DeepPricing:pricing convertible bonds based on financial time-series generative adversarial networks

Convertible bonds are an important segment of the corporate bond market,however,as hybrid instruments,convertible bonds are difficult to value because they depend on variables related to the underlying stock,the fixed-income part,and the interaction between these components.Besides,embedded options,such as conversion,call,and put provisions are often restricted to certain periods,may vary over time,and are subject to additional path-dependent features of the state variables.Moreover,the most challenging problem in convertible bond valuation is the underlying stock return process modeling as it retains various complex statistical properties.In this paper,we propose DeepPricing,a novel data-driven convertible bonds pricing model,which is inspired by the recent success of generative adversarial networks(GAN),to address the above challenges.The method introduces a new financial time-series generative adversarial networks(FinGAN),which is able to reproduce risk-neutral stock return process that retains the unique statistical properties such as the fat-tailed distributions,the long-range dependence,and the asymmetry structure etc.,and then transit to its risk-neutral distribution.Thus it is more flexible and accurate to capture the dynamics of the underlying stock return process and keep the rich set of real-world convertible bond specifications compared with previous model-driven models.The experiments on the Chinese convertible bond market demonstrate the effectiveness of DeepPricing model.Compared with the convertible bond market prices,our model has a better convertible bonds pricing performance than both model-driven models,i.e.Black-Scholes,the constant elasticity of variance,GARCH,and the state-of-the-art GAN-based models,i.e.FinGAN-MLP,FinGAN-LSTM.Moreover,our model has a better fitting capacity for higher-volatility convertible bonds and the overall convertible bond market implied volatility smirk,especially for equity-liked convertible bonds,convertible bonds trading in the bull market,and out-of-the-money convertible bonds.Furthermore,the Long-Short and Long-Only investment strategies based on our model earn a significant annualized return with 41.16%and 31.06%,respectively,for the equally-weighted portfolio during the sample period.

Correcting Climate Model Sea Surface Temperature Simulations with Generative Adversarial Networks:Climatology,Interannual Variability,and Extremes

Climate models are vital for understanding and projecting global climate change and its associated impacts.However,these models suffer from biases that limit their accuracy in historical simulations and the trustworthiness of future projections.Addressing these challenges requires addressing internal variability,hindering the direct alignment between model simulations and observations,and thwarting conventional supervised learning methods.Here,we employ an unsupervised Cycle-consistent Generative Adversarial Network(CycleGAN),to correct daily Sea Surface Temperature(SST)simulations from the Community Earth System Model 2(CESM2).Our results reveal that the CycleGAN not only corrects climatological biases but also improves the simulation of major dynamic modes including the El Niño-Southern Oscillation(ENSO)and the Indian Ocean Dipole mode,as well as SST extremes.Notably,it substantially corrects climatological SST biases,decreasing the globally averaged Root-Mean-Square Error(RMSE)by 58%.Intriguingly,the CycleGAN effectively addresses the well-known excessive westward bias in ENSO SST anomalies,a common issue in climate models that traditional methods,like quantile mapping,struggle to rectify.Additionally,it substantially improves the simulation of SST extremes,raising the pattern correlation coefficient(PCC)from 0.56 to 0.88 and lowering the RMSE from 0.5 to 0.32.This enhancement is attributed to better representations of interannual,intraseasonal,and synoptic scales variabilities.Our study offers a novel approach to correct global SST simulations and underscores its effectiveness across different time scales and primary dynamical modes.

Quantum generative adversarial networks based on a readout error mitigation method with fault tolerant mechanism

Readout errors caused by measurement noise are a significant source of errors in quantum circuits,which severely affect the output results and are an urgent problem to be solved in noisy-intermediate scale quantum(NISQ)computing.In this paper,we use the bit-flip averaging(BFA)method to mitigate frequent readout errors in quantum generative adversarial networks(QGAN)for image generation,which simplifies the response matrix structure by averaging the qubits for each random bit-flip in advance,successfully solving problems with high cost of measurement for traditional error mitigation methods.Our experiments were simulated in Qiskit using the handwritten digit image recognition dataset under the BFA-based method,the Kullback-Leibler(KL)divergence of the generated images converges to 0.04,0.05,and 0.1 for readout error probabilities of p=0.01,p=0.05,and p=0.1,respectively.Additionally,by evaluating the fidelity of the quantum states representing the images,we observe average fidelity values of 0.97,0.96,and 0.95 for the three readout error probabilities,respectively.These results demonstrate the robustness of the model in mitigating readout errors and provide a highly fault tolerant mechanism for image generation models.

