29 citations · 29 across the 3 of their papers we have counts for
4 papers
Re(Visiting) Time Series Foundation Models in Finance
Eghbal Rahimikia, Hao Ni, Weiguan Wang
Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous dat…
The Role of Model Confidence on Bias Effects in Measured Uncertainties for Vision-Language Models
Xinyi Liu, Weiguang Wang, Hangfeng He
With the growing adoption of Large Language Models (LLMs) for open-ended tasks, accurately assessing epistemic uncertainty, which reflects a model's lack of knowledge, has become c…
Hedging with Linear Regressions and Neural Networks
Johannes Ruf, Weiguan Wang
We study neural networks as nonparametric estimation tools for the hedging of options. To this end, we design a network, named HedgeNet, that directly outputs a hedging strategy. T…
Neural networks for option pricing and hedging: a literature review
Johannes Ruf, Weiguan Wang
Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s. Far over a hundred papers have been published on this topic. This not…