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  • Synthetic Data Generation Using Topological Loss for Deep HedgingFirst published: 9/18/2026·Last updated: 9/18/2026
  • Building and Profiling a Small GPT-2 Training Pipeline in CUDA and MPIFirst published: 9/18/2026·Last updated: 9/18/2026
  • Option Pricing with Deep Learning: a Long Short-Term Memory ApproachFirst published: 4/10/2026·Last updated: 4/10/2026
  • Idiosyncratic Skew Arbitrage in Equity OptionsFirst published: 3/23/2026·Last updated: 3/23/2026
  • Reinforcement Learning for Market Making: Dynamic Programming, Deep Q-Networks, and Soft Actor-CriticFirst published: 3/23/2026·Last updated: 3/23/2026
  • Estimating Eigenvalues in Empirical DataFirst published: 2/22/2026·Last updated: 2/22/2026