Generative adversarial networks based motion learning towards robotic calligraphy synthesis

Robot calligraphy visually reflects the motion capability of robotic manipulators.While traditional researches mainly focus on image generation and the writing of simple calligraphic strokes or characters,this article presents a generative adversarial network(GAN)-based motion learning method for robotic calligraphy synthesis(Gan2CS)that can enhance the efficiency in writing complex calligraphy words and reproducing classic calligraphy works.The key technologies in the proposed approach include:(1)adopting the GAN to learn the motion parameters from the robot writing operation;(2)converting the learnt motion data into the style font and realising the transition from static calligraphy images to dynamic writing demonstration;(3)reproducing high-precision calligraphy works by synthesising the writing motion data hierarchically.In this study,the motion trajectories of sample calligraphy images are firstly extracted and converted into the robot module.The robot performs the writing with motion planning,and the writing motion parameters of calligraphy strokes are learnt with GANs.Then the motion data of basic strokes is synthesised based on the hierarchical process of‘stroke-radicalpart-character’.And the robot re-writes the synthesised characters whose similarity with the original calligraphy characters is evaluated.Regular calligraphy characters have been tested in the experiments for method validation and the results validated that the robot can actualise the robotic calligraphy synthesis of writing motion data with GAN.

Generating Time-Series Data Using Generative Adversarial Networks for Mobility Demand Prediction

The increasing penetration rate of electric kickboard vehicles has been popularized and promoted primarily because of its clean and efficient features.Electric kickboards are gradually growing in popularity in tourist and education-centric localities.In the upcoming arrival of electric kickboard vehicles,deploying a customer rental service is essential.Due to its freefloating nature,the shared electric kickboard is a common and practical means of transportation.Relocation plans for shared electric kickboards are required to increase the quality of service,and forecasting demand for their use in a specific region is crucial.Predicting demand accurately with small data is troublesome.Extensive data is necessary for training machine learning algorithms for effective prediction.Data generation is a method for expanding the amount of data that will be further accessible for training.In this work,we proposed a model that takes time-series customers’electric kickboard demand data as input,pre-processes it,and generates synthetic data according to the original data distribution using generative adversarial networks(GAN).The electric kickboard mobility demand prediction error was reduced when we combined synthetic data with the original data.We proposed Tabular-GAN-Modified-WGAN-GP for generating synthetic data for better prediction results.We modified The Wasserstein GAN-gradient penalty(GP)with the RMSprop optimizer and then employed Spectral Normalization(SN)to improve training stability and faster convergence.Finally,we applied a regression-based blending ensemble technique that can help us to improve performance of demand prediction.We used various evaluation criteria and visual representations to compare our proposed model’s performance.Synthetic data generated by our suggested GAN model is also evaluated.The TGAN-Modified-WGAN-GP model mitigates the overfitting and mode collapse problem,and it also converges faster than previous GAN models for synthetic data creation.The presented model’s performance is compared to existing ensemble and baseline models.The experimental findings imply that combining synthetic and actual data can significantly reduce prediction error rates in the mean absolute percentage error(MAPE)of 4.476 and increase prediction accuracy.

