2 papers
q-fin.RM2026
A generic nonparametric value-at-risk estimator for high dimensions
Siyuan Sun
We present in this article a non-parametric value-at-risk (VaR+CVaR) algorithm that remains accurate for an arbitrarily large number of underlying positions. The algorithm solves t…
cs.PL2026
KernelScript: Cross-Boundary Typed DSL for eBPF Applications
Cong Wang, Siyuan Sun, Yusheng Zheng
eBPF lets developers extend Linux with custom packet processing, tracing, and scheduling logic, and a verifier proves before execution that the code will not crash the kernel. The…