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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Samy Mekkaoui

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Preprint Aug 2026

Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation

We introduce Deep-MKV-TS, a path-dependent McKean-Vlasov framework for financial scenario generation. The stochastic dynamics are chosen by matching selected path and volatility features of generated scenarios to those observed in the data. Starting from an interpretable reference model, Deep-MKV-TS preserves the refer...

Samer Boustany, Théo Basseras, Samy Mekkaoui et al. · 0 citations

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