
method RevGAN combines self-attentive recursive autoencoders, conditional discriminators, and personalized decoders.
result RevGAN outperforms state-of-the-art models in sentence quality, coherence, and personalization.
This paper introduces stylized facts and agent-based modeling in finance.
problem Replicating stylized facts in financial markets.
method Agent-based computational economic market models.
result Introduction of universal building blocks for agent-based models.
Optimizes long-term social welfare in recommender systems by matching users to providers.
problem Realistic recommender systems dynamics affect all agents, not just users.
method Formulated as an optimal constrained matching problem, solved using dynamical system equilibrium selection.
result Ensures maximal social welfare with diverse viable providers, improving over myopic matching.
Examines financial market patterns across 150 years and regions.
problem Evaluating stylized facts in financial markets.
method Testing 11 stylized facts across 150 years and multiple regions.
result Robustness and generalizability of stylized facts confirmed.
Study tests 11 stylized facts for modern stock markets, finding support for 8.
problem Whether stylized facts from 2001 still hold for modern markets.
method Replicated 11 stylized facts for intraday returns of Dow 30 stocks using authoritative data.
result 8 of 11 stylized facts supported, 3 not supported.
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Marketq-fin.ST
Study reveals stylized facts in German bond futures markets.
problem Understanding market dynamics in German bond futures.
method Analyzed tick-by-tick data of four German bond futures contracts.
result Uncovered commonalities and unique characteristics across different futures.
Minority Games and stylized factscond-mat.stat-mech
The Minority Game is a generic model of competing adaptive agents, which is often believed to be a model of financial markets. We discuss to which extend this is a reasonable statement, and present minimal modifications that make this model reproduce stylized facts. The resulting model shows that without speculators, p…
Study of common financial data patterns across stocks.
problem Understanding common patterns in financial data.
method Analysis of stock price data from multiple exchanges.
result Identification of various stylized empirical facts in financial data.
Generates financial time series with stylized facts using diffusion models.
problem Generating realistic synthetic financial time series with statistical properties like fat tails, volatility clustering, and seasonality.
method Utilizes denoising diffusion probabilistic models (DDPMs) with wavelet transformation to convert and generate financial time series.
result Demonstrates that the proposed approach satisfies stylized financial time series properties.
Model shows how traders' interactions can create market patterns.
problem Explaining stylized facts in high-frequency trading markets.
method Agent-based model of limit order book trading with zero-intelligence agents.
result Scale-free connectivity between traders reproduces market patterns, while no interaction does not.
Cryptocurrencies evolve through survival of the fittest, modeled with evolutionary finance.
problem Understanding the dynamics of cryptocurrency markets.
method Evolutionary finance concepts applied to toy models of cryptocurrency data.
result Survival of the fittest in cryptofinance is explained through scaling laws.
GANs can learn stylized facts of financial time series, but performance varies by architecture.
problem Capturing stylized facts of financial time series using GANs.
method Examination of GANs' ability to learn stylized facts of financial time series, focusing on univariate and multivariate data.
result GANs can capture stylized facts of financial time series, but performance varies by architecture.
Simultaneous reproduction of all financial stylized facts is so difficult that most existing stochastic process-based and agent-based models are unable to achieve the goal. In this study, by extending the decision-making structure of Minority Game, we propose a novel agent-based model called "Speculation Game," for a b…
Stylized facts of financial markets and market crashes in Minority Gamescond-mat.stat-mech
We present and study a Minority Game based model of a financial market where adaptive agents -- the speculators -- interact with deterministic agents -- called producers. Speculators trade only if they detect predictable patterns which grant them a positive gain. Indeed the average number of active speculators grows wi…
Selfie and cartoon are two popular artistic forms that are widely presented in our daily life. Despite the great progress in image translation/stylization, few techniques focus specifically on selfie cartoonization, since cartoon images usually contain artistic abstraction (e.g., large smoothing areas) and exaggeration…
Historical daily data for eleven years of the fifty constituent stocks of the NIFTY index traded on the National Stock Exchange have been analyzed to check for the stylized facts in the Indian market. It is observed that while some stylized facts of other markets are also observed in Indian market, there are significan…
SFAG generates realistic financial data that passes trading tests.
problem Financial generative models often produce unrealistic and unstable trading outcomes.
method Introduces SFAG, a GAN variant that aligns stylized facts and optimizes with adversarial loss.
result SFAG generates synthetic data that preserves stylized facts and supports robust trading strategies.
We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABCEMM (Simulator for Agent-Based Computational Economic Market Models) tool recently introduced by the authors (Trimborn et al. 2019). Further…
We present some stylized facts exhibited by the time series of returns of the Mexican Stock Exchange Index (IPC) and compare them to a sample of both developed (USA, UK and Japan) and emerging markets (Brazil and India). The period of study is 1997-2011. The stylized facts are related mostly to the probability distribu…
Volatility-inspired -LSTM cellq-fin.CP
The paper introduces a new -LSTM cell for volatility forecasting using stylized facts.
problem Lack of explainability and stylized knowledge in neural network volatility modeling.
method Introduces a new -LSTM cell with a stochastic processing layer, designed to incorporate stylized facts about volatility.
result Shows good out-of-sample forecasting performance with the -LSTM cell.
We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametric models from the extended GARCH-family. In particular, the empirically observed changes in unconditional variance are truthfully mirrored …
Parametric generative deep models are state-of-the-art for photo and non-photo realistic image stylization. However, learning complicated image representations requires compute-intense models parametrized by a huge number of weights, which in turn requires large datasets to make learning successful. Non-parametric exem…
Volatility clustering, long-range dependence, and non-Gaussian scaling are stylized facts of financial assets dynamics. They are ignored in the Black & Scholes framework, but have a relevant impact on the pricing of options written on financial assets. Using a recent model for market dynamics which adequately captures …
Study examines stylized facts in DEX markets vs. traditional exchanges.
problem Comparing stylized facts in decentralized exchanges (DEXs) vs. traditional markets.
method Empirical analysis of 24 most active Uniswap v3 pools.
result New statistical regularities in DEX markets, linked to market structure and activity.
