A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper develops methods for solving complex stochastic equations using Malliavin calculus.
This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed to be convex. Then a linear quadratic (LQ in short) problem for backward stochastic Volterra integral equations (BSVIEs in short) is present …
The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been demonstrated to select suboptimal variational parameters, often resulting in consi…
Deep-learning method solves BSVIEs and coupled systems.