4 papers · 1 filter
LightSBB-M: Bridging Schrödinger and Bass for Generative Diffusion Modeling
Alexandre Alouadi, Pierre Henry-Labordère, Grégoire Loeper +3
The Schrodinger Bridge and Bass (SBB) formulation, which jointly controls drift and volatility, is an established extension of the classical Schrodinger Bridge (SB). Building on th…
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
Alexandre Alouadi, Grégoire Loeper, Célian Marsala +2
We study the problem of generating synthetic time series that reproduce both marginal distributions and temporal dynamics, a central challenge in financial machine learning. Existi…
Monte Carlo-Type Neural Operator for Differential Equations
Salah Eddine Choutri, Prajwal Chauhan, Othmane Mazhar +1
The Monte Carlo-type Neural Operator (MCNO) introduces a framework for learning solution operators of one-dimensional partial differential equations (PDEs) by directly learning the…
Learning Solution Operators for Partial Differential Equations via Monte Carlo-Type Approximation
Salah Eddine Choutri, Prajwal Chauhan, Othmane Mazhar +1
The Monte Carlo-type Neural Operator (MCNO) introduces a lightweight architecture for learning solution operators for parametric PDEs by directly approximating the kernel integral…