most citedForecasting VIX using interpretable Kolmogorov-Arnold networks

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing cs.CEShow all

1 paper · 1 filter

cs.CE2025★ 1 cited

Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction

So-Yoon Cho, Jin-Young Kim, Kayoung Ban +2

Probabilistic forecasting is crucial in multivariate financial time-series for constructing efficient portfolios that account for complex cross-sectional dependencies. In this pape…