PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator

By Raeid Saqur, Yannick Limmer, Anastasis Kratsios, Blanka Horvath, Hans Buehler

Published 2026-06-04

Everscope rating

1643.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: PIVOT (Price–Implied-Volatility Objective Translator). Problem types: Regression, Optimization, Risk Management, Structured Prediction, Graph Learning.

arXiv:2606.17065 · Code · Paper rankings

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