Diffolio: A diffusion model for multivariate probabilistic financial time-series forecasting and portfolio construction

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Authors: So-Yoon Cho, Jin-Young Kim, Jin‐Young Kim, Kayoung Ban, Hyun‐Gyoon Kim, Hyun‐Gyoon Kim
Cited by: 1
References: 24

Fields of Study & Subjects

Stock Market Forecasting Methods Complex Systems and Time Series Analysis Machine Learning in Healthcare

Publication details

Journal / source
Information Fusion
Publisher
Elsevier BV
Volume
133
Pages
104286–104286
Publication date
7 March 2026
Language
EN