logo
today local_bar
neural merton jump diffusion

1 paper across 1 session

Poster Session 4

1 paper
Thursday, December 4, 2025 · 4:30 PM → 7:30 PM
Exhibit Hall C,D,E
Neural MJD: Neural Non-Stationary Merton Jump Diffusion for Time Series Prediction
#3616 · Yuanpei Gao, Qi Yan, Yan Leng, Renjie Liao

A novel neural Merton jump diffusion SDE for probabilistic time series prediction.