An Uncertainty-Aware Physics-Informed Neural Network Solution for the Black–Scholes Equation: A Novel Framework for Option Pricing

By Sina Kazemian, Ghazal Farhani, Amirhessam Yazdi

Published 2025-04-01

Everscope rating

1627.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: AT-PINN (Anchor-Transfer Physics-Informed Neural Network). Problem types: Regression, PDE Solving, Uncertainty Quantification, Risk Management.

arXiv:2511.05519 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.