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Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
87/87 checkable references clean · checked 2026-08-27
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The 87 checked references that resolve
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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A Review on Generative Adversarial Networks: Algorithms, Theory, and Applications
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Convergence Analysis of Probability Flow ODE for Score-Based Generative Models
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A generative model of a limit order book using recurrent neural networks
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Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
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Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
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