Systematic comparison of deep generative models applied to multivariate financial time series
Fuente:
arXiv
Saved in:
| Main Authors: | Caulfield, Howard, Gleeson, James P. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Quantum generative modeling for financial time series with temporal correlations
by: Dechant, David, et al.
Published: (2025)
by: Dechant, David, et al.
Published: (2025)
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by: Žignić, Lucija, et al.
Published: (2024)
by: Žignić, Lucija, et al.
Published: (2024)
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
by: Gerlach, Richard, et al.
Published: (2025)
by: Gerlach, Richard, et al.
Published: (2025)
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
by: Oliveira, Daniel Cunha, et al.
Published: (2026)
by: Oliveira, Daniel Cunha, et al.
Published: (2026)
Nansde-net: A neural sde framework for generating time series with memory
by: Ozai, Hiromu, et al.
Published: (2026)
by: Ozai, Hiromu, et al.
Published: (2026)
Workplace sustainability or financial resilience? Composite-financial resilience index
by: Daadmehr, Elham
Published: (2024)
by: Daadmehr, Elham
Published: (2024)
Partial multivariate transformer as a tool for cryptocurrencies time series prediction
by: Tokajuk, Andrzej, et al.
Published: (2025)
by: Tokajuk, Andrzej, et al.
Published: (2025)
Strong denoising of financial time-series
by: Feiler, Matthias J.
Published: (2024)
by: Feiler, Matthias J.
Published: (2024)
Dynamical analysis of financial stocks network: improving forecasting using network properties
by: Achitouv, Ixandra
Published: (2024)
by: Achitouv, Ixandra
Published: (2024)
A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)
by: Atsiwo, Abraham
Published: (2025)
Forecast collapse of transformer-based models under squared loss in financial time series
by: Andreoletti, Pierre
Published: (2026)
by: Andreoletti, Pierre
Published: (2026)
MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
by: Huh, Jeonggyu, et al.
Published: (2026)
by: Huh, Jeonggyu, et al.
Published: (2026)
Revisiting Cont's Stylized Facts for Modern Stock Markets
by: Ratliff-Crain, Ethan, et al.
Published: (2023)
by: Ratliff-Crain, Ethan, et al.
Published: (2023)
Nonlinear shifts and dislocations in financial market structure and composition
by: James, Nick, et al.
Published: (2024)
by: James, Nick, et al.
Published: (2024)
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024)
by: Achitouv, Ixandra, et al.
Published: (2024)
Chain-structured neural architecture search for financial time series forecasting
by: Levchenko, Denis, et al.
Published: (2024)
by: Levchenko, Denis, et al.
Published: (2024)
Modelling financial time series with $ϕ^{4}$ quantum field theory
by: Bachtis, Dimitrios, et al.
Published: (2025)
by: Bachtis, Dimitrios, et al.
Published: (2025)
Comparative analysis of financial data differentiation techniques using LSTM neural network
by: Stempień, Dominik, et al.
Published: (2025)
by: Stempień, Dominik, et al.
Published: (2025)
An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)
by: Singh, Shubham
Published: (2024)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)
by: Dumitrescu, Catalin
Published: (2025)
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
by: Brini, Alessio, et al.
Published: (2024)
by: Brini, Alessio, et al.
Published: (2024)
Fees in AMMs: A quantitative study
by: Alexander, Abe, et al.
Published: (2024)
by: Alexander, Abe, et al.
Published: (2024)
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)
by: Liu, Beier, et al.
Published: (2024)
Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by: Ahmad, Wasim, et al.
Published: (2024)
by: Ahmad, Wasim, et al.
Published: (2024)
Stochastic Approaches to Asset Price Analysis
by: Sekatchev, Michael, et al.
Published: (2024)
by: Sekatchev, Michael, et al.
Published: (2024)
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by: Brini, Alessio, et al.
Published: (2024)
by: Brini, Alessio, et al.
Published: (2024)
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)
by: Grab, Colin D.
Published: (2024)
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
by: Łabędzki, Mikołaj
Published: (2025)
by: Łabędzki, Mikołaj
Published: (2025)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)
by: He, Yifan, et al.
Published: (2025)
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)
by: Neupane, Krishna, et al.
Published: (2026)
Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)
by: Cucuringu, Mihai, et al.
Published: (2025)
Deep Bellman Hedging
by: Buehler, Hans, et al.
Published: (2022)
by: Buehler, Hans, et al.
Published: (2022)
Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
by: Ballarin, Giovanni, et al.
Published: (2025)
by: Ballarin, Giovanni, et al.
Published: (2025)
A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
by: Jha, Amit Kumar
Published: (2025)
by: Jha, Amit Kumar
Published: (2025)
Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by: Heßler, Martin, et al.
Published: (2023)
by: Heßler, Martin, et al.
Published: (2023)
Price predictability at ultra-high frequency: Entropy-based randomness test
by: Shternshis, Andrey, et al.
Published: (2023)
by: Shternshis, Andrey, et al.
Published: (2023)
Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)
by: Jasra, Ajay, et al.
Published: (2024)
Detecting data-driven robust statistical arbitrage strategies with deep neural networks
by: Neufeld, Ariel, et al.
Published: (2022)
by: Neufeld, Ariel, et al.
Published: (2022)
MambaStock: Selective state space model for stock prediction
by: Shi, Zhuangwei
Published: (2024)
by: Shi, Zhuangwei
Published: (2024)
Similar Items
-
Quantum generative modeling for financial time series with temporal correlations
by: Dechant, David, et al.
Published: (2025) -
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by: Žignić, Lucija, et al.
Published: (2024) -
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
by: Gerlach, Richard, et al.
Published: (2025) -
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
by: Oliveira, Daniel Cunha, et al.
Published: (2026) -
Nansde-net: A neural sde framework for generating time series with memory
by: Ozai, Hiromu, et al.
Published: (2026)