Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction

By So-Yoon Cho, Jin-Young Kim, Kayoung Ban, Hyeng Keun Koo, Hyun-Gyoon Kim

Published 2026-03-29

Everscope rating

1645.3

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Diffolio. Problem types: Time Series Forecasting, Portfolio Optimization, Density Estimation, Generative Modeling, Risk Management.

arXiv:2511.07014 · Paper rankings

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