2 papers
math.OC2025
Differential Evolution for Grassmann Manifold Optimization: A Projection Approach
Andrew Lesniewski
We propose a novel evolutionary algorithm for optimizing real-valued objective functions defined on the Grassmann manifold Gr}(k,n), the space of all k-dimensional linear subspaces…
q-fin.CP2025
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
Andrew Lesniewski, Giulio Trigila
We propose a highly efficient and accurate methodology for generating synthetic financial market data using a diffusion model approach. The synthetic data produced by our methodolo…