Constrained Tabular Diffusion for Finance

Abstract

Generative models in finance face the dual challenge of producing realistic data while satisfying strict regulatory and economic objectives, a requirement that standard tabular diffusion models cannot provide. To address this difficulty, we introduce Constrained Tabular Diffusion for Finance (CTDF), a novel integration of sampling-time feasibility operations with mixed-type tabular diffusion in financial applications. By incorporating a training-free feasibility operator into the reverse-diffusion sampling loop, CTDF enforces hard constraints for applications such as simulation, legal compliance, and extrapolation. Extensive experiments on large-scale financial datasets demonstrate zero constraint violations and improvement in scarce data utility. CTDF establishes a robust method for generating trustworthy and compliant synthetic data, opening new avenues for rigorous generative modeling and analysis in the financial domain.