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- North Carolina State UniversityUS91 papers
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1,316 papers
Simulation of stochastic volatility models via operator splitting schemes
Lilian Hu, Congxin He, Yue Kuen Kwok +1
The standard Euler discretization schemes for numerical option pricing under stochastic volatility models are known to exhibit high biases and potential unreliability. The alternat…
Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model
Congxin He, Yue Kuen Kwok
We develop an efficient Monte Carlo simulation scheme for pricing options under the Ornstein-Uhlenbeck driven stochastic volatility model via the operator splitting approach. With…
CEDAR: Controlled and Event-Driven Demand Forecasting via Residual Decomposition
Junjie Meng, Ranxu Zhang, Zi-an Zhang +6
Forecasting in large-scale e-commerce marketplaces is increasingly required to support planning: merchants need to evaluate sales outcomes under future action sequences such as bud…
One Patch Is Enough: Reinforcement-Optimized Visual Token Grounding for MLLM-Based Scene Text Spotting
Rui Tang, Wentao Yang, Peirong Zhang +4
Scene text spotting requires high-precision alignment between textual recognition and spatial localization. While visual-token grounding has emerged as a promising formulation for…
BeatEdit: Symbolic Music Generation as Explicit Editing
Haoyu Gu, Lekai Qian, Haowu Zhou +2
Music creation is fundamentally a process of revision. Yet symbolic music generation remains dominated by paradigms that produce complete sequences from scratch, with limited suppo…
SafeBuild-Bench: A Temporal-Robust Construction Safety Benchmark with Graph-Enhanced Data Mining
Yi Cui, Zilin Wang, Yijie Xu +5
Construction-safety models must handle concrete deployment risks, such as a worker standing near a scaffold edge without guardrails, rather than only recognize common objects in cu…