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cs.LG2026
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
Alexandre Alouadi, Grégoire Loeper, Célian Marsala +2
We study the problem of generating synthetic time series that reproduce both marginal distributions and temporal dynamics, a central challenge in financial machine learning. Existi…
cs.LG2026
LightSBB-M: Bridging Schrödinger and Bass for Generative Diffusion Modeling
Alexandre Alouadi, Pierre Henry-Labordère, Grégoire Loeper +3
The Schrodinger Bridge and Bass (SBB) formulation, which jointly controls drift and volatility, is an established extension of the classical Schrodinger Bridge (SB). Building on th…
cs.LG2025
Robust time series generation via Schrödinger Bridge: a comprehensive evaluation
Alexandre Alouadi, Baptiste Barreau, Laurent Carlier +1
We investigate the generative capabilities of the Schrödinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpo…