AI-DRIVEN DV01 HEDGING OPTIMIZATION VIA NEURAL SURROGATE MODELING AND STRUCTURED LEAST-SQUARES ACCELERATION

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1. Verfasser: He Xiaoxia
Format: Recurso digital
Sprache:Englisch
Veröffentlicht: Zenodo 2025
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author He Xiaoxia
author_facet He Xiaoxia
contents <p>An AI-assisted framework for accelerating DV01-based interest-rate hedging is presented. Classical bumpand-revalue DV01 computation is computationally intensive when applied to large portfolios or complex pricing engines. The proposed framework integrates a neural operator surrogate for DV01 prediction and a graph neural network (GNN) for learning sparsity patterns in the DV01 matrix. A trust-region reflective (TRF) least-squares solver then exploits surrogate DV01 evaluations and learned sparsity to reduce computational cost while preserving the original hedging formulation. A controlled numerical experiment is further conducted to compare the baseline TRF solver and the proposed hybrid AI-LS method. The results highlight substantial reductions in runtime while maintaining hedging accuracy. </p>
format Recurso digital
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language eng
publishDate 2025
publisher Zenodo
record_format zenodo
spellingShingle AI-DRIVEN DV01 HEDGING OPTIMIZATION VIA NEURAL SURROGATE MODELING AND STRUCTURED LEAST-SQUARES ACCELERATION
He Xiaoxia
DV01; hedging; neural operator; GNN; least squares; sparsity
<p>An AI-assisted framework for accelerating DV01-based interest-rate hedging is presented. Classical bumpand-revalue DV01 computation is computationally intensive when applied to large portfolios or complex pricing engines. The proposed framework integrates a neural operator surrogate for DV01 prediction and a graph neural network (GNN) for learning sparsity patterns in the DV01 matrix. A trust-region reflective (TRF) least-squares solver then exploits surrogate DV01 evaluations and learned sparsity to reduce computational cost while preserving the original hedging formulation. A controlled numerical experiment is further conducted to compare the baseline TRF solver and the proposed hybrid AI-LS method. The results highlight substantial reductions in runtime while maintaining hedging accuracy. </p>
title AI-DRIVEN DV01 HEDGING OPTIMIZATION VIA NEURAL SURROGATE MODELING AND STRUCTURED LEAST-SQUARES ACCELERATION
topic DV01; hedging; neural operator; GNN; least squares; sparsity
url https://doi.org/10.5281/zenodo.17865315