Preprint
Aug 2026
Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation
Results show that path-dependent McKean-Vlasov control can enrich an interpretable reference model without replacing it and reach a level of performance comparable to flexible generative and historical baselines.
Samer El Boustany, Théo Basseras, Samy Mekkaoui et al.
· 1 citation