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arXiv research

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.

168,695 papers · 148 categories

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1 result for “TensorRT”
Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilitiesq-fin.CP

A deep learning model speeds up computation of numerous implied volatilities.

problem Frequent computation of numerous implied volatilities using iteration methods like Newton-Raphson reaches processing speed limits.
method Emulated Newton-Raphson method using PyTorch and optimized with TensorRT.
result Up to 1,000 times faster than a benchmark implementation of Newton-Raphson.
Newton-Raphsonimplied volatilitydeep learningPyTorchTensorRT
2022-10-28abs ↗pdf ↗