3 papers
q-fin.GN2025
FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction
Yuhan Hou, Tianji Rao, Jeremy Tan +7
The Federal Open Market Committee (FOMC) sets the federal funds rate, shaping monetary policy and the broader economy. We introduce \emph{FedSight AI}, a multi-agent framework that…
cs.LG2025
PySHRED: A Python package for SHallow REcurrent Decoding for sparse sensing, model reduction and scientific discovery
David Ye, Jan Williams, Mars Gao +4
SHallow REcurrent Decoders (SHRED) provide a deep learning strategy for modeling high-dimensional dynamical systems and/or spatiotemporal data from dynamical system snapshot observ…
q-fin.PR2025
Empirical Models of the Time Evolution of SPX Option Prices
Alessio Brini, David A. Hsieh, Patrick Kuiper +2
The key objective of this paper is to develop an empirical model for pricing SPX options that can be simulated over future paths of the SPX. To accomplish this, we formulate and ri…