Author

Yu-Yang Zhao

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Conference Open access Oct 2026

Leakage-Controlled Chronological Evaluation of Hybrid Option Pricing Models

Option-pricing comparisons can be biased when quote-derived inputs or later outcomes enter model selection. We compare analytical, learned, fixed-blend, and conditional-blend models in a chronology that ends tuning in 2019 and fixes the 2024 to 2025 confirmation before its outcomes are examined. SPY, QQQ, and IWM are a...

Yu-Yang Zhao · Exploring Science Academic C... · 0 citations

#artificial intelligence Preprint Oct 2026

Time Series Forecasting Benchmarks Need Scenario-Grounded Stress Testing

Time series forecasting (TSF) increasingly drives decisions in transportation, energy, finance, healthcare, and infrastructure, yet current evaluation remains overly narrow: standard benchmarks reward low held-out error, while robustness studies typically reduce failure to Gaussian noise, random masking, or bounded adv...

Yu-Yang Zhao, Liang-Huo Xu, Hao Xue · 0 citations