Showing 2024Show all
2 papers · 1 filter
q-fin.CP2024
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
Zeda Xu, John Liechty, Sebastian Benthall +2
Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence used extensively for pricing and discriminating between different financial investm…
cs.LG2024
Enforcing the Principle of Locality for Physical Simulations with Neural Operators
Jiangce Chen, Wenzhuo Xu, Zeda Xu +3
Time-dependent partial differential equations (PDEs) for classic physical systems are established based on the conservation of mass, momentum, and energy, which are ubiquitous in s…