3 papers
q-fin.MF2026
Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
Charlie Che, Tongseok Lim, Yue Sun
We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent p…
cs.CV2024
Adaptive Runge-Kutta Dynamics for Spatiotemporal Prediction
Xuanle Zhao, Yue Sun, Ziyi Wang +2
Spatiotemporal prediction is important in solving natural problems and processing video frames, especially in weather forecasting and human action recognition. Recent advances atte…
cs.LG2023
Enhancing Solutions for Complex PDEs: Introducing Complementary Convolution and Equivariant Attention in Fourier Neural Operators
Xuanle Zhao, Yue Sun, Tielin Zhang +1
Neural operators improve conventional neural networks by expanding their capabilities of functional mappings between different function spaces to solve partial differential equatio…