Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise

arXiv:2512.14967 · cs.LG, q-fin.CP, q-fin.MF · Submitted 2025-12-16 · Read on arXiv

cs.LG, q-fin.CP, q-fin.MF

Submitted: 2025-12-16

Updated: 2026-10-10

Terminology

• Decoupling — 1× in this paper · explained in 2 episodes
• Loss Function — 1× in this paper · explained in 2 episodes

Related papers

• Polynomial-Augmented Neural Networks (PANNs) with Weak Orthogonality Constraints for Enhanced Function and PDE Approximation
• AIRL-S: Unifying Reinforcement Learning and Search-Based Test-Time Scaling via Adversarial Inverse Reinforcement Learning
• Transformers as Bayesian In-Context Experimenters: Smoothness-Adaptive Efficient ATE Estimation
• Convergence issues in Relational Concept Analysis based on AOC-posets
• Beliefs Beyond Posteriors: The Predictive Cost of ELBO Binding
• Understanding Diffusion Models via Ratio-Based Function Approximation with SignReLU Networks