4 papers
Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback
Yihao Ang, Yifan Bao, Lei Jiang +4
Time-series data is central to decision-making in financial markets, yet building high-performing, interpretable, and auditable models remains a major challenge. While Automated Ma…
High Rank Path Development: an approach of learning the filtration of stochastic processes
Jiajie Tao, Hao Ni, Chong Liu
Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous…
Restricted Path Characteristic Function Determines the Law of Stochastic Processes
Siran Li, Zijiu Lyu, Hao Ni +1
A central question in rough path theory is characterising the law of stochastic processes on path spaces. It is established in [I. Chevyrev & T. Lyons, Characteristic functions of…
A PDE approach for solving the characteristic function of the generalised signature process
Terry Lyons, Hao Ni, Jiajie Tao
The signature of a path, as a fundamental object in Rough path theory, serves as a generating function for non-commutative monomials on path space. It transforms the path into a gr…