Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios
cs.LG, q-fin.CP, q-fin.PM
Submitted: 2026-09-28
Updated: 2026-09-28
Code: https://github.com/xinyangli5579-star/RADAR
Sources
- FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
- Neural Diffusion Models
- Enhancing Stock Movement Prediction with Adversarial Training
- DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
- A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
- Large and Deep Factor Models
- iTransformer: Inverted Transformers Are Effective for Time Series Forecasting
- Fin-R1: A Large Language Model for Financial Reasoning through Reinforcement Learning
- A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction
Related papers
- Polynomial-Augmented Neural Networks (PANNs) with Weak Orthogonality Constraints for Enhanced Function and PDE Approximation
- AIRL-S: Unifying Reinforcement Learning and Search-Based Test-Time Scaling via Adversarial Inverse Reinforcement Learning
- Transformers as Bayesian In-Context Experimenters: Smoothness-Adaptive Efficient ATE Estimation
- Convergence issues in Relational Concept Analysis based on AOC-posets
- Beliefs Beyond Posteriors: The Predictive Cost of ELBO Binding
- Understanding Diffusion Models via Ratio-Based Function Approximation with SignReLU Networks