Zhaoyu Zhang

Erhan Bayraktar, Qi Feng, Zhaoyu Zhang

In this work, we study the deep signature algorithms for path-dependent options. We extend the backward scheme in [Huré-Pham-Warin. Mathematics of Computation 89, no. 324 (2020)] for state-dependent FBSDEs with reflections to path-dependent FBSDEs with reflections, by adding the signature layer to the backward scheme. Our algorithm applies to both European and American type option pricing problems while the payoff function depends on the whole paths of the underlying forward stock process. We prove the convergence analysis of our numerical algorithm with explicit dependence on the truncation order of the signature and the neural network approximation errors. Numerical examples for the algorithm are provided including: Amerasian option under the Black-Scholes model, American option with a path-dependent geometric mean payoff function, and the Shiryaev's optimal stopping problem.

Xinyu Chen, Renjie Li, Yueyao Yu et al.

We solve a fundamental challenge in semiconductor IC design: the fast and accurate characterization of nanoscale photonic devices. Much like the fusion between AI and EDA, many efforts have been made to apply DNNs such as convolutional neural networks (CNN) to prototype and characterize next-gen optoelectronic devices commonly found in photonic integrated circuits (PIC) and LiDAR. These prior works generally strive to predict the quality factor (Q) and modal volume (V) of for instance, photonic crystals, with ultra-high accuracy and speed. However, state-of-the-art models are still far from being directly applicable in the real-world: e.g. the correlation coefficient of V ($V_{coeff}$ ) is only about 80%, which is much lower than what it takes to generate reliable and reproducible nanophotonic designs. Recently, attention-based transformer models have attracted extensive interests and been widely used in CV and NLP. In this work, we propose the first-ever Transformer model (POViT) to efficiently design and simulate semiconductor photonic devices with multiple objectives. Unlike the standard Vision Transformer (ViT), we supplied photonic crystals as data input and changed the activation layer from GELU to an absolute-value function (ABS). Our experiments show that POViT exceeds results reported by previous models significantly. The correlation coefficient $V_{coeff}$ increases by over 12% (i.e., to 92.0%) and the prediction errors of Q is reduced by an order of magnitude, among several other key metric improvements. Our work has the potential to drive the expansion of EDA to fully automated photonic design. The complete dataset and code will be released to aid researchers endeavoring in the interdisciplinary field of physics and computer science.

Han Li, Vibhor Malik, Zahra Zanjani Foumani et al.

A/B testing remains the gold standard for evaluating modifications to e-commerce storefronts, yet it diverts traffic, requires weeks to reach statistical significance, and risks degrading user experience. We present SimGym, a framework for simulating A/B tests on e-commerce storefronts using vision-language model (VLM) agents operating in a live browser. The framework comprises three key components: (a) a traffic-grounded persona generation pipeline that derives per-shop buyer archetypes and intents from production clickstream data; (b) a live-browser agent architecture that combines multimodal perception over visual and browser-structured observations with episodic memory and guardrails to conduct coherent shopping sessions across control and treatment storefronts; and (c) an evaluation protocol that compares simulated outcome shifts with observed shifts in real buyer behavior. We validate SimGym on A/B tests of visually driven UI theme changes from a major e-commerce platform across diverse storefronts and product categories. Empirical results show that SimGym agents achieve strong agreement with observed outcome shifts, attaining 77% directional alignment with add-to-cart shifts observed across interface variants in real-buyer traffic. It reduces experimental cycles from weeks to under an hour, enabling rapid experimentation without exposing real buyers to candidate variants.

Guanxiong Sun, Chi Wang, Zhaoyu Zhang et al.

