- Article
Robust Synthetic Data Generation for Sequential Financial Models Using Hybrid Variational Autoencoder–Markov Chain Monte Carlo Architectures
- Francesco Bruni Prenestino,
- Enrico Barbierato and
- Alice Gatti
Generating high-quality synthetic data is essential for advancing machine learning applications in financial time series, where data scarcity and privacy concerns often pose significant challenges. This study proposes a novel hybrid architecture that...

