Saved in:
| Main Authors: | Malandain, Kieran A., Kalici, Selim, Chakhoyan, Hakob |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2512.07162 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Deep Neural Operator Learning for Probabilistic Models
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints
by: Manzi, Pablo Rodriguez
Published: (2026)
by: Manzi, Pablo Rodriguez
Published: (2026)
Stock Volatility Prediction using Time Series and Deep Learning Approach
by: Chatterjee, Ananda, et al.
Published: (2022)
by: Chatterjee, Ananda, et al.
Published: (2022)
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by: Xu, Zeda, et al.
Published: (2024)
by: Xu, Zeda, et al.
Published: (2024)
Physics-Informed Deep Learning Model for Line-integral Diagnostics Across Fusion Devices
by: Wang, Cong, et al.
Published: (2024)
by: Wang, Cong, et al.
Published: (2024)
Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
by: Zhao, Lei, et al.
Published: (2025)
by: Zhao, Lei, et al.
Published: (2025)
Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models
by: Wu, Yuntao, et al.
Published: (2024)
by: Wu, Yuntao, et al.
Published: (2024)
The Enhanced Physics-Informed Kolmogorov-Arnold Networks: Applications of Newton's Laws in Financial Deep Reinforcement Learning (RL) Algorithms
by: Thoi, Trang, et al.
Published: (2026)
by: Thoi, Trang, et al.
Published: (2026)
COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
by: Wang, Zian, et al.
Published: (2024)
by: Wang, Zian, et al.
Published: (2024)
Derivative-enhanced Deep Operator Network
by: Qiu, Yuan, et al.
Published: (2024)
by: Qiu, Yuan, et al.
Published: (2024)
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
by: François, Pascal, et al.
Published: (2024)
by: François, Pascal, et al.
Published: (2024)
Enhancing Multiscale Simulations with Constitutive Relations-Aware Deep Operator Networks
by: Eivazi, Hamidreza, et al.
Published: (2024)
by: Eivazi, Hamidreza, et al.
Published: (2024)
DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
by: Moreno-Pino, Fernando, et al.
Published: (2022)
by: Moreno-Pino, Fernando, et al.
Published: (2022)
Enhancing Black-Scholes Delta Hedging via Deep Learning
by: Qiao, Chunhui, et al.
Published: (2024)
by: Qiao, Chunhui, et al.
Published: (2024)
Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
by: Montazeri, Sina, et al.
Published: (2024)
by: Montazeri, Sina, et al.
Published: (2024)
Large and Deep Factor Models
by: Kelly, Bryan, et al.
Published: (2024)
by: Kelly, Bryan, et al.
Published: (2024)
Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
by: Gnabeyeu, Emmanuel, et al.
Published: (2024)
by: Gnabeyeu, Emmanuel, et al.
Published: (2024)
Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis
by: Galimberti, Luca, et al.
Published: (2022)
by: Galimberti, Luca, et al.
Published: (2022)
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Deep Reinforcement Learning for Modelling Protein Complexes
by: Gao, Ziqi, et al.
Published: (2024)
by: Gao, Ziqi, et al.
Published: (2024)
Physics-Informed Geometric Operators to Support Surrogate, Dimension Reduction and Generative Models for Engineering Design
by: Khan, Shahroz, et al.
Published: (2024)
by: Khan, Shahroz, et al.
Published: (2024)
Finance-Informed Neural Network: Learning the Geometry of Option Pricing
by: Aboussalah, Amine M., et al.
Published: (2024)
by: Aboussalah, Amine M., et al.
Published: (2024)
Physics-Informed Deep Contrast Source Inversion: A Unified Framework for Inverse Scattering Problems
by: Sun, Haoran, et al.
Published: (2025)
by: Sun, Haoran, et al.
Published: (2025)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)
by: Lin, Yun, et al.
Published: (2025)
Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
by: Cheng, Qishuo, et al.
Published: (2024)
by: Cheng, Qishuo, et al.
Published: (2024)
Operator Deep Smoothing for Implied Volatility
by: Wiedemann, Ruben, et al.
Published: (2024)
by: Wiedemann, Ruben, et al.
Published: (2024)
An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model
by: Sarkar, Anindya, et al.
Published: (2025)
by: Sarkar, Anindya, et al.
Published: (2025)
The Role of Deep Learning in Financial Asset Management: A Systematic Review
by: Reis, Pedro, et al.
Published: (2025)
by: Reis, Pedro, et al.
Published: (2025)
Form-Finding and Physical Property Predictions of Tensegrity Structures Using Deep Neural Networks
by: Chen, Muhao, et al.
Published: (2024)
by: Chen, Muhao, et al.
Published: (2024)
Physics-Informed Neural Networks for Shell Structures
by: Bastek, Jan-Hendrik, et al.
Published: (2022)
by: Bastek, Jan-Hendrik, et al.
Published: (2022)
Physics-Informed Diffusion Models
by: Bastek, Jan-Hendrik, et al.
Published: (2024)
by: Bastek, Jan-Hendrik, et al.
Published: (2024)
Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning
by: Teller, Andreas, et al.
Published: (2025)
by: Teller, Andreas, et al.
Published: (2025)
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
by: Rahimikia, Eghbal, et al.
Published: (2021)
by: Rahimikia, Eghbal, et al.
Published: (2021)
Deep Reinforcement Learning in Factor Investment
by: Liu, Junlin
Published: (2025)
by: Liu, Junlin
Published: (2025)
Towards Foundation Model for Chemical Reactor Modeling: Meta-Learning with Physics-Informed Adaptation
by: Wang, Zihao, et al.
Published: (2024)
by: Wang, Zihao, et al.
Published: (2024)
Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
by: Xu, Haonan, et al.
Published: (2025)
by: Xu, Haonan, et al.
Published: (2025)
Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
by: Wang, Xuesong, et al.
Published: (2024)
by: Wang, Xuesong, et al.
Published: (2024)
A Comparison of Traditional and Deep Learning Methods for Parameter Estimation of the Ornstein-Uhlenbeck Process
by: Fein-Ashley, Jacob
Published: (2024)
by: Fein-Ashley, Jacob
Published: (2024)
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
by: Feng, Pengbin, et al.
Published: (2024)
by: Feng, Pengbin, et al.
Published: (2024)
Probabilistic Predictions of Process-Induced Deformation in Carbon/Epoxy Composites Using a Deep Operator Network
by: Kiyani, Elham, et al.
Published: (2025)
by: Kiyani, Elham, et al.
Published: (2025)
Similar Items
-
Deep Neural Operator Learning for Probabilistic Models
by: Bayraktar, Erhan, et al.
Published: (2025) -
Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints
by: Manzi, Pablo Rodriguez
Published: (2026) -
Stock Volatility Prediction using Time Series and Deep Learning Approach
by: Chatterjee, Ananda, et al.
Published: (2022) -
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by: Xu, Zeda, et al.
Published: (2024) -
Physics-Informed Deep Learning Model for Line-integral Diagnostics Across Fusion Devices
by: Wang, Cong, et al.
Published: (2024)