arxivcs.LGcs.AIq-fin.RM2026-07-12
Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Models
Shuning Zhao, Patrick Wong, Leran Zhang, Xiaolin Hu
Deep generative models are increasingly used as simulators for downstream decision-making under data scarcity, but in risk-sensitive applications their usefulness depends on rare adverse scenarios rather than typical samples. Standard generative objectives prioritize bulk distrib…