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.
By Harris Cobb, Wenbo Hao, Yingjie Liu
arXiv:2608. 14619v1 Announce Type: new Abstract: This work proposes a new interpretable neural operator framework, termed the Physics Informed Kernel Function Neural Operator (PIKFNO), which explicitly incorporates physics informed kernel functions derived from governing equations into the neural operator architecture.
By Yuan Guo, Hanshu Chen, Zhuojia Fu
arXiv:2607. 25608v1 Announce Type: cross Abstract: Physics-informed neural networks (PINNs) have emerged as a powerful paradigm for solving partial differential equations (PDEs) by embedding governing physical laws into deep neural networks.
By Pinki Khatun, M. Sajid, Abhinav Jha, M. Tanveer
Physics-Informed Error Field Learning (PIEFL) is a post‑training optimization framework for Physics‑Informed Neural Networks (PINNs). After a primary network reaches satisfactory accuracy, PIEFL introduces an auxiliary error network that learns the discrepancy between the current approximation and the exact solution by deriving error control equations under physical constraints. The learned error correction is then combined with the primary prediction, improving solution accuracy without modifying the primary network architecture and focusing computational resources on correcting existing prediction errors.
By Jiuyun Sun, Yong Zhang
arXiv:2606. 19754v1 Announce Type: new Abstract: Partial differential equations (PDEs) play a central role in modeling complex physical, biological, and engineering systems.
By Zhiwen Yu, Derong Yang, Liujian Zhang, Kaixiang Yang, Peilin Zhan, Jianmin Lv, Jane You, C. L. Philip Chen
The paper introduces asymptotically-informed neural‑network architectures for computing Black‑Scholes implied volatility. By learning a trainable partition of the price‑log‑moneyness domain and combining specialised local approximations, the models outperform standard feed‑forward networks across a wide range of parameters. The neural‑network outputs also serve as highly accurate initial guesses for a third‑order Householder scheme, enabling near machine‑precision results after only two refinement iterations.
By Samira Amiriyan, Youness Boutaib