Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Minshuo, Xu, Renyuan, Xu, Yumin, Zhang, Ruixun |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026)
by: Bloch, Daniel
Published: (2026)
Model-free Analysis of Dynamic Trading Strategies
by: Ananova, Anna, et al.
Published: (2020)
by: Ananova, Anna, et al.
Published: (2020)
Enhancing a Risk Model by Adding Transient Statistical Factors
by: Tzikas, Alexandros E., et al.
Published: (2026)
by: Tzikas, Alexandros E., et al.
Published: (2026)
Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)
by: Zhang, Duo, et al.
Published: (2025)
Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)
Large and Deep Factor Models
by: Kelly, Bryan, et al.
Published: (2024)
by: Kelly, Bryan, et al.
Published: (2024)
Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
by: Bloch, Daniel
Published: (2026)
by: Bloch, Daniel
Published: (2026)
Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)
by: Bodnar, Taras, et al.
Published: (2024)
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)
by: Chen, Yuling Max, et al.
Published: (2025)
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by: Gopal, Achintya
Published: (2024)
by: Gopal, Achintya
Published: (2024)
Generalized Distribution Prediction for Asset Returns
by: Pétursson, Ísak, et al.
Published: (2024)
by: Pétursson, Ísak, et al.
Published: (2024)
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
by: Duan, Yitong, et al.
Published: (2025)
by: Duan, Yitong, et al.
Published: (2025)
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)
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)
by: Liu, Chang
Published: (2023)
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Schroers, Dennis
Published: (2024)
by: Schroers, Dennis
Published: (2024)
Regression and Forecasting of U.S. Stock Returns Based on LSTM
by: Zhou, Shicheng, et al.
Published: (2025)
by: Zhou, Shicheng, et al.
Published: (2025)
Combined Mutiplicative-Heston Model for Stochastic Volatility
by: Moghaddam, M. Dashti, et al.
Published: (2018)
by: Moghaddam, M. Dashti, et al.
Published: (2018)
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)
by: Brugière, Pierre, et al.
Published: (2025)
DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
by: Gao, Yuan, et al.
Published: (2024)
by: Gao, Yuan, et al.
Published: (2024)
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
by: Gao, Zhaoxing
Published: (2024)
by: Gao, Zhaoxing
Published: (2024)
From Index to Equity: Pre-Training Transformers for Stock Return Prediction
by: Coolsaet, Marie Soehl, et al.
Published: (2026)
by: Coolsaet, Marie Soehl, et al.
Published: (2026)
Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange
by: Lim, Brian Godwin, et al.
Published: (2025)
by: Lim, Brian Godwin, et al.
Published: (2025)
Schrödinger bridge for generative AI: Soft-constrained formulation and convergence analysis
by: Ma, Jin, et al.
Published: (2025)
by: Ma, Jin, et al.
Published: (2025)
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)
by: Våle, Oskar, et al.
Published: (2026)
High-Dimensional Learning in Finance
by: Fallahgoul, Hasan
Published: (2025)
by: Fallahgoul, Hasan
Published: (2025)
Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
by: Chang, Minkey, et al.
Published: (2026)
by: Chang, Minkey, et al.
Published: (2026)
Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)
by: Angelini, Daniele, et al.
Published: (2024)
Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
by: Lee, Hyunwoo, et al.
Published: (2025)
by: Lee, Hyunwoo, 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)
A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
by: Enkhbayar, Tsogt-Ochir
Published: (2024)
by: Enkhbayar, Tsogt-Ochir
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)
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
by: Wu, Fan, et al.
Published: (2026)
by: Wu, Fan, et al.
Published: (2026)
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)
by: Kim, Namhyoung, et al.
Published: (2026)
On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors
by: Dong, Xinshuai, et al.
Published: (2023)
by: Dong, Xinshuai, et al.
Published: (2023)
Federated Diffusion Modeling with Differential Privacy for Tabular Data Synthesis
by: Sattarov, Timur, et al.
Published: (2024)
by: Sattarov, Timur, et al.
Published: (2024)
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)
Similar Items
-
Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026) -
Model-free Analysis of Dynamic Trading Strategies
by: Ananova, Anna, et al.
Published: (2020) -
Enhancing a Risk Model by Adding Transient Statistical Factors
by: Tzikas, Alexandros E., et al.
Published: (2026) -
Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025) -
Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)