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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
81

Advances in deep learning with limited supervision and computational resources

Almahairi, Amjad 12 1900 (has links)
Les réseaux de neurones profonds sont la pierre angulaire des systèmes à la fine pointe de la technologie pour une vaste gamme de tâches, comme la reconnaissance d'objets, la modélisation du langage et la traduction automatique. Mis à part le progrès important établi dans les architectures et les procédures de formation des réseaux de neurones profonds, deux facteurs ont été la clé du succès remarquable de l'apprentissage profond : la disponibilité de grandes quantités de données étiquetées et la puissance de calcul massive. Cette thèse par articles apporte plusieurs contributions à l'avancement de l'apprentissage profond, en particulier dans les problèmes avec très peu ou pas de données étiquetées, ou avec des ressources informatiques limitées. Le premier article aborde la question de la rareté des données dans les systèmes de recommandation, en apprenant les représentations distribuées des produits à partir des commentaires d'évaluation de produits en langage naturel. Plus précisément, nous proposons un cadre d'apprentissage multitâches dans lequel nous utilisons des méthodes basées sur les réseaux de neurones pour apprendre les représentations de produits à partir de textes de critiques de produits et de données d'évaluation. Nous démontrons que la méthode proposée peut améliorer la généralisation dans les systèmes de recommandation et atteindre une performance de pointe sur l'ensemble de données Amazon Reviews. Le deuxième article s'attaque aux défis computationnels qui existent dans l'entraînement des réseaux de neurones profonds à grande échelle. Nous proposons une nouvelle architecture de réseaux de neurones conditionnels permettant d'attribuer la capacité du réseau de façon adaptative, et donc des calculs, dans les différentes régions des entrées. Nous démontrons l'efficacité de notre modèle sur les tâches de reconnaissance visuelle où les objets d'intérêt sont localisés à la couche d'entrée, tout en maintenant une surcharge de calcul beaucoup plus faible que les architectures standards des réseaux de neurones. Le troisième article contribue au domaine de l'apprentissage non supervisé, avec l'aide du paradigme des réseaux antagoniste génératifs. Nous introduisons un cadre fléxible pour l'entraînement des réseaux antagonistes génératifs, qui non seulement assure que le générateur estime la véritable distribution des données, mais permet également au discriminateur de conserver l'information sur la densité des données à l'optimum global. Nous validons notre cadre empiriquement en montrant que le discriminateur est capable de récupérer l'énergie de la distribution des données et d'obtenir une qualité d'échantillons à la fine pointe de la technologie. Enfin, dans le quatrième article, nous nous attaquons au problème de l'apprentissage non supervisé à travers différents domaines. Nous proposons un modèle qui permet d'apprendre des transformations plusieurs à plusieurs à travers deux domaines, et ce, à partir des données non appariées. Nous validons notre approche sur plusieurs ensembles de données se rapportant à l'imagerie, et nous montrons que notre méthode peut être appliquée efficacement dans des situations d'apprentissage semi-supervisé. / Deep neural networks are the cornerstone of state-of-the-art systems for a wide range of tasks, including object recognition, language modelling and machine translation. In the last decade, research in the field of deep learning has led to numerous key advances in designing novel architectures and training algorithms for neural networks. However, most success stories in deep learning heavily relied on two main factors: the availability of large amounts of labelled data and massive computational resources. This thesis by articles makes several contributions to advancing deep learning, specifically in problems with limited or no labelled data, or with constrained computational resources. The first article addresses sparsity of labelled data that emerges in the application field of recommender systems. We propose a multi-task learning framework that leverages natural language reviews in improving recommendation. Specifically, we apply neural-network-based methods for learning representations of products from review text, while learning from rating data. We demonstrate that the proposed method can achieve state-of-the-art performance on the Amazon Reviews dataset. The second article tackles computational challenges in training large-scale deep neural networks. We propose a conditional computation network architecture which can adaptively assign its capacity, and hence computations, across different regions of the input. We demonstrate the effectiveness of our model on visual recognition tasks where objects are spatially localized within the input, while maintaining much lower computational overhead than standard network architectures. The third article contributes to the domain of unsupervised learning with the generative adversarial networks paradigm. We introduce a flexible adversarial training framework, in which not only the generator converges to the true data distribution, but also the discriminator recovers the relative density of the data at the optimum. We validate our framework empirically by showing that the discriminator is able to accurately estimate the true energy of data while obtaining state-of-the-art quality of samples. Finally, in the fourth article, we address the problem of unsupervised domain translation. We propose a model which can learn flexible, many-to-many mappings across domains from unpaired data. We validate our approach on several image datasets, and we show that it can be effectively applied in semi-supervised learning settings.
82

