2 papers
cs.CL2024
Enhancing Financial Domain Adaptation of Language Models via Model Augmentation
Kota Tanabe, Masanori Hirano, Kazuki Matoya +3
The domain adaptation of language models, including large language models (LLMs), has become increasingly important as the use of such models continues to expand. This study demons…
q-fin.CP2024
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang +1
Inspired by the recently proposed Kolmogorov-Arnold Networks (KANs), we introduce the KAN-based Option Pricing (KANOP) model to value American-style options, building on the conven…