相关论文: A Geometry-Aware Residual Correction of Hagan's SA…

Despite classical statistical theory predicting severe overfitting, modern massively overparameterized neural networks still generalize well. This unexpected property is attributed to the network's so-called implicit bias, which describes…

This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the power of big data and artificial intelligence, the proposed…

Particle physics classification often assumes flat geometry, ignoring the curved statistical structure of collision data. We present a geometric framework for Vector Boson Fusion Higgs classification that combines physics-inspired…

Implicit Neural Representations (INRs), characterized by neural network-encoded signed distance fields, provide a powerful means to represent complex geometries continuously and efficiently. While successful in computer vision and…

How to balance training accuracy and adversarial robustness has become a challenge since the birth of deep learning. Here, we introduce a geometry-aware deep learning framework that leverages layer-wise local training to sculpt the internal…

In order to overcome the drawbacks of assuming deterministic volatility coefficients in the standard LIBOR market models to capture volatility smiles and skews in real markets, several extensions of LIBOR models to incorporate stochastic…

Most models for barrier pricing are designed to let a market maker tune the model-implied covariance between moves in the asset spot price and moves in the implied volatility skew. This is often implemented with a local…

This study addresses the computational challenges of forecasting volatility in high-dimensional commodity markets. Building on the Network log-ARCH framework, we introduce a novel class of network topologies from GARCH-informed correlation…

Augmented Lagrangian and optimistic primal--dual methods stabilize equality-constrained optimization through seemingly different mechanisms: the former adds constraint-dependent primal curvature, while the latter adds dual memory. Recent…

Understanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in asset co-movements which expose portfolios to rapid and devastating collapses in value. The structure of these…

We introduce a modular framework that extends the signature method to handle American option pricing under evolving volatility roughness. Building on the signature-pricing framework of Bayer et al. (2025), we add three practical…

This paper presents a novel approach to stochastic volatility (SV) modeling by utilizing nonparametric techniques that enhance our ability to capture the volatility of financial time series data, with a particular emphasis on the…

This paper introduces an innovative realized volatility (RV) forecasting framework that extends the conventional Heterogeneous autoregressive (HAR) model via integrating Graph Signal Processing (GSP). The study first evaluates various…

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Retrieval-augmented generation (RAG) enables large language models (LLMs) to access external knowledge, helping mitigate hallucinations and enhance domain-specific expertise. Graph-based RAG enhances structural reasoning by introducing…

Software vulnerability detection is critical for ensuring software security and reliability. Despite recent advances in deep learning, real-world vulnerability datasets suffer from two severe challenges: frequency imbalance and difficulty…

Events such as the Financial Crisis of 2007-2008 or the COVID-19 pandemic caused significant losses to banks and insurance entities. They also demonstrated the importance of using accurate equity risk models and having a risk management…

Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-$t$ residuals and the extreme value theory-based approach…

Overparameterized shallow neural networks admit substantial parameter redundancy: distinct parameter vectors may represent the same predictor due to hidden-unit permutations, rescalings, and related symmetries. As a result, geometric…

We propose a novel neural architecture for representing 3D surfaces, which harnesses two complementary shape representations: (i) an explicit representation via an atlas, i.e., embeddings of 2D domains into 3D; (ii) an implicit-function…