Fast Simulations of Radio Neutrino Detectors : Using Generative Adversarial Networks and Artificial Neural Networks

Holmberg, Anton January 2022 (has links)
Neutrino astronomy is expanding into the ultra-high energy (>1017eV) frontier with the use of in-ice detection of Askaryan radio emission from neutrino-induced particle showers. There are already pilot arrays for validating the technology and the next few years will see the planning and construction of IceCube-Gen2, an upgrade to the current neutrino telescope IceCube. This thesis aims to facilitate that planning by providing faster simulations using deep learning surrogate models. Faster simulations could enable proper optimisation of the antenna stations providing better sensitivity and reconstruction of neutrino properties. The surrogates are made for two parts of the end-to-end simulations: the signal generation and the signal propagation. These two steps are the most time-consuming parts of the simulations. The signal propagation is modelled with a standard fully connected neural network whereas for the signal generation a conditional Wasserstein generative adversarial network is used. There are multiple reasons for using these types of models. For both problems the neural networks provide the speed necessary as well as being differentiable -both important factors for optimisation. Generative adversarial networks are used in the signal generation because of the inherent stochasticity in the particle shower development that leads to the Askaryan radio signal. A more standard neural network is used for the signal propagation as it is a regression task. Promising results are obtained for both tasks. The signal propagation surrogate model can predict the parameters of interest at the desired accuracy, except for the travel time which needs further optimisation to reduce the uncertainty from 0.5 ns to 0.1 ns. The signal generation surrogate model predicts the Askaryan emission well for the limited parameter space of hadronic showers and within 5° of the Cherenkov cone. The two models provide a first step and a proof of concept. It is believed that the models can reach the required accuracies with more work.
83

Building Information Extraction and Refinement from VHR Satellite Imagery using Deep Learning Techniques

Bittner, Ksenia 26 March 2020 (has links)
Building information extraction and reconstruction from satellite images is an essential task for many applications related to 3D city modeling, planning, disaster management, navigation, and decision-making. Building information can be obtained and interpreted from several data, like terrestrial measurements, airplane surveys, and space-borne imagery. However, the latter acquisition method outperforms the others in terms of cost and worldwide coverage: Space-borne platforms can provide imagery of remote places, which are inaccessible to other missions, at any time. Because the manual interpretation of high-resolution satellite image is tedious and time consuming, its automatic analysis continues to be an intense field of research. At times however, it is difficult to understand complex scenes with dense placement of buildings, where parts of buildings may be occluded by vegetation or other surrounding constructions, making their extraction or reconstruction even more difficult. Incorporation of several data sources representing different modalities may facilitate the problem. The goal of this dissertation is to integrate multiple high-resolution remote sensing data sources for automatic satellite imagery interpretation with emphasis on building information extraction and refinement, which challenges are addressed in the following: Building footprint extraction from Very High-Resolution (VHR) satellite images is an important but highly challenging task, due to the large diversity of building appearances and relatively low spatial resolution of satellite data compared to airborne data. Many algorithms are built on spectral-based or appearance-based criteria from single or fused data sources, to perform the building footprint extraction. The input features for these algorithms are usually manually extracted, which limits their accuracy. Based on the advantages of recently developed Fully Convolutional Networks (FCNs), i.e., the automatic extraction of relevant features and dense classification of images, an end-to-end framework is proposed which effectively combines the spectral and height information from red, green, and blue (RGB), pan-chromatic (PAN), and normalized Digital Surface Model (nDSM) image data and automatically generates a full resolution binary building mask. The proposed architecture consists of three parallel networks merged at a late stage, which helps in propagating fine detailed information from earlier layers to higher levels, in order to produce an output with high-quality building outlines. The performance of the model is examined on new unseen data to demonstrate its generalization capacity. The availability of detailed Digital Surface Models (DSMs) generated by dense matching and representing the elevation surface of the Earth can improve the analysis and interpretation of complex urban scenarios. The generation of DSMs from VHR optical stereo satellite imagery leads to high-resolution DSMs which often suffer from mismatches, missing values, or blunders, resulting in coarse building shape representation. To overcome these problems, a methodology based on conditional Generative Adversarial Network (cGAN) is developed for generating a good-quality Level of Detail (LoD) 2 like DSM with enhanced 3D object shapes directly from the low-quality photogrammetric half-meter resolution satellite DSM input. Various deep learning applications benefit from multi-task learning with multiple regression and classification objectives by taking advantage of the similarities between individual tasks. Therefore, an observation of such influences for important remote sensing applications such as realistic elevation model generation and roof type classification from stereo half-meter resolution satellite DSMs, is demonstrated in this work. Recently published deep learning architectures for both tasks are investigated and a new end-to-end cGAN-based network is developed, which combines different models that provide the best results for their individual tasks. To benefit from information provided by multiple data sources, a different cGAN-based work-flow is proposed where the generative part consists of two encoders and a common decoder which blends the intensity and height information within one network for the DSM refinement task. The inputs to the introduced network are single-channel photogrammetric DSMs with continuous values and pan-chromatic half-meter resolution satellite images. Information fusion from different modalities helps in propagating fine details, completes inaccurate or missing 3D information about building forms, and improves the building boundaries, making them more rectilinear. Lastly, additional comparison between the proposed methodologies for DSM enhancements is made to discuss and verify the most beneficial work-flow and applicability of the resulting DSMs for different remote sensing approaches.
84