Anomalous node detection in attributed social networks using dual variational autoencoder with generative adversarial networks

Many types of real-world information systems, including social media and e-commerce platforms, can be modelled by means of attribute-rich, connected networks. The goal of anomaly detection in artificial intelligence is to identify illustrations that deviate significantly from the main distribution of data or that differ from known cases. Anomalous nodes in node-attributed networks can be identified with greater precision if both graph and node attributes are taken into account. Almost all of the studies in this area focus on supervised techniques for spotting outliers. While supervised algorithms for anomaly detection work well in theory, they cannot be applied to real-world applications owing to a lack of labelled data. Considering the possible data distribution, our model employs a dual variational autoencoder (VAE), while a generative adversarial network (GAN) assures that the model is robust to adversarial training. The dual VAEs are used in another capacity: as a fake-node generator. Adversarial training is used to ensure that our latent codes have a Gaussian or uniform distribution. To provide a fair presentation of the graph, the discriminator instructs the generator to generate latent variables with distributions that are more consistent with the actual distribution of the data. Once the model has been learned, the discriminator is used for anomaly detection via reconstruction loss which has been trained to distinguish between the normal and artificial distributions of data. First, using a dual VAE, our model simultaneously captures cross-modality interactions between topological structure and node characteristics and overcomes the problem of unlabeled anomalies, allowing us to better understand the network sparsity and nonlinearity. Second, the proposed model considers the regularization of the latent codes while solving the issue of unregularized embedding techniques that can quickly lead to unsatisfactory representation. Finally, we use the discriminator reconstruction loss for anomaly detection as the discriminator is well-trained to separate the normal and generated data distributions because reconstruction-based loss does not include the adversarial component. Experiments conducted on attributed networks demonstrate the effectiveness of the proposed model and show that it greatly surpasses the previous methods. The area under the curve scores of our proposed model for the BlogCatalog, Flickr, and Enron datasets are 0.83680, 0.82020, and 0.71180, respectively, proving the effectiveness of the proposed model. The result of the proposed model on the Enron dataset is slightly worse than other models;we attribute this to the dataset’s low dimensionality as the most probable explanation.

Image segmentation of exfoliated two-dimensional materials by generative adversarial network-based data augmentation

Mechanically cleaved two-dimensional materials are random in size and thickness.Recognizing atomically thin flakes by human experts is inefficient and unsuitable for scalable production.Deep learning algorithms have been adopted as an alternative,nevertheless a major challenge is a lack of sufficient actual training images.Here we report the generation of synthetic two-dimensional materials images using StyleGAN3 to complement the dataset.DeepLabv3Plus network is trained with the synthetic images which reduces overfitting and improves recognition accuracy to over 90%.A semi-supervisory technique for labeling images is introduced to reduce manual efforts.The sharper edges recognized by this method facilitate material stacking with precise edge alignment,which benefits exploring novel properties of layered-material devices that crucially depend on the interlayer twist-angle.This feasible and efficient method allows for the rapid and high-quality manufacturing of atomically thin materials and devices.

Multi-distortion suppression for neutron radiographic images based on generative adversarial network

Neutron radiography is a crucial nondestructive testing technology widely used in the aerospace,military,and nuclear industries.However,because of the physical limitations of neutron sources and collimators,the resulting neutron radiographic images inevitably exhibit multiple distortions,including noise,geometric unsharpness,and white spots.Furthermore,these distortions are particularly significant in compact neutron radiography systems with low neutron fluxes.Therefore,in this study,we devised a multi-distortion suppression network that employs a modified generative adversarial network to improve the quality of degraded neutron radiographic images.Real neutron radiographic image datasets with various types and levels of distortion were built for the first time as multi-distortion suppression datasets.Thereafter,the coordinate attention mechanism was incorporated into the backbone network to augment the capability of the proposed network to learn the abstract relationship between ideally clear and degraded images.Extensive experiments were performed;the results show that the proposed method can effectively suppress multiple distortions in real neutron radiographic images and achieve state-of-theart perceptual visual quality,thus demonstrating its application potential in neutron radiography.

Covert LEO Satellite Communication Aided by Generative Adversarial Network Based Cooperative UAV Jamming

In this paper,we study the covert performance of the downlink low earth orbit(LEO)satellite communication,where the unmanned aerial vehicle(UAV)is employed as a cooperative jammer.To maximize the covert rate of the LEO satellite transmission,a multi-objective problem is formulated to jointly optimize the UAV’s jamming power and trajectory.For practical consideration,we assume that the UAV can only have partial environmental information,and can’t know the detection threshold and exact location of the eavesdropper on the ground.To solve the multiobjective problem,we propose the data-driven generative adversarial network(DD-GAN)based method to optimize the power and trajectory of the UAV,in which the sample data is collected by using genetic algorithm(GA).Simulation results show that the jamming solution of UAV generated by DD-GAN can achieve an effective trade-off between covert rate and probability of detection errors when only limited prior information is obtained.

