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q-fin.CP2026
Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation
Oscar Brooks, Dusica Bajalica, Yating Liu +1
We propose an arbitrage-aware latent flow-matching framework for unconditional implied volatility surface generation. The method first compresses high-dimensional surfaces into a l…
stat.ML2026
Plug-In Classification of Drift Functions in Diffusion Processes Using Neural Networks
Yuzhen Zhao, Jiarong Fan, Yating Liu
We study supervised multiclass classification for diffusion processes, where each class is characterized by a distinct drift function and trajectories are observed at discrete time…