2 papers
math.NA2026
Two-Step MV-DeepONet: Probabilistic Operator Learning for Uncertainty Propagation Driven by Random Input Fields
Yupei Nie, Lei Wang, Jiasen Liu
Forward uncertainty propagation in complex physical systems can induce structured covariance across field-valued outputs. For a probabilistic surrogate, the total predictive covari…
math.OC2026
A Computable Stochastic Riccati Equations Framework for Mean--Variance Portfolio Selection with Multifactor Stochastic Volatility Model
Zhecheng Huang, Guojiang Shao, Lei Wang +1
We investigate a computable and empirically implementable framework for continuous-time mean--variance optimal portfolio selection with random market coefficients. The market model…