Foundations

Stylized Facts

Stylized Facts

Return distribution vs normal, Q-Q plot analysis

Foundations
Fat Tails

Fat Tails & Volatility Clustering

GARCH volatility visualization

Foundations
Model Taxonomy

Generative Model Taxonomy

Model family tree: GAN, VAE, Diffusion, Flows

Foundations

Generative Adversarial Networks

GAN Architecture

GAN Architecture

Generator-Discriminator flow diagram

GANs
GAN Training

GAN Training Dynamics

Loss curves and gradient norms

GANs
Mode Collapse

Mode Collapse

Visualization of GAN failure mode

GANs
WGAN-GP

WGAN with Gradient Penalty

Wasserstein distance over training

GANs
TimeGAN

TimeGAN Architecture

RNN + adversarial components

GANs
Conditional GAN

Conditional GANs

Regime-specific generation

GANs

Variational Autoencoders

VAE Architecture

VAE Architecture

Encoder-Decoder-Latent space

VAEs
ELBO

ELBO Decomposition

Reconstruction vs KL divergence trade-off

VAEs
Latent Space

Latent Space Visualization

2D scatter with market regime clusters

VAEs

Diffusion Models

Forward Diffusion

Forward Diffusion

Noising sequence visualization

Diffusion
Reverse Diffusion

Reverse Diffusion

Denoising score matching

Diffusion
SDE

SDE Formulation

Forward/reverse SDE paths

Diffusion
GBM Diffusion

GBM-Diffusion for Finance

Standard vs GBM-diffusion comparison

Diffusion
Normalizing Flows

Normalizing Flows

Invertible transformation sequence

Diffusion

Private Credit Applications

Loan Simulation

Loan-Level Simulation

Default rate and spread dynamics

Private Credit
J-Curve

Fund J-Curve & NAV

J-curve pattern and NAV evolution

Private Credit
Correlations

Correlation Structure

Normal vs crisis regime heatmaps

Private Credit
Synthetic vs Real

Synthetic vs Real Comparison

Distribution matching analysis

Private Credit

Evaluation & Applications

Evaluation Metrics

Evaluation Metrics

FID, MMD, ACF comparison

Evaluation
Model Comparison

Model Comparison

CWGAN vs TimeGAN vs Diffusion

Evaluation
VaR Stress Test

VaR & Stress Testing

VaR backtesting and scenarios

Applications