1 citations · 1 across the 9 of their papers we have counts for
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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…