Deep-MKV-TS: Path-Dependent McKean–Vlasov Control for Financial Time Series Generation

By Samer El Boustany, Théo Basseras, Samy Mekkaoui, Alexandre Alouadi, Yadh Hafsi, Huyên Pham

Published 2026-08-19

Everscope rating

1653.4

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Deep-MKV-TS (Path-Dependent McKean–Vlasov Control). Problem types: Generative Modeling, Time Series Forecasting, Risk Management, Optimization, Density Estimation, Portfolio Optimization.

arXiv:2608.19394 · Paper rankings

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