Image generation through feature extraction and learning using a deep learning approach

Bruneel, Tibo January 2023 (has links)
With recent advancements, image generation has become more and more possible with the introduction of stronger generative artificial intelligence (AI) models. The idea and ability of generating non-existing images that highly resemble real world images is interesting for many use cases. Generated images could be used, for example, to augment, extend or replace real data sets for training AI models, therefore being capable of minimising costs on data collection and similar processes. Deep learning, a sub-field within the AI field has been on the forefront of such methodologies due to its nature of being able to capture and learn highly complex and feature-rich data. This work focuses on deep generative learning approaches within a forestry application, with the goal of generating tree log end images in order to enhance an AI model that uses such images. This approach would not only reduce costs of data collection for this model, but also many other information extraction models within the forestry field. This thesis study includes research on the state of the art within deep generative modelling and experiments using a full pipeline from a deep generative modelling stage to a log end recognition model. On top of this, a variant architecture and image sampling algorithm are proposed to add in this pipeline and evaluate its performance. The experiments and findings show that the applied generative model approaches show good feature learning, but lack the high-quality and realistic generation, resulting in more blurry results. The variant approach resulted in slightly better feature learning with a trade-off in generation quality. The proposed sampling algorithm proved to work well on a qualitative basis. The problems found in the generative models propagated further into the training of the recognition model, making the improvement of another AI model based on purely generated data impossible at this point in the research. The results of this research show that more work is needed on improving the application and generation quality to make it resemble real world data more, so that other models can be trained on artificial data. The variant approach does not improve much and its findings contribute to the field by proving its strengths and weaknesses, as with the proposed image sampling algorithm. At last this study provides a good starting point for research within this application, with many different directions and opportunities for future work.
85

Automatic Question Paraphrasing in Swedish with Deep Generative Models / Automatisk frågeparafrasering på svenska med djupa generativa modeller