Conditional Generative Adversarial Network Enabled Localized Stress Recovery of Periodic Composites

Structural damage in heterogeneousmaterials typically originates frommicrostructures where stress concentration occurs.Therefore,evaluating the magnitude and location of localized stress distributions within microstructures under external loading is crucial.Repeating unit cells(RUCs)are commonly used to represent microstructural details and homogenize the effective response of composites.This work develops a machine learning-based micromechanics tool to accurately predict the stress distributions of extracted RUCs.The locally exact homogenization theory efficiently generates the microstructural stresses of RUCs with a wide range of parameters,including volume fraction,fiber/matrix property ratio,fiber shapes,and loading direction.Subsequently,the conditional generative adversarial network(cGAN)is employed and constructed as a surrogate model to establish the statistical correlation between these parameters and the corresponding localized stresses.The stresses predicted by cGAN are validated against the remaining true data not used for training,showing good agreement.This work demonstrates that the cGAN-based micromechanics tool effectively captures the local responses of composite RUCs.It can be used for predicting potential crack initiations starting from microstructures and evaluating the effective behavior of periodic composites.

A generative adversarial network-based unified model integrating bias correction and downscaling for global SST

本文提出了一种基于生成对抗网络的全球海表面温度(sea surface temperature,SST)偏差订正及降尺度整合模型.该模型的生成器使用偏差订正模块将数值模式预测结果进行校正,再用可复用的共享降尺度模块将订正后的数据分辨率逐次提高.该模型的判别器可鉴别偏差订正及降尺度结果的质量,以此为标准进行对抗训练。同时,在对抗损失函数中含有物理引导的动力学惩罚项以提高模型的性能.本研究基于分辨率为1°的GFDL SPEAR模式的SST预测结果,选择遥感系统(Remote Sensing System)的观测资料作为真值,面向月尺度ENSO与IOD事件以及天尺度海洋热浪事件开展了验证试验:模型在将分辨率提高到0.0625°×0.0625°的同时将预测误差减少约90.3%,突破了观测数据分辨率的限制,且与观测结果的结构相似性高达96.46%.

Fetal MRI Artifacts: Semi-Supervised Generative Adversarial Neural Network for Motion Artifacts Reducing in Fetal Magnetic Resonance Images

This study addresses challenges in fetal magnetic resonance imaging (MRI) related to motion artifacts, maternal respiration, and hardware limitations. To enhance MRI quality, we employ deep learning techniques, specifically utilizing Cycle GAN. Synthetic pairs of images, simulating artifacts in fetal MRI, are generated to train the model. Our primary contribution is the use of Cycle GAN for fetal MRI restoration, augmented by artificially corrupted data. We compare three approaches (supervised Cycle GAN, Pix2Pix, and Mobile Unet) for artifact removal. Experimental results demonstrate that the proposed supervised Cycle GAN effectively removes artifacts while preserving image details, as validated through Structural Similarity Index Measure (SSIM) and normalized Mean Absolute Error (MAE). The method proves comparable to alternatives but avoids the generation of spurious regions, which is crucial for medical accuracy.

Generative Adversarial Networks:Introduction and Outlook

Recently, generative adversarial networks(GANs)have become a research focus of artificial intelligence. Inspired by two-player zero-sum game, GANs comprise a generator and a discriminator, both trained under the adversarial learning idea.The goal of GANs is to estimate the potential distribution of real data samples and generate new samples from that distribution.Since their initiation, GANs have been widely studied due to their enormous prospect for applications, including image and vision computing, speech and language processing, etc. In this review paper, we summarize the state of the art of GANs and look into the future. Firstly, we survey GANs' proposal background,theoretic and implementation models, and application fields.Then, we discuss GANs' advantages and disadvantages, and their development trends. In particular, we investigate the relation between GANs and parallel intelligence,with the conclusion that GANs have a great potential in parallel systems research in terms of virtual-real interaction and integration. Clearly, GANs can provide substantial algorithmic support for parallel intelligence.

