Research
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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.

169,051 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Jan 201919922001200920172026
2 results for “soft-clamping”
Probabilistic Discriminative Learning with Layered Graphical Modelscs.LG

Layered graphical models improve discriminative learning efficiency.

problem Improving discriminative learning efficiency in graphical models.
method Designing layered graphical models (LGMs) in analogy to neural networks, using tensorized truncated variational inference and backpropagation.
result LGMs achieve competitive results in image classification, comparable to neural networks.
probabilistic graphical modelsdiscriminative learninglayered graphical modelstensorized variational inferencesoft-clamping
2019-01-31abs ↗pdf ↗
Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networksq-fin.PR

The paper bridges stochastic control and deep hedging for European call options with transaction costs.

problem Hedging and pricing European call options with proportional transaction costs.
method Complementary perspectives: stochastic control and deep hedging. Two architectures proposed: NTBN-Delta and WW-NTBN.
result WW-NTBN converges faster, matches no-transaction bands more closely, and generalizes well across transaction cost regimes.
European call optionstransaction costsstochastic controldeep hedgingNo-Transaction Band Network
2026-03-31abs ↗pdf ↗