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Related papers: Implying Volatility: How Fast Can We Go?

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The Generator-Evaluator (G-E) framework, i.e., evaluating K sequences from a generator and selecting the top-ranked one according to evaluator scores, is a foundational paradigm in tasks such as Recommender Systems (RecSys) and Natural…

Information Retrieval · Computer Science 2026-03-04 Chao Feng , Yuanhao Pu , Chenghao Zhang , Shanqi Liu , Shuchang Liu , Xiang Li , Yongqi Liu , Lantao Hu , Kaiqiao Zhan , Han Li , Kun Gai

We present V0LVER, an AMM protocol which solves an incentivization trilemma between users, passive liquidity providers, and block producers. V0LVER enables users and passive liquidity providers to interact without paying MEV or incurring…

Computer Science and Game Theory · Computer Science 2023-02-16 Conor McMenamin , Vanesa Daza

Speculative decoding is a standard method for accelerating the inference speed of large language models. However, scaling it for production environments poses several engineering challenges, including efficiently implementing different…

To tackle the high inference latency exhibited by autoregressive language models, previous studies have proposed an early-exiting framework that allocates adaptive computation paths for each token based on the complexity of generating the…

Computation and Language · Computer Science 2023-10-10 Sangmin Bae , Jongwoo Ko , Hwanjun Song , Se-Young Yun

In this paper, we develop a 4/2 stochastic volatility plus jumps model, namely, a new stochastic volatility model including the Heston model and 3/2 model as special cases. Our model is highly tractable by applying the Lie symmetries theory…

Computational Finance · Quantitative Finance 2015-11-05 Wei Lin , Shenghong Li , Xingguo Luo , Shane Chern

A very simple and efficient local variational iteration method for solving problems of nonlinear science is proposed in this paper. The analytical iteration formula of this method is derived first using a general form of first order…

Numerical Analysis · Computer Science 2019-04-26 Xuechuan Wang , Qiuyi Xu , Satya N. Atluri

The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to…

Machine Learning · Computer Science 2017-02-01 Diederik P. Kingma , Tim Salimans , Rafal Jozefowicz , Xi Chen , Ilya Sutskever , Max Welling

We introduce LongCat-Flash-Prover, a flagship 560-billion-parameter open-source Mixture-of- Experts (MoE) model that advances Native Formal Reasoning in Lean4 through agentic tool-integrated reasoning (TIR). We decompose the native formal…

Particle Image Velocimetry (PIV) typically relies on cross-correlation,which makes it difficult to obtain instantaneous velocity fields that are both spatially dense and available in real time at high acquisition rates. Optical Flow…

Fluid Dynamics · Physics 2026-05-22 Juan Pimienta , Jean-Luc Aider

KV cache in autoregressive LLMs eliminates redundant recomputation but has emerged as the dominant memory and bandwidth bottleneck during inference, notably with long contexts and test-time scaling. KV quantization is a key lever for…

Machine Learning · Computer Science 2026-02-03 Ji Zhang , Yiwei Li , Shaoxiong Feng , Peiwen Yuan , Xinglin Wang , Jiayi Shi , Yueqi Zhang , Chuyi Tan , Boyuan Pan , Yao Hu , Kan Li

Data center hardware refresh cycles are lengthening. However, increasing processor complexity is raising the potential for faults. To achieve longevity in the face of increasingly fault-prone datapaths, fault tolerance is needed, especially…

Hardware Architecture · Computer Science 2025-07-01 Guy Wilks , Brian Li , Jonathan Balkind

Value iteration can find the optimal replenishment policy for a perishable inventory problem, but is computationally demanding due to the large state spaces that are required to represent the age profile of stock. The parallel processing…

Artificial Intelligence · Computer Science 2025-04-07 Joseph Farrington , Kezhi Li , Wai Keong Wong , Martin Utley

The drift burst hypothesis postulates the existence of short-lived locally explosive trends in the price paths of financial assets. The recent U.S. equity and treasury flash crashes can be viewed as two high-profile manifestations of such…

Econometrics · Economics 2026-01-16 Kim Christensen , Roel C. A. Oomen , Roberto Renò

Flow matching with clean-data prediction has shown that regressing the clean point can exploit low-dimensional structure more effectively than predicting an ambient noised quantity. We ask whether this principle remains useful after images…

Computer Vision and Pattern Recognition · Computer Science 2026-05-28 Funing Fu , Tenghui Wang , Guanyu Zhou , Junyong Cen , Qichao Zhu

Motivated by the increasing shift to multicore computers, recent work has developed language support for responsive parallel applications that mix compute-intensive tasks with latency-sensitive, usually interactive, tasks. These…

Programming Languages · Computer Science 2020-04-07 Stefan K. Muller , Kyle Singer , Noah Goldstein , Umut A. Acar , Kunal Agrawal , I-Ting Angelina Lee

Discrete normalizing flows are promising generative models with advantages such as analytical log-likelihood computation and end-to-end training. However, the architectural constraints to ensure invertibility and tractable Jacobian…

Machine Learning · Computer Science 2026-05-06 Jiaru Zhang , Juanwu Lu , Xiaoyu Wu , Ziran Wang , Ruqi Zhang

Empirical studies have emphasized that the equity implied volatility is characterized by a negative skew inversely proportional to the square root of the time-to-maturity. We examine the short-time-to-maturity behavior of the implied…

Mathematical Finance · Quantitative Finance 2021-08-10 Michele Azzone , Roberto Baviera

GPUs are critical for compute-intensive applications, yet emerging workloads such as recommender systems, graph analytics, and data analytics often exceed GPU memory capacity. Existing solutions allow GPUs to use CPU DRAM or SSDs as…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-27 Zhuoping Yang , Jinming Zhuang , Xingzhen Chen , Alex K. Jones , Peipei Zhou

Vision-Language-Action (VLA) models have emerged as a unified paradigm for robotic perception and control, enabling emergent generalization and long-horizon task execution. However, their deployment in dynamic, real-world environments is…

Artificial Intelligence · Computer Science 2025-12-24 Yuntao Dai , Hang Gu , Teng Wang , Qianyu Cheng , Yifei Zheng , Zhiyong Qiu , Lei Gong , Wenqi Lou , Xuehai Zhou

Why do security cameras, sensors, and siri use cloud servers instead of on-board computation? The lack of very-low-power, high-performance chips greatly limits the ability to field untethered edge devices. We present the NV-1, a new…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-01 W Hokenmaier , R Jurasek , E Bowen , R Granger , D Odom