Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe. - Szymon Kubiak; Tillman Weyde; Oleksandr Galkin; Daniel Philps; Ram Gopal (CoRR, 2023)

Denoising Diffusion Probabilistic Model for Realistic Financial Correlation Matrices. - Szymon Kubiak; Tillman Weyde; Oleksandr Galkin; Daniel Philps; Ram Gopal (ICAIF, 2024)