2 papers
cs.LG2026
Universal Time Series Generation with Neural Controlled Differential Equations
Torben Berndt, Elyes Farjallah, Leif Seute +3
Recent work on the sequence universality of State Space Models (SSMs) has introduced efficient, maximally expressive continuous-time approaches for time-series modelling. While the…
q-fin.CP2026
PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator
Raeid Saqur, Yannick Limmer, Anastasis Kratsios +2
Modern option-learning systems operate in two coordinates: price space, where markets quote and no-arbitrage constraints are most naturally enforced, and implied volatility (IV) sp…