2 papers
cs.LG2025
Tree-Structured Parzen Estimator Can Solve Black-Box Combinatorial Optimization More Efficiently
Kenshin Abe, Yunzhuo Wang, Shuhei Watanabe
Tree-structured Parzen estimator (TPE) is a versatile hyperparameter optimization (HPO) method supported by popular HPO tools. Since these HPO tools have been developed in line wit…
q-fin.CP2024
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang +1
Inspired by the recently proposed Kolmogorov-Arnold Networks (KANs), we introduce the KAN-based Option Pricing (KANOP) model to value American-style options, building on the conven…