A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula

By Adil Reghai, Lama Tarsissi, Gérard Biau, Alex Lipton

Published 2026-09-09

Everscope rating

1733.8

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Geometric Residual Neural Network (GeoResNN). Problem types: Regression, Risk Management, Optimization.

arXiv:2605.06604 · Paper rankings

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