Conceptio › Archive › arXiv (All)
arXiv (All) open access

Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios

Koa, Kelvin J. L. et al.
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
computational-financeportfolio-management
In this work, we study portfolio optimization under the stochastic discount factor (SDF) framework by learning market state representations that capture the underlying risk structures of financial data. This is challenging due to several factors: financial markets exhibit non-stationary dynamics wit
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 1129687
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive