3 papers
q-fin.CP2026
Asymptotically-informed neural networks for Black-Scholes implied volatility computation
Samira Amiriyan, Youness Boutaib
The computation of Black-Scholes implied volatility is a fundamental task in quantitative finance, underpinning option valuation, model calibration and risk management. Although im…
stat.ML2024
Separation capacity of linear reservoirs with random connectivity matrix
Youness Boutaib
A natural hypothesis for the success of reservoir computing in generic tasks is the ability of the untrained reservoir to map distinct input time series to separable reservoir stat…
math.CA2022
The accessibility problem for geometric rough differential equations
Youness Boutaib
We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equ…