CL
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Charles-Albert Lehalle
Sep 2026 • linkedin
Post excerpt
Happy to announce that our paper "Synthetic data for portfolios: a throw of the dice will never abolish chance" with Adil Rengim Cetingoz is now published in Quantitative Finance. In this paper we disclose the pitfalls of GenAI for portfolio construction, and make some proposals to counter them. If you plan to generate time series with your favorite transformer or diffusion model, read this paper before or your generated data will be useless to fine tune the hyper parameters of your portfolio! Easter egg in the ti…
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