High-Quality Synthetic Financial Time-Series using a GAN-Diffusion Framework 事件

High-Quality Synthetic Financial Time-Series using a GAN-Diffusion Framework arXiv:2605.27113v1 Announce Type: cross Abstract: In recent years, financial institutions and firms have increasingly adopted synthetic data to address data scarcity and to generate counterfactual market scenarios. However, reproducing all the statistical properties of financial time series, commonly known as stylized facts, remains an open challenge for many existing general-purpose architectures. In this paper, we pr