Generating geologically realistic 3D reservoir facies models using deep learning of sedimentary architecture with generative adversarial networks

This paper proposes a novel approach for generating 3-dimensional complex geological facies models based on deep generative models.It can reproduce a wide range of conceptual geological models while possessing the flexibility necessary to honor constraints such as well data.Compared with existing geostatistics-based modeling methods,our approach produces realistic subsurface facies architecture in 3D using a state-of-the-art deep learning method called generative adversarial networks(GANs).GANs couple a generator with a discriminator,and each uses a deep convolutional neural network.The networks are trained in an adversarial manner until the generator can create "fake" images that the discriminator cannot distinguish from "real" images.We extend the original GAN approach to 3D geological modeling at the reservoir scale.The GANs are trained using a library of 3D facies models.Once the GANs have been trained,they can generate a variety of geologically realistic facies models constrained by well data interpretations.This geomodelling approach using GANs has been tested on models of both complex fluvial depositional systems and carbonate reservoirs that exhibit progradational and aggradational trends.The results demonstrate that this deep learning-driven modeling approach can capture more realistic facies architectures and associations than existing geostatistical modeling methods,which often fail to reproduce heterogeneous nonstationary sedimentary facies with apparent depositional trend.

Semi-Supervised Learning with Generative Adversarial Networks on Digital Signal Modulation Classification

Deep Learning(DL)is such a powerful tool that we have seen tremendous success in areas such as Computer Vision,Speech Recognition,and Natural Language Processing.Since Automated Modulation Classification(AMC)is an important part in Cognitive Radio Networks,we try to explore its potential in solving signal modulation recognition problem.It cannot be overlooked that DL model is a complex model,thus making them prone to over-fitting.DL model requires many training data to combat with over-fitting,but adding high quality labels to training data manually is not always cheap and accessible,especially in real-time system,which may counter unprecedented data in dataset.Semi-supervised Learning is a way to exploit unlabeled data effectively to reduce over-fitting in DL.In this paper,we extend Generative Adversarial Networks(GANs)to the semi-supervised learning will show it is a method can be used to create a more dataefficient classifier.

Spatial landslide susceptibility assessment using machine learning techniques assisted by additional data created with generative adversarial networks

In recent years,landslide susceptibility mapping has substantially improved with advances in machine learning.However,there are still challenges remain in landslide mapping due to the availability of limited inventory data.In this paper,a novel method that improves the performance of machine learning techniques is presented.The proposed method creates synthetic inventory data using Generative Adversarial Networks(GANs)for improving the prediction of landslides.In this research,landslide inventory data of 156 landslide locations were identified in Cameron Highlands,Malaysia,taken from previous projects the authors worked on.Elevation,slope,aspect,plan curvature,profile curvature,total curvature,lithology,land use and land cover(LULC),distance to the road,distance to the river,stream power index(SPI),sediment transport index(STI),terrain roughness index(TRI),topographic wetness index(TWI)and vegetation density are geo-environmental factors considered in this study based on suggestions from previous works on Cameron Highlands.To show the capability of GANs in improving landslide prediction models,this study tests the proposed GAN model with benchmark models namely Artificial Neural Network(ANN),Support Vector Machine(SVM),Decision Trees(DT),Random Forest(RF)and Bagging ensemble models with ANN and SVM models.These models were validated using the area under the receiver operating characteristic curve(AUROC).The DT,RF,SVM,ANN and Bagging ensemble could achieve the AUROC values of(0.90,0.94,0.86,0.69 and 0.82)for the training;and the AUROC of(0.76,0.81,0.85,0.72 and 0.75)for the test,subsequently.When using additional samples,the same models achieved the AUROC values of(0.92,0.94,0.88,0.75 and 0.84)for the training and(0.78,0.82,0.82,0.78 and 0.80)for the test,respectively.Using the additional samples improved the test accuracy of all the models except SVM.As a result,in data-scarce environments,this research showed that utilizing GANs to generate supplementary samples is promising because it can improve the predictive capability of common landslide prediction models.

