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AI × ECON · PAPER RECORDSOURCE-VERIFIED ABSTRACT

InterDiff: Synthesizing Financial Time Series with Inter-Stock Correlations via Classifier-Free Guided Diffusion

Hou-Wan Long · Zhoufei Tang · Jianhui Zhang · Zhuoyang Zhan · Tao Lu · Xiaoquan Michael Zhang

Joint European Conference on Machine Learning and Knowledge Discovery in Databases

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ORIGINAL ABSTRACT

Abstract

SOURCE-VERIFIED ABSTRACT

Stock prediction is hindered by data scarcity, and although existing data augmentation techniques have made significant strides, they often overlook the dynamic inter-stock interactions crucial for robust modeling. To address these challenges, we propose InterDiff, a...