Lindqvist, Niklas January 2021 (has links)
Paraphrase generation refers to the task of automatically generating a paraphrase given an input sentence or text. Paraphrase generation is a fundamental yet challenging natural language processing (NLP) task and is utilized in a variety of applications such as question answering, information retrieval, conversational systems etc. In this study, we address the problem of paraphrase generation of questions in Swedish by evaluating two different deep generative models that have shown promising results on paraphrase generation of questions in English. The first model is a Conditional Variational Autoencoder (C-VAE) and the other model is an extension of the first one where a discriminator network is introduced into the model to form a Generative Adversarial Network (GAN) architecture. In addition to these models, a method not based on machine-learning was implemented to act as a baseline. The models were evaluated using both quantitative and qualitative measures including grammatical correctness and equivalence to source question. The results show that the deep generative models outperformed the baseline across all quantitative metrics. Furthermore, from the qualitative evaluation it was shown that the deep generative models outperformed the baseline at generating grammatically correct sentences, but there was no noticeable difference in terms of equivalence to the source question between the models. / Parafrasgenerering syftar på uppgiften att, utifrån en given mening eller text, automatiskt generera en parafras, det vill säga en annan text med samma betydelse. Parafrasgenerering är en grundläggande men ändå utmanande uppgift inom naturlig språkbehandling och används i en rad olika applikationer som informationssökning, konversionssystem, att besvara frågor givet en text etc. I den här studien undersöker vi problemet med parafrasgenerering av frågor på svenska genom att utvärdera två olika djupa generativa modeller som visat lovande resultat på parafrasgenerering av frågor på engelska. Den första modellen är en villkorsbaserad variationsautokodare (C-VAE). Den andra modellen är också en C-VAE men introducerar även en diskriminator vilket gör modellen till ett generativt motståndarnätverk (GAN). Förutom modellerna presenterade ovan, implementerades även en icke maskininlärningsbaserad metod som en baslinje. Modellerna utvärderades med både kvantitativa och kvalitativa mått inklusive grammatisk korrekthet och likvärdighet mellan parafras och originalfråga. Resultaten visar att de djupa generativa modellerna presterar bättre än baslinjemodellen på alla kvantitativa mätvärden. Vidare, visade the kvalitativa utvärderingen att de djupa generativa modellerna kunde generera grammatiskt korrekta frågor i större utsträckning än baslinjemodellen. Det var däremot ingen större skillnad i semantisk ekvivalens mellan parafras och originalfråga för de olika modellerna.
86

Navigating the Metric Zoo: Towards a More Coherent Model For Quantitative Evaluation of Generative ML Models

Dozier, Robbie 26 August 2022 (has links)
No description available.
87

Synthesis of Tabular Financial Data using Generative Adversarial Networks / Syntes av tabulär finansiell data med generativa motstridande nätverk

Karlsson, Anton, Sjöberg, Torbjörn January 2020 (has links)
Digitalization has led to tons of available customer data and possibilities for data-driven innovation. However, the data needs to be handled carefully to protect the privacy of the customers. Generative Adversarial Networks (GANs) are a promising recent development in generative modeling. They can be used to create synthetic data which facilitate analysis while ensuring that customer privacy is maintained. Prior research on GANs has shown impressive results on image data. In this thesis, we investigate the viability of using GANs within the financial industry. We investigate two state-of-the-art GAN models for synthesizing tabular data, TGAN and CTGAN, along with a simpler GAN model that we call WGAN. A comprehensive evaluation framework is developed to facilitate comparison of the synthetic datasets. The results indicate that GANs are able to generate quality synthetic datasets that preserve the statistical properties of the underlying data and enable a viable and reproducible subsequent analysis. It was however found that all of the investigated models had problems with reproducing numerical data. / Digitaliseringen har fört med sig stora mängder tillgänglig kunddata och skapat möjligheter för datadriven innovation. För att skydda kundernas integritet måste dock uppgifterna hanteras varsamt. Generativa Motstidande Nätverk (GANs) är en ny lovande utveckling inom generativ modellering. De kan användas till att syntetisera data som underlättar dataanalys samt bevarar kundernas integritet. Tidigare forskning på GANs har visat lovande resultat på bilddata. I det här examensarbetet undersöker vi gångbarheten av GANs inom finansbranchen. Vi undersöker två framstående GANs designade för att syntetisera tabelldata, TGAN och CTGAN, samt en enklare GAN modell som vi kallar för WGAN. Ett omfattande ramverk för att utvärdera syntetiska dataset utvecklas för att möjliggöra jämförelse mellan olika GANs. Resultaten indikerar att GANs klarar av att syntetisera högkvalitativa dataset som bevarar de statistiska egenskaperna hos det underliggande datat, vilket möjliggör en gångbar och reproducerbar efterföljande analys. Alla modellerna som testades uppvisade dock problem med att återskapa numerisk data.
88

GAN-Based Synthesis of Brain Tumor Segmentation Data : Augmenting a dataset by generating artificial images