Study shows online learning algorithms incentivize low-quality content, proposing new algorithms to improve quality.
problem Online learning algorithms in content recommender systems incentivize producers to create low-quality content.
method Analyzed the game between producers and content quality, designed new learning algorithms to incentivize high effort and quality.
result New algorithms incentivize producers to invest high effort and achieve high user welfare, improving content quality.
Proposes a model to optimize feedback for content creators on social media.
problem Nurturing content creation on social media platforms.
method Modeling feedback distribution to incentivize creators and optimize newsfeed experience.
result Optimized newsfeed for content creators without compromising user experience.
Proposes a VAE variant for ordinal content factors.
problem Isolating ordinal-valued content factors in deep latent variable models.
method Introduces a partially ordered set (poset) structure and a conditional Gaussian spacing prior model.
result Significant improvements in content-style separation over previous non-ordinal approaches.
Sensory data are often comprised of independent content and transformation factors. For example, face images may have shapes as content and poses as transformation. To infer separately these factors from given data, various ``disentangling'' models have been proposed. However, many of these are supervised or semi-super…
Cryptocurrencies show similarities to traditional markets but also have unique characteristics.
problem Understanding the investment potential and characteristics of cryptocurrencies.
method Organized stylized facts and analyzed through empirical asset pricing.
result Cryptocurrencies exhibit similarities to traditional markets but also have distinct characteristics.
Study macroscopic equity market properties affecting active strategies.
problem Lack of adequate models for active equity strategies.
method Empirical study using CRSP Database, focusing on market capitalizations and returns.
result Highlight stylized facts and open questions in equity markets.
In the industry of video content providers such as VOD and IPTV, predicting the popularity of video contents in advance is critical not only from a marketing perspective but also from a network optimization perspective. By predicting whether the content will be successful or not in advance, the content file, which is l…
Stylized facts in Web3q-fin.ST
Study compares Web3 tokens to traditional assets, finding similar statistical properties.
problem Understanding statistical properties of Web3 tokens compared to traditional financial assets.
method Statistical analysis of various Web3 tokens across multiple time scales, comparing with traditional financial assets.
result Most Web3 tokens exhibit similar stylized facts to traditional financial assets, including heavy tails and volatility clustering.
Many businesses are using recommender systems for marketing outreach. Recommendation algorithms can be either based on content or driven by collaborative filtering. We study different ways to incorporate content information directly into the matrix factorization approach of collaborative filtering. These content-booste…
CoFinDiff generates synthetic financial data capturing stylized facts and meeting specified conditions.
problem Limited data availability and difficulty in controlling synthetic financial data generation.
method Conditional diffusion model with cross-attention to incorporate conditions derived from price data.
result Synthetic data generated by CoFinDiff accurately meets specified conditions for trends and volatility.
Relevant Stylized Facts About Bitcoin: Fluctuations, First Return Probability, and Natural Phenomenaq-fin.ST
Bitcoin is a digital financial asset that is devoid of a central authority. This makes it distinct from traditional financial assets in a number of ways. For instance, the total number of tokens is limited and it has not explicit use value. Nonetheless, little is know whether it obeys the same stylized facts found in t…
Spotify improves content mix using contextual bandits.
problem Skewed historical data and varying user preferences across contexts.
method Contextual bandits to dynamically learn optimal content type distribution.
result Improved precision and user engagement with under-represented content types.
Continuous-time model shows insider trading constraints impact market dynamics.
problem Trading constraints faced by insiders in continuous-time models.
method Proved global existence of equilibrium with terminal trading constraint.
result Equilibrium model aligns with empirical market behaviors.
A new model considers fatigue in online content recommendation systems.
problem Fatigue in users due to overexposure and boredom from similar recommendations.
method Proposed a fatigue-aware Dependent Click Model (DCM) and two learning algorithms.
result Developed algorithms with regret bounds for learning content relevance and fatigue effects.
New PCGML approach generates novel game content across multiple platformer domains.
problem Generating novel game content in new domains.
method Using a new affordance and path vocabulary, variational autoencoders trained on data from six platformer games produce new content with varying proportions of different domains.
result Captures latent level space spanning multiple domains and generates new content with varying proportions of different domains.
We consider visual domains in which a class label specifies the content of an image, and class-irrelevant properties that differentiate instances constitute the style. We present a domain-independent method that permits the open-ended recombination of style of one image with the content of another. Open ended simply me…
New study shows personalized content recommendations can lead to polarization of user preferences.
problem Personalized content recommendations can alter user preferences, leading to polarization.
method Used a model of preference dynamics to explore how personalized content affects user preferences.
result Standard reward maximization algorithms achieve only constant regret in personalized recommendation environments.
Generative adversarial networks with attention improve financial time series simulation.
problem Limited real financial data for training and evaluation of trading strategies.
method Two generative adversarial networks (GANs) using convolutional networks with attention and transformers.
result Attention-based GANs better reproduce stylized facts and smooth returns autocorrelation.
In the past decade there has been a growing interest in agent-based econophysical financial market models. The goal of these models is to gain further insights into stylized facts of financial data. We derive the mean field limit of the econophysical model by Cross, Grinfeld, Lamba and Seaman (Physica A, 354) and show …
Text style transfer aims to modify the style of a sentence while keeping its content unchanged. Recent style transfer systems often fail to faithfully preserve the content after changing the style. This paper proposes a structured content preserving model that leverages linguistic information in the structured fine-gra…