1 citations · 1 across the 9 of their papers we have counts for
9 papers
Residual Supply and the Price of Risk Absorption
Ziyao Wang
When redeeming open-end funds sell and natural buyers do not step in at once, some limited-capital investor must take the other side and carry the inventory until prices recover. T…
ROCKET: Residual-Oriented Multi-Layer Alignment for Spatially-Aware Vision-Language-Action Models
Guoheng Sun, Tingting Du, Kaixi Feng +6
Vision-Language-Action (VLA) models enable instruction-following robotic manipulation, but they are typically pretrained on 2D data and lack 3D spatial understanding. An effective…
Operating Imperfect AI: Reliability Drift and Human Congestion
Ziyao Wang, Svetlozar T Rachev
The deployment of machine learning in high-stakes services relies on ``human-in-the-loop'' architectures to mitigate algorithmic uncertainty. However, existing static policies fail…
The Three-Dimensional Decomposition of Volatility Memory
Ziyao Wang, A. Alexandre Trindade, Svetlozar T. Rachev
This paper develops a three-dimensional decomposition of volatility memory into orthogonal components of level, shape, and tempo. The framework unifies regime-switching, fractional…
Neural Lévy SDE for State--Dependent Risk and Density Forecasting
Ziyao Wang, Svetlozar T Rachev
Financial returns are known to exhibit heavy tails, volatility clustering and abrupt jumps that are poorly captured by classical diffusion models. Advances in machine learning have…
RALLY: Role-Adaptive LLM-Driven Yoked Navigation for Agentic UAV Swarms
Ziyao Wang, Rongpeng Li, Sizhao Li +4
Intelligent control of Unmanned Aerial Vehicles (UAVs) swarms has emerged as a critical research focus, and it typically requires the swarm to navigate effectively while avoiding o…
LSM-OPD: Boosting Scan in LSM-Trees by Enabling Direct Computing on Compressed Data
Jianfeng Huang, Ziyao Wang, Lin Yuan +5
Scan-based operations, such as backstage compaction and value filtering, have emerged as the main bottleneck for LSM-Trees in supporting contemporary data-intensive applications. F…
Lévy-Driven Option Pricing without a Riskless Asset
Ziyao Wang
We extend the Lindquist-Rachev (LR) option-pricing framework--which values derivatives in markets lacking a traded risk-free bond--by introducing common Levy jump dynamics across t…
A Method to Judge the Style of Classical Poetry Based on Pre-trained Model
Ziyao Wang, Jiandong Zhang, Jun Ma
One of the important topics in the research field of Chinese classical poetry is to analyze the poetic style. By examining the relevant works of previous dynasties, researchers jud…