A Financial Time Series Denoiser Based on Diffusion Model
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- Magnus Wiese & Robert Knobloch & Ralf Korn & Peter Kretschmer, 2020. "Quant GANs: deep generation of financial time series," Quantitative Finance, Taylor & Francis Journals, vol. 20(9), pages 1419-1440, September.
- Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding, 2024. "DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation," Papers 2402.06656, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ETS-2024-10-07 (Econometric Time Series)
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