Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization

By Xuefeng Gao, Mengying He, Xuedong He, Jiale Zha

Published 2026-06-03

Everscope rating

1677.7

Relevance to quantitative trading

10 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Factor-Based Conditional Diffusion Model with DiT Architecture. Problem types: Portfolio Optimization, Generative Modeling, Density Estimation, Risk Management, Optimization, Contextual Stochastic Optimization.

arXiv:2509.22088 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.