Frame quality deterioration is one of the main challenges in the field of video understanding. To compensate for the information loss caused by deteriorated frames, recent approaches exploit transformer-based integration modules to obtain spatio-temporal information. However, these integration modules are heavy and complex. Furthermore, each integration module is specifically tailored for its target task, making it difficult to generalise to multiple tasks. In this paper, we present a neat and unified framework, called Spatio-Temporal Prompting Network (STPN). It can efficiently extract robust and accurate video features by dynamically adjusting the input features in the backbone network. Specifically, STPN predicts several video prompts containing spatio-temporal information of neighbour frames. Then, these video prompts are prepended to the patch embeddings of the current frame as the updated input for video feature extraction. Moreover, STPN is easy to generalise to various video tasks because it does not contain task-specific modules. Without bells and whistles, STPN achieves state-of-the-art performance on three widely-used datasets for different video understanding tasks, i.e., ImageNetVID for video object detection, YouTubeVIS for video instance segmentation, and GOT-10k for visual object tracking. Code is available at https://github.com/guanxiongsun/vfe.pytorch.

Erhan Bayraktar, Qi Feng, Zecheng Zhang et al.

We propose a deep neural-operator framework for a general class of probability models. Under global Lipschitz conditions on the operator over the entire Euclidean space-and for a broad class of probabilistic models-we establish a universal approximation theorem with explicit network-size bounds for the proposed architecture. The underlying stochastic processes are required only to satisfy integrability and general tail-probability conditions. We verify these assumptions for both European and American option-pricing problems within the forward-backward SDE (FBSDE) framework, which in turn covers a broad class of operators arising from parabolic PDEs, with or without free boundaries. Finally, we present a numerical example for a basket of American options, demonstrating that the learned model produces optimal stopping boundaries for new strike prices without retraining.

Anni Li, Venkat Krishnamohan, Raghav Kansal et al.

In high energy physics (HEP), machine learning methods have emerged as an effective way to accurately simulate particle collisions at the Large Hadron Collider (LHC). The message-passing generative adversarial network (MPGAN) was the first model to simulate collisions as point, or ``particle'', clouds, with state-of-the-art results, but suffered from quadratic time complexity. Recently, generative adversarial particle transformers (GAPTs) were introduced to address this drawback; however, results did not surpass MPGAN. We introduce induced GAPT (iGAPT) which, by integrating ``induced particle-attention blocks'' and conditioning on global jet attributes, not only offers linear time complexity but is also able to capture intricate jet substructure, surpassing MPGAN in many metrics. Our experiments demonstrate the potential of iGAPT to simulate complex HEP data accurately and efficiently.

Zhaoyu Zhang, Lingyi Wang, Wei Wu et al.

Data-driven semantic communication is based on superficial statistical patterns, thereby lacking interpretability and generalization, especially for applications with the presence of unseen data. To address these challenges, we propose a novel knowledge graph-enhanced zero-shot semantic communication (KGZS-SC) network. Guided by the structured semantic information from a knowledge graph-based semantic knowledge base (KG-SKB), our scheme provides generalized semantic representations and enables reasoning for unseen cases. Specifically, the KG-SKB aligns the semantic features in a shared category semantics embedding space and enhances the generalization ability of the transmitter through aligned semantic features, thus reducing communication overhead by selectively transmitting compact visual semantics. At the receiver, zero-shot learning (ZSL) is leveraged to enable direct classification for unseen cases without the demand for retraining or additional computational overhead, thereby enhancing the adaptability and efficiency of the classification process in dynamic or resource-constrained environments. The simulation results conducted on the APY datasets show that the proposed KGZS-SC network exhibits robust generalization and significantly outperforms existing SC frameworks in classifying unseen categories across a range of SNR levels.

Alberto Castelo, Zahra Zanjani Foumani, Ailin Fan et al.

A/B testing remains the gold standard for evaluating e-commerce UI changes, yet it diverts traffic, takes weeks to reach significance, and risks harming user experience. We introduce SimGym, a scalable system for rapid offline A/B testing using traffic-grounded synthetic buyers powered by Large Language Model agents operating in a live browser. SimGym extracts per-shop buyer profiles and intents from production interaction data, identifies distinct behavioral archetypes, and simulates cohort-weighted sessions across control and treatment storefronts. We validate SimGym against real human outcomes from real UI changes on a major e-commerce platform under confounder control. Even without alignment post training, SimGym agents achieve state of the art alignment with observed outcome shifts and reduces experiment cycles from weeks to under an hour , enabling rapid experimentation without exposure to real buyers.

