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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0.3%0.5%0.8%0.1% · May 202619922001200920172026
1 result for “Diffusion-Copula”
Probabilistic Multivariate Time Series Forecasting with Diffusion Copulasstat.ML

Improved forecasting of financial risk using Diffusion-Copula framework.

problem Capturing complex, asymmetric dependence structures in financial markets.
method Explicitly decouples marginal distribution learning from dependence structure using Mixture Density Networks and Classification-Diffusion Copula.
result Superior performance in forecasting systemic extremes of marginal and joint events.
Diffusion-CopulaFinancial RiskHeavy-tailed DynamicsMarket CrashesSystemic Extremes
2026-05-19abs ↗pdf ↗