Related papers: Finance-Informed Neural Network: Learning the Geom…

We apply a physics-informed deep-learning approach the PINN approach to the Black-Scholes equation for pricing American and European options. We test our approach on both simulated as well as real market data, compare it to…

In American options, the early exercise feature allows the option to be exercised at any time prior to expiration. However, this flexibility introduces a challenge: the pricing model must value the option while simultaneously determining an…

We develop Structured-Knowledge-Informed Neural Networks (SKINNs), a unified estimation framework that embeds theoretical, simulated, previously learned, or cross-domain insights as differentiable constraints within flexible neural function…

We present an uncertainty-aware, physics-informed neural network (PINN) for option pricing that solves the Black--Scholes (BS) partial differential equation (PDE) as a mesh-free, global surrogate over $(S,t)$. The model embeds the BS…

The Heston stochastic volatility model is a widely used tool in financial mathematics for pricing European options. However, its calibration remains computationally intensive and sensitive to local minima due to the model's nonlinear…

In this paper, we introduce a novel approach to neural learning: the Feature-Imitating-Network (FIN). A FIN is a neural network with weights that are initialized to reliably approximate one or more closed-form statistical features, such as…

Physics-Informed Neural Networks (PINNs) are a class of deep learning models aiming to approximate solutions of PDEs by training neural networks to minimize the residual of the equation. Focusing on non-equilibrium fluctuating systems, we…

Data-driven modeling of spatiotemporal physical processes with general deep learning methods is a highly challenging task. It is further exacerbated by the limited availability of data, leading to poor generalizations in standard neural…

Direct observations of earthquake nucleation and propagation are few and yet the next decade will likely see an unprecedented increase in indirect, surface observations that must be integrated into modeling efforts. Machine learning (ML)…

This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being…

The utilization of Deep Neural Networks (DNNs) in physical science and engineering applications has gained traction due to their capacity to learn intricate functions. While large datasets are crucial for training DNN models in fields like…

Seismic wave forward and inverse modeling are fundamental tools for subsurface imaging and geological hazard assessment. Conventional grid-based numerical methods, such as finite-difference and finite-element approaches, often require dense…

We propose a self-supervised physics-informed neural network (PINN) framework that adaptively balances physics-based and data-driven supervision for scientific machine learning under data scarcity. Unlike prior PINNs that rely on fixed or…

Physics-informed neural networks (PINNs) have shown remarkable prospects in solving forward and inverse problems involving partial differential equations (PDEs). However, PINNs still face the challenge of high computational cost in solving…

Differential equations are indispensable to engineering and hence to innovation. In recent years, physics-informed neural networks (PINN) have emerged as a novel method for solving differential equations. PINN method has the advantage of…

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

It is often useful to perform integration over learned functions represented by neural networks. However, this integration is usually performed numerically, as analytical integration over learned functions (especially neural networks) is…

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence…

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

We present a neural network (NN) approach to fit and predict implied volatility surfaces (IVSs). Atypically to standard NN applications, financial industry practitioners use such models equally to replicate market prices and to value other…