GAN-GLS:Generative Lyric Steganography Based on Generative Adversarial Networks

Steganography based on generative adversarial networks(GANs)has become a hot topic among researchers.Due to GANs being unsuitable for text fields with discrete characteristics,researchers have proposed GANbased steganography methods that are less dependent on text.In this paper,we propose a new method of generative lyrics steganography based on GANs,called GAN-GLS.The proposed method uses the GAN model and the largescale lyrics corpus to construct and train a lyrics generator.In this method,the GAN uses a previously generated line of a lyric as the input sentence in order to generate the next line of the lyric.Using a strategy based on the penalty mechanism in training,the GAN model generates non-repetitive and diverse lyrics.The secret information is then processed according to the data characteristics of the generated lyrics in order to hide information.Unlike other text generation-based linguistic steganographic methods,our method changes the way that multiple generated candidate items are selected as the candidate groups in order to encode the conditional probability distribution.The experimental results demonstrate that our method can generate highquality lyrics as stego-texts.Moreover,compared with other similar methods,the proposed method achieves good performance in terms of imperceptibility,embedding rate,effectiveness,extraction success rate and security.

Image Super-Resolution Based on Generative Adversarial Networks: A Brief Review

Single image super resolution(SISR)is an important research content in the field of computer vision and image processing.With the rapid development of deep neural networks,different image super-resolution models have emerged.Compared to some traditional SISR methods,deep learning-based methods can complete the super-resolution tasks through a single image.In addition,compared with the SISR methods using traditional convolutional neural networks,SISR based on generative adversarial networks(GAN)has achieved the most advanced visual performance.In this review,we first explore the challenges faced by SISR and introduce some common datasets and evaluation metrics.Then,we review the improved network structures and loss functions of GAN-based perceptual SISR.Subsequently,the advantages and disadvantages of different networks are analyzed by multiple comparative experiments.Finally,we summarize the paper and look forward to the future development trends of GAN-based perceptual SISR.

Generative Adversarial Networks Based Digital Twin Channel Modeling for Intelligent Communication Networks

Integration of digital twin(DT)and wireless channel provides new solution of channel modeling and simulation,and can assist to design,optimize and evaluate intelligent wireless communication system and networks.With DT channel modeling,the generated channel data can be closer to realistic channel measurements without requiring a prior channel model,and amount of channel data can be significantly increased.Artificial intelligence(AI)based modeling approach shows outstanding performance to solve such problems.In this work,a channel modeling method based on generative adversarial networks is proposed for DT channel,which can generate identical statistical distribution with measured channel.Model validation is conducted by comparing DT channel characteristics with measurements,and results show that DT channel leads to fairly good agreement with measured channel.Finally,a link-layer simulation is implemented based on DT channel.It is found that the proposed DT channel model can be well used to conduct link-layer simulation and its performance is comparable to using measurement data.The observations and results can facilitate the development of DT channel modeling and provide new thoughts for DT channel applications,as well as improving the performance and reliability of intelligent communication networking.

Better Visual Image Super-Resolution with Laplacian Pyramid of Generative Adversarial Networks

Although there has been a great breakthrough in the accuracy and speed of super-resolution(SR)reconstruction of a single image by using a convolutional neural network,an important problem remains unresolved:how to restore finer texture details during image super-resolution reconstruction?This paper proposes an Enhanced Laplacian Pyramid Generative Adversarial Network(ELSRGAN),based on the Laplacian pyramid to capture the high-frequency details of the image.By combining Laplacian pyramids and generative adversarial networks,progressive reconstruction of super-resolution images can be made,making model applications more flexible.In order to solve the problem of gradient disappearance,we introduce the Residual-in-Residual Dense Block(RRDB)as the basic network unit.Network capacity benefits more from dense connections,is able to capture more visual features with better reconstruction effects,and removes BN layers to increase calculation speed and reduce calculation complexity.In addition,a loss of content driven by perceived similarity is used instead of content loss driven by spatial similarity,thereby enhancing the visual effect of the super-resolution image,making it more consistent with human visual perception.Extensive qualitative and quantitative evaluation of the baseline datasets shows that the proposed algorithm has higher mean-sort-score(MSS)than any state-of-the-art method and has better visual perception.