Learning to Simulate from Heavy-Tailed Distribution via Diffusion Model

Published in Operations Research, 2026

This paper develops a diffusion model-based approach for learning to simulate from heavy-tailed distributions. The method is particularly useful for applications in finance and risk management where heavy-tailed distributions are prevalent.

Authors: Tingyu Zhu, Haoyu Liu, Nanshan Jia, Jinghai He, Zeyu Zheng (*co-first author)