Generate a list of synthetic return paths using stochastic volatility models with randomized parameters.

Source: R/simulations_models.R

This function produces a collection of synthetic return series, each simulated with randomized parameters for drift, volatility, jump characteristics, and regime-switching behavior. Useful for pretraining models or scenario testing.

generate_diverse_sv_paths(
  n_paths = 10000,
  horizon = 252 * 5,
  frequency = "daily",
  jump_type = "mixed",
  include_regime_switching = TRUE,
  random_seed = NULL
)

Arguments

n_paths

Number of return paths to generate.

horizon

Length of each return path in trading days.

frequency

Frequency of the data (e.g., "daily").

jump_type

Type of jump size distribution: "normal", "log_normal", "exponential", or "mixed".

include_regime_switching

Logical; whether to include Markov regime switching.

random_seed

Optional seed for reproducibility.

Value

A list of class `diverse_sv_paths` containing: - `paths`: A list of numeric vectors (returns) - `parameters`: The parameter sets used to generate each path - `horizon`: The path length - `frequency`: The data frequency - `n_paths`: Number of paths - `generation_date`: Timestamp of generation