Neural Networks with Local Converging Inputs for Efficient Options Pricing Models

By Harris Cobb, Wenbo Hao, Yingjie Liu

Published 2026-08-03

Everscope rating

1878.4

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Neural Networks with Local Converging Inputs (NNLCI). Problem types: Regression, Risk Management.

arXiv:2608.02778 · Paper rankings

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