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...

This paper examines the diversification benefits of iShares in comparison to closed-end country funds (CECFs) and American Depository Receipts (ADRs) between April 1996 and December 2013. iShares are country-specific exchange traded funds that track specific Morgan Stanley Capital International...

The Libor market model, also known as the BGM Model, is a term structure model of interest rates. It is widely used for pricing interest rate derivatives, especially Bermudan swaptions, and other exotic Libor callable derivatives. For numerical implementation the pricing of derivatives with...

As is known, an option price is a solution to a certain partial differential equation (PDE) with terminal conditions (payoff functions). There is a close association between the solution of PDE and the solution of a backward stochastic differential equation (BSDE). We can either solve the PDE to...

We propose algorithms to create adversarial attacks to assess model robustness in text classification problems. They can be used to create white box attacks and black box attacks while at the same time preserving the semantics and syntax of the original text. The attacks cause significant number...