Skip to content

Author

Ye-Yu Zhang

3 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Sep 2026

Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations

Pricing European options under local volatility requires repeatedly solving a PDE whose coefficients change with recalibration, while practitioners need both prices and sensitivities across spot-time surfaces. Neural surrogates can amortize these solves, but near expiry the solution loses regularity, making curvature d...

Jia-Rui Feng, Bing-Yang Hu, Yu Jiang et al. · 0 citations
Preprint Sep 2026

Finance-Informed Operator Learning for Option Pricing with Quantum-Compatible Realizations

Pricing European options under local volatility requires repeatedly solving a PDE whose coefficients change with recalibration, while practitioners need both prices and sensitivities across spot-time surfaces. Neural surrogates can amortize these solves, but near expiry the solution loses regularity, making curvature d...

Jia-Rui Feng, Bing-Yang Hu, Jiang-Wei Yu et al. · 0 citations
#machine learning Preprint May 2026

PACE-FNO: Physics-Aligned Canonical Equivariance for Fourier Neural Operators

Neural operators are often tested on states that differ physically from training data. A distinct failure occurs when the physical dynamics are unchanged but the observed coordinate frame differs from training. PACE-FNO addresses this case by estimating the frame, predicting after pulling the field to a canonical repre...

Jia-Xi Xu, Chang-Hong Mou, Ye-Yu Zhang et al. · 1 citation

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.