arXiv:2606. 16961v1 Announce Type: new Abstract: We present a convolutional variational autoencoder for cryptocurrency implied-volatility surfaces, together with a deployable predictor that combines it with a quadratic smile re-fit through a deterministic per-tenor routing rule.
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.
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:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.
arXiv:2605. 12764v3 Announce Type: replace-cross Abstract: This paper introduces a physics-informed generative framework that resolves the fundamental conflict between the statistical flexibility of deep learning and the rigorous theoretical constraints of fixed-income modeling.
arXiv:2608. 00675v1 Announce Type: cross Abstract: Autoregressive models accumulate error over long rollouts, yet at deployment there is no ground truth to measure it against.
arXiv:2607. 07207v1 Announce Type: cross Abstract: We analyze how four forces restructure the AI industry over 2026-2030: the DRAM/HBM price surge, frontier-capable open-weight models (GLM-5.
arXiv:2606. 03003v1 Announce Type: cross Abstract: A latent world model built from an equivariant encoder $E$ and an equivariant predictor $f$ inherits a provable symmetry of its training loss: when the world's dynamics genuinely carries a group $G$ acting on latents by an orthogonal representation $\rho(g)$, the one-step prediction relMSE is exactly invariant across the whole group, so fitting the dynamics on a restricted slice of orientations mathematically determines it on the entire orbit (j\v{u} y\=i f\v{a}n s\=an).
arXiv:2608. 11675v1 Announce Type: new Abstract: Coupon campaigns seek to lift both conversion and revenue, but gross merchandise value (GMV) follows a deterministic funnel from conversion to conditional order value and is zero-inflated and heavy-tailed.
arXiv:2607. 09906v1 Announce Type: cross Abstract: We present, to our knowledge, the first adaptation of Pauli Correlation Encoding (PCE) to quantum topological data analysis, reformulating Betti number estimation as a depth-efficient variational optimization over a compressed qubit register.
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
arXiv:2607. 13929v1 Announce Type: new Abstract: Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs.
arXiv:2607. 27188v1 Announce Type: new Abstract: Accurate option prices do not imply accurate recovery of the latent risk-neutral density.