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We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial networks (GANs). Our Stock-GAN model employs a conditional Wasserstein GAN to capture history dependence of orders. The generator design includes specially crafted aspects including components that approximate the market's auction mechanism, augmenting the order history with order-book constructions to improve the generation task. We perform an ablation study to verify the usefulness of aspects of our network structure. We provide a mathematical characterization of distribution learned by the generator. We also propose statistics to measure the quality of generated orders. We test our approach with synthetic and actual market data, compare to many baseline generative models, and find the generated data to be close to real data.
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This content will become publicly available on November 4, 2025
High-Fidelity Cellular Network Control-Plane Traffic Generation without Domain Knowledge
With rapid evolution of mobile core network (MCN) architectures, large-scale control-plane traffic (CPT) traces are critical to studying MCN design and performance optimization by the R&D community. The prior-art control-plane traffic generator SMM heavily relies on domain knowledge which requires re-design as the domain evolves. In this work, we study the feasibility of developing a high-fidelity MCN control plane traffic generator by leveraging generative ML models. We identify key challenges in synthesizing high-fidelity CPT including generic (to data-plane) requirements such as multimodality feature relationships and unique requirements such as stateful semantics and long-term (time-of-day) data variations. We show state-of-the-art, generative adversarial network (GAN)-based approaches shown to work well for data-plane traffic cannot meet these fidelity requirements of CPT, and develop a transformer-based model, CPT-GPT, that accurately captures complex dependencies among the samples in each traffic stream (control events by the same UE) without the need for GAN. Our evaluation of CPT-GPT on a large-scale control-plane traffic trace shows that (1) it does not rely on domain knowledge yet synthesizes control-plane traffic with comparable fidelity as SMM; (2) compared to the prior-art GAN-based approach, it reduces the fraction of streams that violate stateful semantics by two orders of magnitude, the max y-distance of sojourn time distributions of streams by 16.0%, and the transfer learning time in deriving new hourly models by 3.36×.
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- Award ID(s):
- 2312834
- PAR ID:
- 10616436
- Publisher / Repository:
- ACM
- Date Published:
- ISBN:
- 9798400705922
- Page Range / eLocation ID:
- 530 to 544
- Subject(s) / Keyword(s):
- 4G/5G mobile core network control plane traffic modeling and synthesis
- Format(s):
- Medium: X
- Location:
- Madrid Spain
- Sponsoring Org:
- National Science Foundation
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