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#stochastic-volatility

Beyond Time Induction: Structured Conditional Neural Solvers for Parametric Stochastic-Volatility Pricing

arXiv cs.LG ↗ · 2026-10-15 Cached

本文提出 BeTINH 结构化条件神经求解器,通过多方向时间-参数调制与联合残差路径提升 Heston 随机波动率 PDE 参数化族的求解精度与导数保真度,强调下游敏感度指标需导数感知的评估。

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#stochastic-volatility

Trading Confidence: Comprehensive Uncertainty Estimation in Algorithmic Trading

arXiv cs.LG ↗ · 2026-07-07 Cached

Proposes an uncertainty-aware reinforcement learning framework for algorithmic trading that integrates distributional, epistemic, and aleatoric uncertainty using SHAP-weighted reconstruction, MC Dropout, and LSTM consensus. Outperforms traditional models on five major US stock indices.

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