arXiv:2608. 02778v1 Announce Type: new Abstract: We present a novel application of Neural Networks with Local Converging Inputs (NNLCI) to improve the efficiency of existing numerical methods for pricing multi-asset options.
arXiv:2601. 12704v2 Announce Type: replace Abstract: The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets.
arXiv:2607. 01185v1 Announce Type: new Abstract: Combinatorial optimization (CO) problems are difficult because certifiable discrete structure induces exponential search.
arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.
arXiv:2607. 23068v1 Announce Type: cross Abstract: This paper introduces a compact reformulation of a modular end-to-end neural network for global minimum-variance portfolio optimization that decouples model complexity from both look-back window length and universe size.
arXiv:2608. 16760v1 Announce Type: new Abstract: Reliable optimization is central to neural network (NN) training, yet Adam, the default optimizer for modern LLMs, rests on a fragile foundation.
arXiv:2607. 12570v1 Announce Type: cross Abstract: Multiscale problems are notoriously difficult to tackle using traditional numerical methods, as accurately resolving fine-scale features often requires prohibitively fine discretizations.
arXiv:2606. 28519v1 Announce Type: new Abstract: Training operator-learning models for large-scale problems governed by partial differential equations (PDEs) is challenging due to the curse of dimensionality, memory constraints, and limited training data.
arXiv:2607. 02194v1 Announce Type: new Abstract: Physics-informed neural networks (PINNs) have emerged as a promising route to solve partial differential equations, yet they have struggled to reach the precision of classical solvers.
arXiv:2605. 09075v2 Announce Type: replace-cross Abstract: Although the Laplace approximation offers a simple route to uncertainty quantification in deep neural networks, its reliance on inverting large Hessian matrices has motivated a range of computationally feasible low-dimensional or sparse approximations.
arXiv:2606. 10219v1 Announce Type: cross Abstract: AI efficiency at scale is becoming critical in finance as market data volumes surge across equities, ETFs, FX, options, and high-frequency trading streams.
arXiv:2608. 09707v1 Announce Type: cross Abstract: Embedding trained neural networks as surrogates within optimisation problems is an established practice in operations research.
arXiv:2608. 01217v1 Announce Type: cross Abstract: Local-stochastic volatility (LSV) combines vanilla marginals with richer smile dynamics, but calibration requires a slow, noisy and sequential McKean--Vlasov fixed point.