Saved in:
| Main Authors: | Feng, Qi, Lin, Guang, Matlia, Purav, Serdarevic, Denny |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.08606 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Feynman-Kac Derivatives Pricing on the Full Forward Curve
by: Mott, Kevin
Published: (2026)
by: Mott, Kevin
Published: (2026)
Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
by: Di Wang, Albert, et al.
Published: (2025)
by: Di Wang, Albert, et al.
Published: (2025)
Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by: Zafeiriou, Theodoros, et al.
Published: (2024)
by: Zafeiriou, Theodoros, et al.
Published: (2024)
Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by: Estornell, Andrew, et al.
Published: (2024)
by: Estornell, Andrew, et al.
Published: (2024)
Fast and General Simulation of Lévy-driven Ornstein Uhlenbeck processes for Energy Derivatives
by: Baviera, Roberto, et al.
Published: (2024)
by: Baviera, Roberto, et al.
Published: (2024)
Quantformer: from attention to profit with a quantitative transformer trading strategy
by: Zhang, Zhaofeng, et al.
Published: (2024)
by: Zhang, Zhaofeng, et al.
Published: (2024)
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by: Handal, Rushikesh, et al.
Published: (2024)
by: Handal, Rushikesh, et al.
Published: (2024)
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)
by: Lalor, Luca, et al.
Published: (2025)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)
by: Zhang, Wenxuan, et al.
Published: (2026)
The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
by: Caillaut, Gaëtan, et al.
Published: (2025)
by: Caillaut, Gaëtan, et al.
Published: (2025)
A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
by: Nie, Yuqi, et al.
Published: (2024)
by: Nie, Yuqi, et al.
Published: (2024)
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by: Cao, Yupeng, et al.
Published: (2024)
by: Cao, Yupeng, et al.
Published: (2024)
SPX-VIX Risk Computations Via Perturbed Optimal Transport
by: Che, Charlie, et al.
Published: (2026)
by: Che, Charlie, et al.
Published: (2026)
Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models
by: Koptev, Pavel, et al.
Published: (2026)
by: Koptev, Pavel, et al.
Published: (2026)
Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
by: Tu, Yun-Feng, et al.
Published: (2025)
by: Tu, Yun-Feng, et al.
Published: (2025)
Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Loève expansions
by: Choi, Jaehyuk
Published: (2024)
by: Choi, Jaehyuk
Published: (2024)
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)
by: Yi, Mingxuan, et al.
Published: (2026)
RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?
by: Dai, Yuyang, et al.
Published: (2026)
by: Dai, Yuyang, et al.
Published: (2026)
Data-Efficient Model for Psychological Resilience Prediction based on Neurological Data
by: Zhang, Zhi, et al.
Published: (2025)
by: Zhang, Zhi, et al.
Published: (2025)
An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)
by: Singh, Shubham
Published: (2024)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
by: Stedman, Mark, et al.
Published: (2024)
by: Stedman, Mark, et al.
Published: (2024)
Detecting data-driven robust statistical arbitrage strategies with deep neural networks
by: Neufeld, Ariel, et al.
Published: (2022)
by: Neufeld, Ariel, et al.
Published: (2022)
Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
by: Li, Jingyuan, et al.
Published: (2025)
by: Li, Jingyuan, et al.
Published: (2025)
CausalStock: Deep End-to-end Causal Discovery for News-driven Stock Movement Prediction
by: Li, Shuqi, et al.
Published: (2024)
by: Li, Shuqi, et al.
Published: (2024)
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
by: Halperin, I., et al.
Published: (2025)
by: Halperin, I., et al.
Published: (2025)
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)
by: Mohanty, Hardhik, et al.
Published: (2025)
Forecasting implied volatility surface with generative diffusion models
by: Jin, Chen, et al.
Published: (2025)
by: Jin, Chen, et al.
Published: (2025)
Simulation of square-root processes made simple: applications to the Heston model
by: Jaber, Eduardo Abi
Published: (2024)
by: Jaber, Eduardo Abi
Published: (2024)
On the Hull-White model with volatility smile for Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2024)
by: van der Zwaard, T., et al.
Published: (2024)
Watanabe's expansion: A Solution for the convexity conundrum
by: García-Lorite, David, et al.
Published: (2024)
by: García-Lorite, David, et al.
Published: (2024)
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by: Zaugg, Nicola F., et al.
Published: (2024)
by: Zaugg, Nicola F., et al.
Published: (2024)
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
by: Peng, Yunfei, et al.
Published: (2024)
by: Peng, Yunfei, et al.
Published: (2024)
Computing the SSR
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by: Jaber, Eduardo Abi, et al.
Published: (2022)
by: Jaber, Eduardo Abi, et al.
Published: (2022)
Reconciling rough volatility with jumps
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Swing contract pricing: with and without Neural Networks
by: Lemaire, Vincent, et al.
Published: (2023)
by: Lemaire, Vincent, et al.
Published: (2023)
Boundary conditions at infinity for Black-Scholes equations
by: Tsuzuki, Yukihiro
Published: (2024)
by: Tsuzuki, Yukihiro
Published: (2024)
Similar Items
-
Feynman-Kac Derivatives Pricing on the Full Forward Curve
by: Mott, Kevin
Published: (2026) -
Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
by: Di Wang, Albert, et al.
Published: (2025) -
Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by: Zafeiriou, Theodoros, et al.
Published: (2024) -
Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by: Estornell, Andrew, et al.
Published: (2024) -
Fast and General Simulation of Lévy-driven Ornstein Uhlenbeck processes for Energy Derivatives
by: Baviera, Roberto, et al.
Published: (2024)