Related papers: Meta-Learning Neural Process for Implied Volatilit…

Based on It\^o semimartingale models, several studies have proposed methods for forecasting intraday volatility using high-frequency financial data. These approaches typically rely on restrictive parametric assumptions and are often…

Neural implicit representations have revolutionized dense multi-view surface reconstruction, yet their performance significantly diminishes with sparse input views. A few pioneering works have sought to tackle the challenge of sparse-view…

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…

Reliably reconstructing physical fields from sparse sensor data is a challenge that frequently arises in many scientific domains. In practice, the process generating the data often is not understood to sufficient accuracy. Therefore, there…

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data…

Large-scale visual place recognition (VPR) is inherently challenging because not all visual cues in the image are beneficial to the task. In order to highlight the task-relevant visual cues in the feature embedding, the existing attention…

Vortex-induced vibration (VIV) is a typical nonlinear fluid-structure interaction phenomenon, which widely exists in practical engineering (the flexible riser, the bridge and the aircraft wing, etc). The conventional finite element model…

The concept of sparsity has been extensively applied for regularization in image reconstruction. Typically, sparsifying transforms are either pre-trained on ground-truth images or adaptively trained during the reconstruction. Thereby,…

Handling missing data is one of the most fundamental problems in machine learning. Among many approaches, the simplest and most intuitive way is zero imputation, which treats the value of a missing entry simply as zero. However, many…

Neural Representations for Videos (NeRV) has emerged as a promising implicit neural representation (INR) approach for video analysis, which represents videos as neural networks with frame indexes as inputs. However, NeRV-based methods are…

Surface reconstruction has been seeing a lot of progress lately by utilizing Implicit Neural Representations (INRs). Despite their success, INRs often introduce hard to control inductive bias (i.e., the solution surface can exhibit…

Efficient and fast reconstruction of anatomical structures plays a crucial role in clinical practice. Minimizing retrieval and processing times not only potentially enhances swift response and decision-making in critical scenarios but also…

Pre-trained vision-language models are able to interpret visual concepts and language semantics. Prompt learning, a method of constructing prompts for text encoders or image encoders, elicits the potentials of pre-trained models and readily…

Robust reinforcement learning methods typically focus on suppressing unreliable experiences or corrupted rewards, but they lack the ability to reason about the reliability of their own learning process. As a result, such methods often…

We consider the joint SPX-VIX calibration within a general class of Gaussian polynomial volatility models in which the volatility of the SPX is assumed to be a polynomial function of a Gaussian Volterra process defined as a stochastic…

This paper presents a deep generative modeling framework for controllably synthesizing implied volatility surfaces (IVSs) using a variational autoencoder (VAE). Unlike conventional data-driven models, our approach provides explicit control…

We provide a new efficient version of the backpropagation algorithm, specialized to the case where the weights of the neural network being trained are sparse. Our algorithm is general, as it applies to arbitrary (unstructured) sparsity and…

Meta-learning is a framework in which machine learning models train over a set of datasets in order to produce predictions on new datasets at test time. Probabilistic meta-learning has received an abundance of attention from the research…

This study investigates the short-term asymptotic behavior of the implied volatility surface (IVS), with a particular focus on the at-the-money (ATM) skew and curvature, which are key determinants of the IVS shape and whose are widely…

Many problems in science and engineering require making predictions based on few observations. To build a robust predictive model, these sparse data may need to be augmented with simulated data, especially when the design space is…