Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility

By Xiaozhen Wang, Anaïs Després, Martin Dureau, Francois Buet-Golfouse

Published 2026-08-02

Everscope rating

1975.3

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

2 / 5

About this paper

Methodology: Projection-Consistent Neural Operator (DeepONet/FNO). Problem types: Regression, Optimization, Risk Management, Structured Prediction, Multi-task Learning, Transfer Learning.

arXiv:2608.01217 · Paper rankings

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