2 papers
q-fin.MF2026
Valuation Reveals Uncertainty
Jongjin Park, Hyungbin Park
This paper studies the recovery of uncertainty from dynamic sublinear valuation rules. A robust valuation assigns each payoff its worst-case expected value across plausible models…
cs.LG2025
Fourier Neural Operators for Non-Markovian Processes:Approximation Theorems and Experiments
Wonjae Lee, Taeyoung Kim, Hyungbin Park
This paper introduces an operator-based neural network, the mirror-padded Fourier neural operator (MFNO), designed to learn the dynamics of stochastic systems. MFNO extends the sta…