Sig-DEG (Signature-based Differential Equation Generator), a generator for distilling pre-trained diffusion models, combines partial signatures that summarize Brownian motion over subintervals with a recurrent structure to approximate stochastic differential equation solutions to achieve universality.
Wen-Hang Ge, Lei Jiang, Ling-Yi Yang et al.· arXiv.org· 4 citations
Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature d...
Lei Jiang, Yehua Wei, Xinyu Xi et al.· 0 citations
This paper presents the first systematic empirical study in the financial domain to characterize how an adversarial signal enters a multi-agent trading system and how far it survives toward the decision, and evaluates four communication topologies under data- and agent-level attacks.
CheolWon Na, Hao Ni, Lukasz Szpruch et al.· 0 citations
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