Official implementation of 'Distributional Learning of Variational AutoEncoder: Application to Synthetic Data Generation' (DistVAE) with pytorch (NeurIPS 2023 accepted paper).
Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.