Kolmogorov–Arnold Finance-Informed Neural Network in Option Pricing

Finance-Informed Neural Networks (FINNs), inspired by Physical Information Neural Networks (PINNs) and computational finance, aim to enhance risk assessment and support regulatory decision-making. Despite their promising potential, existing FINNs face significant challenges related to learning effic...

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Bibliographic Details
Main Authors: Charles Z. Liu, Ying Zhang, Lu Qin, Yongfei Liu
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Applied Sciences
Subjects:
Online Access:https://www.mdpi.com/2076-3417/14/24/11618
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