3 papers
cs.LG2026
One-Sided Quantile Coupling for Flow Matching
Jin-Young Kim, So-Yoon Cho, Hyun-Gyoon Kim
Flow Matching trains continuous-time generative models by regressing the velocity field of a probability path between a simple source distribution and a target data distribution. T…
cs.CE2026
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…
cs.LG2025
Forecasting VIX using interpretable Kolmogorov-Arnold networks
So-Yoon Cho, Sungchul Lee, Hyun-Gyoon Kim
This paper presents the use of Kolmogorov-Arnold Networks (KANs) for forecasting the CBOE Volatility Index (VIX). Unlike traditional MLP-based neural networks that are often critic…