Renjie Li, Wenjie Wei, Qi Xin et al.

Large language models (LLMs) are rapidly pushing the limits of contemporary computing hardware. For example, training GPT-3 has been estimated to consume around 1300 MWh of electricity, and projections suggest future models may require city-scale (gigawatt) power budgets. These demands motivate exploration of computing paradigms beyond conventional von Neumann architectures. This review surveys emerging photonic hardware optimized for next-generation generative AI computing. We discuss integrated photonic neural network architectures (e.g., Mach-Zehnder interferometer meshes, lasers, wavelength-multiplexed microring resonators) that perform ultrafast matrix operations. We also examine promising alternative neuromorphic devices, including spiking neural network circuits and hybrid spintronic-photonic synapses, which combine memory and processing. The integration of two-dimensional materials (graphene, TMDCs) into silicon photonic platforms is reviewed for tunable modulators and on-chip synaptic elements. Transformer-based LLM architectures (self-attention and feed-forward layers) are analyzed in this context, identifying strategies and challenges for mapping dynamic matrix multiplications onto these novel hardware substrates. We then dissect the mechanisms of mainstream LLMs, such as ChatGPT, DeepSeek, and LLaMA, highlighting their architectural similarities and differences. We synthesize state-of-the-art components, algorithms, and integration methods, highlighting key advances and open issues in scaling such systems to mega-sized LLM models. We find that photonic computing systems could potentially surpass electronic processors by orders of magnitude in throughput and energy efficiency, but require breakthroughs in memory, especially for long-context windows and long token sequences, and in storage of ultra-large datasets.

Ceyao Zhang, Renjie Li, Cheng Zhang et al.

Photonic Crystal Surface Emitting Lasers (PCSEL)'s inverse design demands expert knowledge in physics, materials science, and quantum mechanics which is prohibitively labor-intensive. Advanced AI technologies, especially reinforcement learning (RL), have emerged as a powerful tool to augment and accelerate this inverse design process. By modeling the inverse design of PCSEL as a sequential decision-making problem, RL approaches can construct a satisfactory PCSEL structure from scratch. However, the data inefficiency resulting from online interactions with precise and expensive simulation environments impedes the broader applicability of RL approaches. Recently, sequential models, especially the Transformer architecture, have exhibited compelling performance in sequential decision-making problems due to their simplicity and scalability to large language models. In this paper, we introduce a novel framework named PCSEL Inverse Design Transformer (PiT) that abstracts the inverse design of PCSEL as a sequence modeling problem. The central part of our PiT is a Transformer-based structure that leverages the past trajectories and current states to predict the current actions. Compared with the traditional RL approaches, PiT can output the optimal actions and achieve target PCSEL designs by leveraging offline data and conditioning on the desired return. Results demonstrate that PiT achieves superior performance and data efficiency compared to baselines.

Qi Feng, Man Luo, Zhaoyu Zhang

We propose a deep signature/log-signature FBSDE algorithm to solve forward-backward stochastic differential equations (FBSDEs) with state and path dependent features. By incorporating the deep signature/log-signature transformation into the recurrent neural network (RNN) model, our algorithm shortens the training time, improves the accuracy, and extends the time horizon comparing to methods in the existing literature. Moreover, our algorithms can be applied to a wide range of applications such as state and path dependent option pricing involving high-frequency data, model ambiguity, and stochastic games, which are linked to parabolic partial differential equations (PDEs), and path-dependent PDEs (PPDEs). Lastly, we also derive the convergence analysis of the deep signature/log-signature FBSDE algorithm.

Yuri F. Saporito, Zhaoyu Zhang

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional Itô calculus was developed to deal with path-dependent financial derivatives contracts. More specificaly, we generalize the Deep Galerking Method (DGM) of Sirignano and Spiliopoulos [2018] to deal with these equations. The method, which we call Path-Dependent DGM (PDGM), consists of using a combination of feed-forward and Long Short-Term Memory architectures to model the solution of the PPDE. We then analyze several numerical examples, many from the Financial Mathematics literature, that show the capabilities of the method under very different situations.