Related papers: Fast-Vollib: A Fast Implied Volatility Library for…
FlashIV is a low-latency Black--Scholes implied-volatility solver for production use. It normalises each input to an out-of-the-money price and solves a tail-stable erfcx/log-price residual. The hot path combines a cheap Li/asymptotic seed…
We introduce Fuzzy PyTorch, a framework for rapid evaluation of numerical variability in deep learning (DL) models. As DL is increasingly applied to diverse tasks, understanding variability from floating-point arithmetic is essential to…
Deep learning frameworks have often focused on either usability or speed, but not both. PyTorch is a machine learning library that shows that these two goals are in fact compatible: it provides an imperative and Pythonic programming style…
We present Kaolin, a PyTorch library aiming to accelerate 3D deep learning research. Kaolin provides efficient implementations of differentiable 3D modules for use in deep learning systems. With functionality to load and preprocess several…
This paper introduces \textsc{FuzzyLogic.jl}, a Julia library to perform fuzzy inference. The library is fully open-source and released under a permissive license. The core design principles of the library are: user-friendliness,…
We present ThiopheneIV, a Black-Scholes implied-volatility solver with a monotone core and explicit production guards. The solver starts from the simple Choi-Huh-Su L3 lower-bound seed and applies three Euler-Chebyshev steps on a lower…
The $\texttt{torch-choice}$ is an open-source library for flexible, fast choice modeling with Python and PyTorch. $\texttt{torch-choice}$ provides a $\texttt{ChoiceDataset}$ data structure to manage databases flexibly and…
Scientific inference is often undermined by the vast but rarely explored "multiverse" of defensible modelling choices, which can generate results as variable as the phenomena under study. We introduce RobustiPy, an open-source Python…
HYPERTILING is a high-performance Python library for the generation and visualization of regular hyperbolic lattices embedded in the Poincar\'e disk model. Using highly optimized, efficient algorithms, hyperbolic tilings with millions of…
BlackJAX is a library implementing sampling and variational inference algorithms commonly used in Bayesian computation. It is designed for ease of use, speed, and modularity by taking a functional approach to the algorithms' implementation.…
We present a new numerical method to price vanilla options quickly in time-changed Brownian motion models. The method is based on rational function approximations of the Black-Scholes formula. Detailed numerical results are given for a…
We introduce VOPy, an open-source Python library designed to address black-box vector optimization, where multiple objectives must be optimized simultaneously with respect to a partial order induced by a convex cone. VOPy extends beyond…
We present FastGPL, a C++ library for the fast evaluation of generalized polylogarithms which appear in many multi-loop Feynman integrals. We implement the iterative algorithm proposed by Vollinga and Weinzierl in a two-step approach, i.e.,…
This paper introduces Paraconsistent-Lib, an open-source, easy-to-use Python library for building PAL2v algorithms in reasoning and decision-making systems. Paraconsistent-Lib is designed as a general-purpose library of PAL2v standard…
Black-Scholes implied volatility is a quantile. The insight follows from the normalized option price being a probability on the variance scale, with the inverse Gaussian distribution providing the link. It enables analytically exact and…
Deep learning for option pricing has emerged as a novel methodology for fast computations with applications in calibration and computation of Greeks. However, many of these approaches do not enforce any no-arbitrage conditions, and the…
Static and dynamic computational graphs represent two distinct approaches to constructing deep learning frameworks. The former prioritizes compiler-based optimizations, while the latter focuses on programmability and user-friendliness. The…
The lattice Boltzmann method (LBM) has emerged as a prominent technique for solving fluid dynamics problems due to its algorithmic potential for computational scalability. We introduce XLB library, a Python-based differentiable LBM library…
Hyperdimensional computing (HD), also known as vector symbolic architectures (VSA), is a framework for computing with distributed representations by exploiting properties of random high-dimensional vector spaces. The commitment of the…
Signature-based methods have recently gained significant traction in machine learning for sequential data. In particular, signature kernels have emerged as powerful discriminators and training losses for generative models on time-series,…