Related papers: KANHedge: Efficient Hedging of High-Dimensional Op…

Multi-scale PDE problems present significant challenges in scientific computing. While conventional MLP-based deep learning methods exhibit spectral bias in resolving multi-scale features, the physics-informed Kolmogorov-Arnold network…

In this research, we propose the first approach for integrating the Kolmogorov-Arnold Network (KAN) with various pre-trained Convolutional Neural Network (CNN) models for remote sensing (RS) scene classification tasks using the EuroSAT…

Kolmogorov-Arnold Networks (KANs) represent an innovation in neural network architectures, offering a compelling alternative to Multi-Layer Perceptrons (MLPs) in models such as Convolutional Neural Networks (CNNs), Recurrent Neural Networks…

In this paper, we introduce the KANtrol framework, which utilizes Kolmogorov-Arnold Networks (KANs) to solve optimal control problems involving continuous time variables. We explain how Gaussian quadrature can be employed to approximate the…

Neural networks have emerged as powerful tools for modeling complex physical systems, yet balancing high accuracy with computational efficiency remains a critical challenge in their convergence behavior. In this work, we propose the Hybrid…

This paper introduces Kolmogorov-Arnold Networks (KAN) as an enhancement to the traditional linear probing method in transfer learning. Linear probing, often applied to the final layer of pre-trained models, is limited by its inability to…

Convolutional Neural Networks (CNNs) and vision transformers (ViTs) have shown excellent capability in complex hyperspectral image (HSI) classification. However, these models require a significant number of training data and are…

Kolmogorov-Arnold Networks (KANs) offer a structured and interpretable framework for multivariate function approximation by composing univariate transformations through additive or multiplicative aggregation. This paper establishes…

Function approximation using Haar basis systems offers an efficient implementation when compressed via Patricia trees while retaining the flexibility of wavelets for both global and local fitting. However, like B-spline-based…

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…

We introduce a novel symbolic regression framework, namely KAN-SR, built on Kolmogorov Arnold Networks (KANs) which follows a divide-and-conquer approach. Symbolic regression searches for mathematical equations that best fit a given dataset…

The memory wall problem arises due to the disparity between fast processors and slower memory, causing significant delays in data access, even more so on edge devices. Data prefetching is a key strategy to address this, with traditional…

This paper applies an algorithm for the convolution of compactly supported Legendre series (the CONLeg method) (cf. Hale and Townsend 2014a), to pricing/hedging European-type, early-exercise and discrete-monitored barrier options under a…

Complex dynamical systems governed by holomorphic maps such as $z^2 + c$ exhibit fractal boundaries with extreme sensitivity to initial conditions. Accurately modelling these structures from data requires methods that respect the underlying…

Multi-Layer Perceptrons (MLPs) rely on pre-defined, fixed activation functions, imposing a static inductive bias that forces the network to approximate complex topologies solely through increased depth and width. Kolmogorov-Arnold Networks…

Recent work has established an alternative to traditional multi-layer perceptron neural networks in the form of Kolmogorov-Arnold Networks (KAN). The general KAN framework uses learnable activation functions on the edges of the…

The Libor market model is a mainstay term structure model of interest rates for derivatives pricing, especially for Bermudan swaptions, and other exotic Libor callable derivatives. For numerical implementation the pricing of derivatives…

Multi-Layer Perceptrons (MLPs) have become one of the fundamental architectural component in point cloud analysis due to its effective feature learning mechanism. However, when processing complex geometric structures in point clouds, MLPs'…

We present a parallel algorithm for solving backward stochastic differential equations (BSDEs in short) which are very useful theoretic tools to deal with many financial problems ranging from option pricing option to risk management. Our…

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…