Establish the published CorrGAN S&P fidelity results

Establish whether the published S&P fidelity results for CorrGAN can be reproduced by the conditional CorrGAN reimplementation and its associated evaluation procedure.

Background

The paper implements a conditional CorrGAN baseline for comparison with CorrFlow on Taiwan equity correlation matrices. It distinguishes this retrained conditional reimplementation from an author-released legacy CorrGAN checkpoint and reports that the available checks do not reproduce the original published S&P fidelity evaluation. Consequently, reproducing the published S&P results remains unresolved and is relevant for interpreting comparisons between CorrFlow and prior image-based correlation-matrix generators.

References

Reproduction of the published S&P fidelity results by the conditional reimplementation remains unestablished.

— CorrFlow: Exact and Permutation-Equivariant Flow Matching on the Correlation Elliptope  (2610.13606 - Marti, 9 Oct 2026) in Section 3, Baselines, p. 5