8 papers
Residual Supply and the Price of Risk Absorption
Ziyao Wang
When redeeming open-end funds sell and natural buyers do not step in at once, some limited-capital investor must take the other side and carry the inventory until prices recover. T…
ROCKET: Residual-Oriented Multi-Layer Alignment for Spatially-Aware Vision-Language-Action Models
Guoheng Sun, Tingting Du, Kaixi Feng +6
Vision-Language-Action (VLA) models enable instruction-following robotic manipulation, but they are typically pretrained on 2D data and lack 3D spatial understanding. An effective…
Operating Imperfect AI: Reliability Drift and Human Congestion
Ziyao Wang, Svetlozar T Rachev
The deployment of machine learning in high-stakes services relies on ``human-in-the-loop'' architectures to mitigate algorithmic uncertainty. However, existing static policies fail…
The Three-Dimensional Decomposition of Volatility Memory
Ziyao Wang, A. Alexandre Trindade, Svetlozar T. Rachev
This paper develops a three-dimensional decomposition of volatility memory into orthogonal components of level, shape, and tempo. The framework unifies regime-switching, fractional…
Neural Lévy SDE for State--Dependent Risk and Density Forecasting
Ziyao Wang, Svetlozar T Rachev
Financial returns are known to exhibit heavy tails, volatility clustering and abrupt jumps that are poorly captured by classical diffusion models. Advances in machine learning have…
RALLY: Role-Adaptive LLM-Driven Yoked Navigation for Agentic UAV Swarms
Ziyao Wang, Rongpeng Li, Sizhao Li +4
Intelligent control of Unmanned Aerial Vehicles (UAVs) swarms has emerged as a critical research focus, and it typically requires the swarm to navigate effectively while avoiding o…