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math.NA2025
Recent Advances in Numerical Solutions for Hamilton-Jacobi PDEs
Tingwei Meng, Siting Liu, Samy Wu Fung +1
Hamilton-Jacobi partial differential equations (HJ PDEs) play a central role in many applications such as economics, physics, and engineering. These equations describe the evolutio…
cs.AI2025
Eliza: A Web3 friendly AI Agent Operating System
Shaw Walters, Sam Gao, Shakker Nerd +11
AI Agent, powered by large language models (LLMs) as its cognitive core, is an intelligent agentic system capable of autonomously controlling and determining the execution paths un…
q-fin.TR2025
Solving Optimal Execution Problems via In-Context Operator Networks
Tingwei Meng, Moritz Voß, Nils Detering +3
We propose a novel transformer-based neural network architecture (ICON-OCnet) for solving optimal order execution problems in the presence of unknown price impact. Our architecture…