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.
Samplets and multiwavelets constructed from scattered data converge to specific densities in the limit.
In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitoring date can be evaluated by a recursive formula upon the heat equation solution. These recursive solutions are approximated by using Legend…
A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…
Study bounds Rademacher complexity of Fourier neural operators.