Related papers: KANHedge: Efficient Hedging of High-Dimensional Op…
We propose the Compound BSDE method, a fully forward, deep-learning-based approach for solving a broad class of problems in financial mathematics, including optimal stopping. The method is based on a reformulation of option pricing problems…
Multivariate time series forecasting is a crucial task that predicts the future states based on historical inputs. Related techniques have been developing in parallel with the machine learning community, from early statistical learning…
We introduce the Kolmogorov-Arnold Network for Dynamics (KANDy) as a zero-depth, wide neural architecture capable of discovering governing equations in chaotic and complex dynamical systems. Building on the foundation of Kolmogorov-Arnold…
The ``black-box'' nature of deep learning models presents a significant barrier to their adoption for scientific discovery, where interpretability is paramount. This challenge is especially pronounced in discovering the governing equations…
Sign language production from symbolic notation offers a scalable route to accessible sign animation. We present KANMultiSign, a multi-scale sequence generator that translates HamNoSys notation into two-dimensional human pose sequences. Our…
Due to their effective performance, Convolutional Neural Network (CNN) and Vision Transformer (ViT) architectures have become the standard for solving computer vision tasks. Such architectures require large data sets and rely on convolution…
The Kolmogorov-Arnold representation theorem offers a theoretical alternative to Multi-Layer Perceptrons (MLPs) by placing learnable univariate functions on edges rather than nodes. While recent implementations such as Kolmogorov-Arnold…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
We develop several deep learning algorithms for approximating families of parametric PDE solutions. The proposed algorithms approximate solutions together with their gradients, which in the context of mathematical finance means that the…
Kolmogorov-Arnold Networks (KANs) offer an efficient and interpretable alternative to traditional multi-layer perceptron (MLP) architectures due to their finite network topology. However, according to the results of Kolmogorov and…
Representation learning for high-dimensional, complex physical systems aims to identify a low-dimensional intrinsic latent space, which is crucial for reduced-order modeling and modal analysis. To overcome the well-known Kolmogorov barrier,…
Time series classification is a relevant step supporting decision-making processes in various domains, and deep neural models have shown promising performance in this respect. Despite significant advancements in deep learning, the…
Deep learning is mainly based on utilizing gradient-based optimization for training Deep Neural Network (DNN) models. Although robust and widely used, gradient-based optimization algorithms are prone to getting stuck in local minima. In…
Multimodal Sentiment Analysis (MSA) faces two critical challenges: the lack of interpretability in the decision logic of multimodal fusion and modality imbalance caused by disparities in inter-modal information density. To address these…
Kolmogorov-Arnold Networks (KANs) have garnered attention for replacing fixed activation functions with learnable univariate functions, but they exhibit practical limitations, including high computational costs and performance deficits in…
Accurate stock market prediction provides great opportunities for informed decision-making, yet existing methods struggle with financial data's non-linear, high-dimensional, and volatile characteristics. Advanced predictive models are…
Quantum architecture Search (QAS) is a promising direction for optimization and automated design of quantum circuits towards quantum advantage. Recent techniques in QAS emphasize Multi-Layer Perceptron (MLP)-based deep Q-networks. However,…
A new Kolmogorov-Arnold network (KAN) is proposed to approximate potentially irregular functions in high dimensions. We provide error bounds for this approximation, assuming that the Kolmogorov-Arnold expansion functions are sufficiently…
Existing low-light image enhancement methods are difficult to fit the complex nonlinear relationship between normal and low-light images due to uneven illumination and noise effects. The recently proposed Kolmogorov-Arnold networks (KANs)…
Physics-Informed Neural Networks (PINNs) have become a popular and powerful framework for solving partial differential equations (PDEs), leveraging neural networks to approximate solutions while embedding PDE constraints, boundary…