Foroozandeh, Mehdi January 2020 (has links)
Machine learning applications within medical imaging often suffer from a lack of data, as a consequence of restrictions that hinder the free distribution of patient information. In this project, GANs (generative adversarial networks) are used to generate data synthetically, in an effort to circumvent this issue. The GAN framework PGAN is trained on the brain tumor segmentation dataset BraTS to generate new, synthetic brain tumor masks with the same visual characteristics as the real samples. The image-to-image translation network SPADE is subsequently trained on the image pairs in the real dataset, to learn a transformation from segmentation masks to brain MR images, and is in turn used to map the artificial segmentation masks generated by PGAN to corresponding artificial MR images. The images generated by these networks form a new, synthetic dataset, which is used to augment the original dataset. Different quantities of real and synthetic data are then evaluated in three different brain tumor segmentation tasks, where the image segmentation network U-Net is trained on this data to segment (real) MR images into the classes in question. The final segmentation performance of each training instance is evaluated over test data from the real dataset with the Weighted Dice Loss metric. The results indicate a slight increase in performance across all segmentation tasks evaluated in this project, when including some quantity of synthetic images. However, the differences were largest when the experiments were restricted to using only 20 % of the real data, and less significant when the full dataset was made available. A majority of the generated segmentation masks appear visually convincing to an extent (although somewhat noisy with regards to the intra-tumoral classes), while a relatively large proportion appear heavily noisy and corrupted. However, the translation of segmentation masks to MR images via SPADE proved more reliable and consistent.
89

Understanding, improving, and generalizing generative models

Jolicoeur-Martineau, Alexia 08 1900 (has links)
Les modèles génératifs servent à générer des échantillons d'une loi de probabilité (ex. : du texte, des images, de la musique, des vidéos, des molécules, et beaucoup plus) à partir d'un jeu de données (ex. : une banque d'images, de texte, ou autre). Entrainer des modèles génératifs est une tâche très difficile, mais ces outils ont un très grand potentiel en termes d'applications. Par exemple, dans le futur lointain, on pourrait envisager qu'un modèle puisse générer les épisodes d'une émission de télévision à partir d'un script et de voix générés par d'autres modèles génératifs. Il existe plusieurs types de modèles génératifs. Pour la génération d'images, l'approche la plus fructueuse est sans aucun doute la méthode de réseaux adverses génératifs (GANs). Les GANs apprennent à générer des images par un jeu compétitif entre deux joueurs, le Discriminateur et le Générateur. Le Discriminateur tente de prédire si une image est vraie ou fausse, tandis que le Générateur tente de générer des images plus réalistes en apprenant à faire croire au discriminateur que ces fausses images générées sont vraies. En complétant ce jeu, les GANs arrivent à générer des images presque photo-réalistes. Il est souvent possible pour des êtres humains de distinguer les fausses images (générés par les GANs) des vraies images (ceux venant du jeu de données), mais la tâche devient plus difficile au fur et à mesure que cette technologie s'améliore. Le plus gros défaut des GANs est que les données générées par les GANs manquent souvent de diversité (ex. : les chats au visage aplati sont rares dans la banque d'images, donc les GANs génèrent juste des races de chats plus fréquentes). Ces méthodes souvent aussi souvent très instables. Il y a donc encore beaucoup de chemin à faire avant l'obtention d'images parfaitement photo-réalistes et diverses. De nouvelles méthodes telles que les modèles de diffusion à la base de score semblent produire de meilleurs résultats que les GANs, donc tout n'est pas gagné pour les GANs. C'est pourquoi cette thèse n'est pas concentrée seulement sur les GANs, mais aussi sur les modèles de diffusion. Notez que cette thèse est exclusivement concentrée sur la génération de données continues (ex. : images, musique, vidéos) plutôt que discrètes (ex. : texte), car cette dernière fait usage de méthodes complètement différentes. Le premier objectif de cette thèse est d'étudier les modèles génératifs de façon théorique pour mieux les comprendre. Le deuxième objectif de cette thèse est d'inventer de nouvelles astuces (nouvelles fonctions objectives, régularisations, architectures, etc.) permettant d'améliorer les modèles génératifs. Le troisième objectif est de généraliser ces approches au-delà de leur formulation initiale, pour permettre la découverte de nouveaux liens entre différentes approches. Ma première contribution est de proposer un discriminateur relativiste qui estime la probabilité qu'une donnée réelle, soit plus réaliste qu'une donnée fausse (inventée par un modèle générateur). Les GANs relativistes forment une nouvelle classe de fonctions de perte qui apportent beaucoup de stabilité durant l'entrainement. Ma seconde contribution est de prouver que les GANs relativistes forment une mesure de dissimilarité. Ma troisième contribution est de concevoir une variante adverse au appariement de score pour produire des données de meilleure qualité avec les modèles de diffusion. Ma quatrième contribution est d'améliorer la vitesse de génération des modèles de diffusion par la création d'une méthode numérique de résolution pour équations différentielles stochastiques (SDEs). / Generative models are powerful tools to generate samples (e.g., images, music, text) from an unknown distribution given a finite set of examples. Generative models are hard to train successfully, but they have the potential to revolutionize arts, science, and business. These models can generate samples from various data types (e.g., text, images, audio, videos, 3d). In the future, we can envision generative models being used to create movies or episodes from a TV show given a script (possibly also generated by a generative model). One of the most successful methods for generating images is Generative Adversarial Networks (GANs). This approach consists of a game between two players, the Discriminator and the Generator. The goal of the Discriminator is to classify an image as real or fake, while the Generator attempts to fool the Discriminator into thinking that the fake images it generates are real. Through this game, GANs are able to generate very high-quality samples, such as photo-realistic images. Humans are still generally able to distinguish real images (from the training dataset) from fake images (generated by GANs), but the gap is lessening as GANs become better over time. The biggest weakness of GANs is that they have trouble generating diverse data representative of the full range of the data distribution. Thus, there is still much progress to be made before GANs reach their full potential. New methods performing better than GANs are also appearing. One prime example is score-based diffusion models. This thesis focuses on generative models that seemed promising at the time for continuous data generation: GANs and score-based diffusion models. I seek to improve generative models so that they reach their full potential (Objective 1: Improving) and to understand these approaches better on a theoretical level (Objective 2: Theoretical understanding). I also want to generalize these approaches beyond their original setting (Objective 3: Generalizing), allowing the discovery of new connections between different concepts/fields. My first contribution is to propose using a relativistic discriminator, which estimates the probability that a given real data is more realistic than a randomly sampled fake data. Relativistic GANs form a new class of GAN loss functions that are much more stable with respect to optimization hyperparameters. My second contribution is to take a more rigorous look at relativistic GANs and prove that they are proper statistical divergences. My third contribution is to devise an adversarial variant to denoising score matching, which leads to higher quality data with score-based diffusion models. My fourth contribution is to significantly improve the speed of score-based diffusion models through a carefully devised Stochastic Differential Equation (SDE) solver.
90

