Using generative adversarial networks to synthesize artificial financial datasets
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Abstract (arXiv)
Generative Adversarial Networks (GANs) became very popular for generation of realistically looking images. In this paper, we propose to use GANs to synthesize artificial financial data for research and benchmarking purposes. We test this approach on three American Express datasets, and show that properly trained GANs can replicate these datasets with high fidelity. For our experiments, we define a novel type of GAN, and suggest methods for data preprocessing that allow good training and testing performance of GANs. We also discuss methods for evaluating the quality of generated data, and their comparison with the original real data.
Key facts. Cited by 10 papers in the map (data through 13 Oct 2026). First posted on arXiv 6 Feb 2020.
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Citing papers per year: 2021: 5; 2022: 0; 2023: 1; 2024: 1; 2025: 3.
10 papers.
- 2021Towards Realistic Market Simulations: a Generative Adversarial Networks Approachcited by 29
- 2021A review of Generative Adversarial Networks (GANs) and its applications in a wide variety of disciplines -- From Medical to Remote Sensingcited by 13
- 2024Time-Causal VAE: Robust Financial Time Series Generatorcited by 8
- 2025New Money: A Systematic Review of Synthetic Data Generation for Financecited by 5
- 2025Diffusion Transformers for Tabular Data Time Series Generationcited by 4
- 2021Convergence of GANs Training: A Game and Stochastic Control Methodologycited by 2
- 2025Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluationcited by 2
- 2023Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Managementcited by 1
- 2021Wasserstein GAN: Deep Generation applied on Bitcoins financial time seriescited by 0
- 2021Modelling and simulating spatial extremes by combining extreme value theory with generative adversarial networkscited by 0
- 2025New Money: A Systematic Review of Synthetic Data Generation for Finance30 Oct 2025
- 2025Diffusion Transformers for Tabular Data Time Series Generation10 Apr 2025
- 2025Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation24 Feb 2025
- 2024Time-Causal VAE: Robust Financial Time Series Generator5 Nov 2024
- 2023Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management23 Jul 2023
- 2021Convergence of GANs Training: A Game and Stochastic Control Methodology1 Dec 2021
- 2021Modelling and simulating spatial extremes by combining extreme value theory with generative adversarial networks30 Oct 2021
- 2021Towards Realistic Market Simulations: a Generative Adversarial Networks Approach25 Oct 2021
- 2021A review of Generative Adversarial Networks (GANs) and its applications in a wide variety of disciplines -- From Medical to Remote Sensing1 Oct 2021
- 2021Wasserstein GAN: Deep Generation applied on Bitcoins financial time series13 Jul 2021