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

Uniquely among primates, humans possess a remarkable capacity to recognize and manipulate abstract structure in the service of task goals across a broad range of behaviors. One illustration of this is in the visual perception of geometric…

We present a dynamic hedging scheme for S&P 500 options, where rebalancing decisions are enhanced by integrating information about the implied volatility surface dynamics. The optimal hedging strategy is obtained through a deep policy…

We evaluate a co-evolutionary calibration framework for the Heston model in which a genetic algorithm (GA) over parameters is coupled to an evolving neural inverse map from option surfaces to parameters. While GA-history sampling can reduce…

This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…

Neural architecture search has attracted wide attentions in both academia and industry. To accelerate it, researchers proposed weight-sharing methods which first train a super-network to reuse computation among different operators, from…

The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale industrial applications of Deep Learning. Our article…

Many problems in robotics involve both continuous and discrete components, and modeling them together for estimation tasks has been a long standing and difficult problem. Hybrid Factor Graphs give us a mathematical framework to model these…

This paper proposes a hybrid learning and optimization framework for mobile manipulators for complex and physically interactive tasks. The framework exploits an admittance-type physical interface to obtain intuitive and simplified human…

Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence used extensively for pricing and discriminating between different financial investments. As a result, accurate volatility prediction receives…

We propose a new class of deep reinforcement learning (RL) algorithms that model latent representations in hyperbolic space. Sequential decision-making requires reasoning about the possible future consequences of current behavior.…

Structural knowledge graph foundation models aim to generalize reasoning to completely new graphs with unseen entities and relations. A key limitation of existing approaches like Ultra is their reliance on a single relational transformation…

Learning accurate dynamics models is necessary for optimal, compliant control of robotic systems. Current approaches to white-box modeling using analytic parameterizations, or black-box modeling using neural networks, can suffer from high…

There is growing interest in a hybrid control design for treatment evaluation, where a randomized controlled trial is augmented with external control data from a previous trial or a real world data source. The hybrid control design has the…

Exploiting internal spatial geometric constraints of sparse LiDARs is beneficial to depth completion, however, has been not explored well. This paper proposes an efficient method to learn geometry-aware embedding, which encodes the local…

The problem of modeling an animatable 3D human head avatar under light-weight setups is of significant importance but has not been well solved. Existing 3D representations either perform well in the realism of portrait images synthesis or…

We present a semi-static hedging algorithm for callable interest rate derivatives under an affine, multi-factor term-structure model. With a traditional dynamic hedge, the replication portfolio needs to be updated continuously through time…

The need for large amounts of training data in modern machine learning is one of the biggest challenges of the field. Compared to the brain, current artificial algorithms are much less capable of learning invariance transformations and…

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

We address rotation averaging (RA) and its application to real-world 3D reconstruction. Local optimisation based approaches are the de facto choice, though they only guarantee a local optimum. Global optimisers ensure global optimality in…

Recent studies have demonstrated the efficiency of Variational Autoencoders (VAE) to compress high-dimensional implied volatility surfaces into a low dimensional representation. Although this method can be effectively used for pricing…