arXiv AI

PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable J\"ackel Operator

arXiv:2606. 17065v1 Announce Type: cross Abstract: Modern option-learning systems operate in two coordinates: price space, where markets quote and no-arbitrage constraints are most naturally enforced, and implied volatility (IV) space, where volatility surfaces are smoothed, regularized, and evaluated.

arXiv Machine Learning
Jun 2

A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent L\'evy Jumps

arXiv:2606. 01122v1 Announce Type: new Abstract: We propose a five-step diagnostic protocol for residual-trained neural HJB-PIDE solvers with control-dependent L\'evy jumps, targeting a general failure mode of neural PDE methods: a learned solution can match headline scalar diagnostics while miscomputing an operator inside its training loss.

By R. Drissi
arXiv Machine Learning
Jul 30

HiFloat4 Format for End-To-End Reinforcement Learning Post-Training of Large Language Models

arXiv:2607. 26515v1 Announce Type: new Abstract: We present, to our knowledge, the first end-to-end FP4 RL post-training, in which both the rollout and training policies, including their forward and backward passes, operate at 4-bit precision.

By Hei Yi Mak, Shadan Golestan, Hoang Le, Mehran Taghian Jazi, Yunke Peng, Yaoyuan Wang, Yao Wang, Junsong Wang, Tianchi Hu, Fengchen He, Guipeng Hu, Tanzila Rahman, Anandharaju Durai Raju