Beyond Visual Realism: Toward Reliable Financial Time Series Generation
Fuente:
arXiv
Saved in:
| Main Authors: | Zhang, Fan, Luo, Jiabin, Zhang, Zheng, Huang, Shuanghong, Liu, Zhipeng, Chen, Yu |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
by: Liu, Shun, et al.
Published: (2023)
by: Liu, Shun, et al.
Published: (2023)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025)
by: Zhang, Xu, et al.
Published: (2025)
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by: Bester, Tristan, et al.
Published: (2024)
by: Bester, Tristan, et al.
Published: (2024)
Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)
by: Dolphin, Rian, et al.
Published: (2024)
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)
by: Alouadi, Alexandre, et al.
Published: (2026)
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)
by: Wu, Yurui, et al.
Published: (2026)
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by: Ding, Xueying, et al.
Published: (2025)
by: Ding, Xueying, et al.
Published: (2025)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)
by: Luo, Junliang, et al.
Published: (2024)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by: Lazanas, Alexis, et al.
Published: (2026)
by: Lazanas, Alexis, et al.
Published: (2026)
Advanced Financial Fraud Detection Using GNN-CL Model
by: Cheng, Yu, et al.
Published: (2024)
by: Cheng, Yu, et al.
Published: (2024)
"It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction
by: Selitskiy, Stanislav
Published: (2025)
by: Selitskiy, Stanislav
Published: (2025)
CTBench: Cryptocurrency Time Series Generation Benchmark
by: Ang, Yihao, et al.
Published: (2025)
by: Ang, Yihao, et al.
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)
ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets
by: Suárez-Cetrulo, Andrés L., et al.
Published: (2025)
by: Suárez-Cetrulo, Andrés L., et al.
Published: (2025)
Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
by: Tondapu, Narayan
Published: (2024)
by: Tondapu, Narayan
Published: (2024)
Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)
by: Shi, Yu, et al.
Published: (2025)
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)
by: Chen, Minshuo, et al.
Published: (2025)
Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by: Omranpour, Soroush, et al.
Published: (2024)
by: Omranpour, Soroush, et al.
Published: (2024)
Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
by: Hu, Zhuohuan, et al.
Published: (2024)
by: Hu, Zhuohuan, et al.
Published: (2024)
A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
by: Pei, Zhiyuan, et al.
Published: (2024)
by: Pei, Zhiyuan, et al.
Published: (2024)
Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
by: Huang, Chengyue, et al.
Published: (2024)
by: Huang, Chengyue, et al.
Published: (2024)
PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction
by: Liang, Bohan, et al.
Published: (2025)
by: Liang, Bohan, et al.
Published: (2025)
Representation Learning for Regime detection in Block Hierarchical Financial Markets
by: Orton, Alexa, et al.
Published: (2024)
by: Orton, Alexa, et al.
Published: (2024)
Graph Neural Networks for Financial Fraud Detection: A Review
by: Cheng, Dawei, et al.
Published: (2024)
by: Cheng, Dawei, et al.
Published: (2024)
Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting
by: Alruqimi, Mohammed, et al.
Published: (2025)
by: Alruqimi, Mohammed, et al.
Published: (2025)
A K-means Algorithm for Financial Market Risk Forecasting
by: Xu, Jinxin, et al.
Published: (2024)
by: Xu, Jinxin, et al.
Published: (2024)
Volatility Forecasting in Global Financial Markets Using TimeMixer
by: Li, Alex
Published: (2024)
by: Li, Alex
Published: (2024)
Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)
by: Yang, Kun, et al.
Published: (2025)
Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
by: Mukeri, Amir, et al.
Published: (2020)
by: Mukeri, Amir, et al.
Published: (2020)
Explainable Federated Learning for U.S. State-Level Financial Distress Modeling
by: Carta, Lorenzo, et al.
Published: (2025)
by: Carta, Lorenzo, et al.
Published: (2025)
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)
by: Saidd, Nabeel Ahmad
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)
Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting
by: Deep, Akash, et al.
Published: (2026)
by: Deep, Akash, et al.
Published: (2026)
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
by: Gurgul, Vincent, et al.
Published: (2023)
by: Gurgul, Vincent, et al.
Published: (2023)
Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by: Peik, Arash, et al.
Published: (2024)
by: Peik, Arash, et al.
Published: (2024)
When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
by: Ma, Rui
Published: (2026)
by: Ma, Rui
Published: (2026)
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index
by: Ataei, Masoud
Published: (2025)
by: Ataei, Masoud
Published: (2025)
Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations
by: Nguyen, Linh, et al.
Published: (2025)
by: Nguyen, Linh, et al.
Published: (2025)
Similar Items
-
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
by: Liu, Shun, et al.
Published: (2023) -
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025) -
Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025) -
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by: Bester, Tristan, et al.
Published: (2024) -
Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)