Generating Extreme Value Distributions in Finance using Generative Adversarial Networks / Generering av Extremvärdesfördelningar inom Finans med hjälp av Generativa Motstridande Nätverk

Nord-Nilsson, William January 2023 (has links)
This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. The problem with historical models is that the data which is available for very extreme events is limited, and therefore we need a method to interpolate and extrapolate beyond the available range. EVT is a statistical framework that analyzes extreme events in a distribution and allows such interpolation and extrapolation, and GANs are machine-learning techniques that generate synthetic data. The combination of these two areas can generate more realistic stress-testing scenarios to help financial institutions manage potential risks better. The goal of this thesis is to develop a new model that can handle complex dependencies and high-dimensional inputs with different kinds of assets such as stocks, indices, currencies, and commodities and can be used in parallel with traditional risk measurements. The evtGAN algorithm shows promising results and is able to mimic actual distributions, and is also able to extrapolate data outside the available data range. / Detta examensarbete handlar om att utveckla en ny modell för stresstestning av finansiella portföljer med hjälp av extremvärdesteori (EVT) och Generative Adversarial Networks (GAN). Dom modeller för riskhantering som används idag bygger på matematiska eller historiska modeller, som till exempel Value-at-Risk och Expected Shortfall. Problemet med historiska modeller är att det finns begränsat med data för mycket extrema händelser. EVT är däremot en del inom statistisk som analyserar extrema händelser i en fördelning, och GAN är maskininlärningsteknik som genererar syntetisk data. Genom att kombinera dessa två områden kan mer realistiska stresstestscenarier skapas för att hjälpa finansiella institutioner att bättre hantera potentiella risker. Målet med detta examensarbete är att utveckla en ny modell som kan hantera komplexa beroenden i högdimensionell data med olika typer av tillgångar, såsom aktier, index, valutor och råvaror, och som kan användas parallellt med traditionella riskmått. Algoritmen evtGAN visar lovande resultat och kan imitera verkliga fördelningar samt extrapolera data utanför tillgänglig datamängd.

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