9 citations · 10 across the 3 of their papers we have counts for
3 papers
q-fin.CP2026
Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks
Mingzhi Yang, Sheng Wang, Chao Zhang +1
Modeling the dynamics of option implied volatility surface (IVS) is crucial for pricing, hedging, and risk-managing option portfolios. We develop a universal conditional diffusion…
cs.LG2023★ 9 cited
Diffusion Models for Time Series Applications: A Survey
Lequan Lin, Zhengkun Li, Ruikun Li +2
Diffusion models, a family of generative models based on deep learning, have become increasingly prominent in cutting-edge machine learning research. With a distinguished performan…
cs.LG2021★ 1 cited
Graph Denoising with Framelet Regularizer
Bingxin Zhou, Ruikun Li, Xuebin Zheng +2
As graph data collected from the real world is merely noise-free, a practical representation of graphs should be robust to noise. Existing research usually focuses on feature smoot…