collaborators

1 paper

q-fin.CP2026

Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation

Samer El Boustany, Théo Basseras, Samy Mekkaoui +3

We introduce Deep-MKV-TS, a path-dependent McKean-Vlasov framework for financial scenario generation. The stochastic dynamics are chosen by matching selected path and volatility fe…