From the 1 of 28 linked papers with an AI index.
28 papers
DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces
Hans Buehler, Blanka Horvath, Anastasis Kratsios
This article presents with DYSANOS the first generative market model for smooth SANOS option surfaces for all strikes and expiries which are free of static arbitrage. Our model is…
NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes
Anastasis Kratsios, Giulia Livieri, Philipp Schmocker
The paper proposes NeuralChaos, a neural operator architecture that efficiently approximates predictable square‑integrable stochastic processes using finitely many Brownian motion…
Algorithmic Foundations of Deep Learning: Complexity-Theoretic Rates and a Characterization of Universal Approximation
Anastasis Kratsios, Simone Brugiapaglia, Bum Jun Kim +2
Feedforward neural network (NN) expressivity is typically studied by emulating optimal basis-expansion schemes. While powerful, this perspective is incomplete: it primarily capture…
PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator
Raeid Saqur, Yannick Limmer, Anastasis Kratsios +2
Modern option-learning systems operate in two coordinates: price space, where markets quote and no-arbitrage constraints are most naturally enforced, and implied volatility (IV) sp…
Inverse Entropic Optimal Transport Solves Semi-supervised Learning via Data Likelihood Maximization
Mikhail Persiianov, Arip Asadulaev, Nikita Andreev +5
Learning conditional distributions is a central problem in machine learning, which is typically approached via supervised methods with paired data …
Statistical Guarantees for Reasoning Probes on Looped Boolean Circuits
Anastasis Kratsios, Giulia Livieri, A. Martina Neuman
We study the statistical behavior of reasoning probes in a stylized model of iterative computation inspired by neural algorithmic reasoning. The underlying computation is given by…