Ali Alzahrani

Ali Atiah Alzahrani

We tackle high-dimensional, path-dependent valuation and control and introduce a deep BSDE/2BSDE solver that couples truncated log-signatures with a neural rough differential equation (RDE) backbone. The architecture aligns stochastic analysis with sequence-to-path learning: a CVaR-tilted terminal objective targets left-tail risk, while an optional second-order (2BSDE) head supplies curvature estimates for risk-sensitive control. Under matched compute and parameter budgets, the method improves accuracy, tail fidelity, and training stability across Asian and barrier option pricing and portfolio control: at d=200 it achieves CVaR(0.99)=9.80% versus 12.00-13.10% for strong baselines, attains the lowest HJB residual (0.011), and yields the lowest RMSEs for Z and Gamma. Ablations over truncation depth, local windows, and tilt parameters confirm complementary gains from the sequence-to-path representation and the 2BSDE head. Taken together, the results highlight a bidirectional dialogue between stochastic analysis and modern deep learning: stochastic tools inform representations and objectives, while sequence-to-path models expand the class of solvable financial models at scale.

Safi Faizullah, Muhammad Asad Khan, Ali Alzahrani et al.

The advancement in cloud networks has enabled connectivity of both traditional networked elements and new devices from all walks of life, thereby forming the Internet of Things (IoT). In an IoT setting, improving and scaling network components as well as reducing cost is essential to sustain exponential growth. In this domain, software-defined networking (SDN) is revolutionizing the network infrastructure with a new paradigm. SDN splits the control/routing logic from the data transfer/forwarding. This splitting causes many issues in SDN, such as vulnerabilities of DDoS attacks. Many solutions (including blockchain based) have been proposed to overcome these problems. In this work, we offer a blockchain-based solution that is provided in redundant SDN (load-balanced) to service millions of IoT devices. Blockchain is considered as tamper-proof and impossible to corrupt due to the replication of the ledger and consensus for verification and addition to the ledger. Therefore, it is a perfect fit for SDN in IoT Networks. Blockchain technology provides everyone with a working proof of decentralized trust. The experimental results show gain and efficiency with respect to the accuracy, update process, and bandwidth utilization.