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.
The effective representation of proteins is a crucial task that directly affects the performance of many bioinformatics problems. Related proteins usually bind to similar ligands. Chemical characteristics of ligands are known to capture the functional and mechanistic properties of proteins suggesting that a ligand base…
Identification of high affinity drug-target interactions is a major research question in drug discovery. Proteins are generally represented by their structures or sequences. However, structures are available only for a small subset of biomolecules and sequence similarity is not always correlated with functional similar…
WideDTA predicts drug-target binding affinity using text-based information.
Unified model learns from proteins and ligands for drug design.
Deep learning model predicts protein-ligand binding modes from docking data.
InteractionNet models noncovalent protein-ligand interactions with GNNs and explains predictions.
Motivation: Prediction of ligands for proteins of known 3D structure is important to understand structure-function relationship, predict molecular function, or design new drugs. Results: We explore a new approach for ligand prediction in which binding pockets are represented by atom clouds. Each target pocket is compar…
Computational approaches to drug discovery can reduce the time and cost associated with experimental assays and enable the screening of novel chemotypes. Structure-based drug design methods rely on scoring functions to rank and predict binding affinities and poses. The ever-expanding amount of protein-ligand binding an…
Undetected overfitting can occur when there are significant redundancies between training and validation data. We describe AVE, a new measure of training-validation redundancy for ligand-based classification problems that accounts for the similarity amongst inactive molecules as well as active. We investigated seven wi…
Protein-ligand scoring is an important step in a structure-based drug design pipeline. Selecting a correct binding pose and predicting the binding affinity of a protein-ligand complex enables effective virtual screening. Machine learning techniques can make use of the increasing amounts of structural data that are beco…
NeuralMD accelerates protein-ligand binding simulations 1Kx faster.
Structure based ligand discovery is one of the most successful approaches for augmenting the drug discovery process. Currently, there is a notable shift towards machine learning (ML) methodologies to aid such procedures. Deep learning has recently gained considerable attention as it allows the model to "learn" to extra…
Empirical scoring functions based on either molecular force fields or cheminformatics descriptors are widely used, in conjunction with molecular docking, during the early stages of drug discovery to predict potency and binding affinity of a drug-like molecule to a given target. These models require expert-level knowled…
Novel parallel GNN predicts protein-ligand interactions with high accuracy.
Novel GNN predicts drug-target interactions using protein-ligand 3D structures.
We introduce a tensor-based clustering method to extract sparse, low-dimensional structure from high-dimensional, multi-indexed datasets. This framework is designed to enable detection of clusters of data in the presence of structural requirements which we encode as algebraic constraints in a linear program. Our cluste…
Computational chemists typically assay drug candidates by virtually screening compounds against crystal structures of a protein despite the fact that some targets, like the Opioid Receptor and other members of the GPCR family, traverse many non-crystallographic states. We discover new conformational states of …
Characterizes smiles in delta satisfying specific conditions.
According to Cobanoglu et al and Murphy, it is now widely acknowledged that the single target paradigm (one protein or target, one disease, one drug) that has been the dominant premise in drug development in the recent past is untenable. More often than not, a drug-like compound (ligand) can be promiscuous - that is, i…
All SMILES VAE learns molecule latent representations from SMILES strings.
DOCKSTRING simplifies docking simulations for better drug design benchmarks.
GEN generates millions of valid SMILES with high novelty and property conservation.
We study a Markov-Functional (MF) interest-rate model with Uncertain Volatility Displaced Diffusion (UVDD) digital mapping, which is consistent with the volatility-smile phenomenon observed in the option market. We first check the impact of pricing Bermudan swaptions by the model. Next, we also investigate the future s…
Text classification on drug SMILES strings yields competitive drug type classification results.
Improved 3D generative models for drug design reduce bias and enhance data efficiency.
Extends saddle-point method for large-time volatility smiles.
This abstract reviews recent methods for predicting protein-ligand binding affinity.
Volatility smiles emerge from imperfect hedging in financial markets.
Extends SABR model for pricing RFR caplets.
The main purpose of this work is to examine the behavior of the implied volatility smiles around jumps, contributing to the literature with a high-frequency analysis of the smile dynamics based on intra-day option data. From our high-frequency SPX S\&P500 index option dataset, we utilize the first three principal compo…
SMILES Transformer learns molecular fingerprints for drug discovery.
Docking is an important tool in computational drug discovery that aims to predict the binding pose of a ligand to a target protein through a combination of pose scoring and optimization. A scoring function that is differentiable with respect to atom positions can be used for both scoring and gradient-based optimization…
We derive a new, exact and transparent expansion for option smiles, which lends itself both to analytical approximation and, perhaps more importantly, to congenial numerical treatments. We show that the skew and the curvature of the smile can be computed as exotic options, for which the Hedged Monte Carlo method is par…
In the Black-Scholes context we consider the probability distribution function (PDF) of financial returns implied by volatility smile and we study the relation between the decay of its tails and the fitting parameters of the smile. We show that, considering a scaling law derived from data, it is possible to get a new f…
A new model shows joint calibration of SPX and VIX smiles is possible.
Framework designs antiviral drugs using deep learning and RL.
Vanna-Volga is a popular method for the interpolation/extrapolation of volatility smiles. The technique is widely used in the FX markets context, due to its ability to consistently construct the entire Lognormal smile using only three Lognormal market quotes. However, the derivation of the Vanna-Volga method itself is …
Improved Heston model produces steeper smile for short maturities.
DCNN improves volatility smile and skewness calibration without arbitrage constraints.
Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strike price, K, and the distribution function of the returns. We derive this distribution function using for C(K) a Black-Sc…
We develop a new method to price SOFR futures contracts considering convexity, skew, and smile.
The rBergomi model is improved with a regime switching change of measure to match market VIX smiles.
We derive sharp bounds for the prices of VIX futures using the full information of S&P 500 smiles. To that end, we formulate the model-free sub/superreplication of the VIX by trading in the S&P 500 and its vanilla options as well as the forward-starting log-contracts. A dual problem of minimizing/maximizing certain ris…
In this paper we investigate the asymptotics of forward-start options and the forward implied volatility smile in the Heston model as the maturity approaches zero. We prove that the forward smile for out-of-the-money options explodes and compute a closed-form high-order expansion detailing the rate of the explosion. Fu…
We prove here a general closed-form expansion formula for forward-start options and the forward implied volatility smile in a large class of models, including the Heston stochastic volatility and time-changed exponential Lévy models. This expansion applies to both small and large maturities and is based solely on the p…
We simplify SVI volatility smile constraints for three sub-SVIs without numerical methods.
Paper addresses xVA models for market-implied skew and smile.
Smile-GANs clusters brain MRI scans to reveal disease subtypes and progression.