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

Long et al. "InterDiff: Synthesizing Financial Time Series with Inter-Stock Correlations via Classifier-Free Guided Diffusion." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2025. doi:10.1007/978-3-032-06118-8_13

[Long et al. "InterDiff: Synthesizing Financial Time Series with Inter-Stock Correlations via Classifier-Free Guided Diffusion." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2025.](https://mlanthology.org/ecmlpkdd/2025/long2025ecmlpkdd-interdiff/) doi:10.1007/978-3-032-06118-8_13

@inproceedings{long2025ecmlpkdd-interdiff,
  title     = {{InterDiff: Synthesizing Financial Time Series with Inter-Stock Correlations via Classifier-Free Guided Diffusion}},
  author    = {Long, Hou-Wan and Tang, Zhoufei and Zhang, Jianhui and Zhan, Zhuoyang and Lu, Tao and Zhang, Xiaoquan Michael},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2025},
  pages     = {212-229},
  doi       = {10.1007/978-3-032-06118-8_13},
  url       = {https://mlanthology.org/ecmlpkdd/2025/long2025ecmlpkdd-interdiff/}
}