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market-generators

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GVourvachakis / TimeCausalVQVAE

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Time-causal financial generative models: refactored TC-VAE baselines with causal VQ/RVQ tokenizers, token priors, S&P500/VIX, Hawkes/SVMHJD, multi-dimensional benchmarks, and path-risk diagnostics.

deep-learning mmd quantitative-finance variational-autoencoder vector-quantization synthetic-data vq-vae sp500 hawkes-process wasserstein-distance autoregressive-models causal-modeling cboe-volatility-index financial-time-series time-series-generation market-generators
  • Updated Jun 22, 2026
  • Python

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