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Denoising Task Difficulty-based Curriculum for Training Diffusion Models
By organizing timesteps or noise levels into clusters and training models with descending orders of difficulty, we facilitate an order-aware training regime, progressing from easier to harder denoising tasks, thereby deviating from the conventional approach of training diffusion models simultaneously across all timesteps.
Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence
Finally, we provide a method to find an equivalent martingale measure on the gNTS model and to price the quanto option using the CRealNVP model with the risk-neutral parameters of the gNTS model.
Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities
In finance, implied volatility is an important indicator that reflects the market situation immediately.
