time-series-generation
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.
[official] PyTorch implementation of TimeVQVAE from the paper ["Vector Quantized Time Series Generation with a Bidirectional Prior Model", AISTATS 2023]
