Papers › FinDiff: Diffusion Models for Financial Tabular Data Generation

FinDiff: Diffusion Models for Financial Tabular Data Generation

4 Sep 2023arXiv:2309.01472archive 2025-07-28

Timur Sattarov, Marco Schreyer, Damian Borth

The sharing of microdata, such as fund holdings and derivative instruments, by regulatory institutions presents a unique challenge due to strict data confidentiality and privacy regulations. These challenges often hinder the ability of both academics and practitioners to conduct collaborative research effectively. The emergence of generative models, particularly diffusion models, capable of synthesizing data mimicking the underlying distributions of real-world data presents a compelling solution. This work introduces 'FinDiff', a diffusion model designed to generate real-world financial tabular data for a variety of regulatory downstream tasks, for example economic scenario modeling, stress tests, and fraud detection. The model uses embedding encodings to model mixed modality financial data, comprising both categorical and numeric attributes. The performance of FinDiff in generating synthetic tabular financial data is evaluated against state-of-the-art baseline models using three real-world financial datasets (including two publicly available datasets and one proprietary dataset). Empirical results demonstrate that FinDiff excels in generating synthetic tabular financial data with high fidelity, privacy, and utility.

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sattarov/FinDiff officialpytorch report

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Fraud DetectionSynthetic Data GenerationTabular Data Generation

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Diffusion

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