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Trajectories generation with TimeGAN for modeling anomalous diffusion in financial markets

Rubén V. Arévalo,J. A. Conejero,Alfred Peris

2026 · DOI: 10.1007/s40314-026-03645-0
Computational and Applied Mathematics · 0 Citations

TLDR

These findings highlight the potential of synthetic data for training models in markets with limited historical records, offering a scalable approach to financial simulations, however, limitations in replicating volatility underscore the need for refined generative techniques to fully capture complex market dynamics.