Bighead's Algorithm Notes

Jun 3, 2026 · Artificial Intelligence

TF-CoDiT: A New Approach to Synthesizing Treasury Futures Data

TF-CoDiT introduces a diffusion‑Transformer framework that converts multi‑channel treasury futures time series into discrete wavelet coefficients, encodes cross‑channel dependencies with a U‑shaped VAE, conditions generation on a structured FinMAP prompt, and achieves state‑of‑the‑art MSE and MAE scores across multiple contracts and horizons.