Tingwei Meng

University of California, Los Angeles (UCLA)

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In-Context Operator Learning for Linear Propagator Models

Number of pages: 25 Posted: 05 Feb 2025
Tingwei Meng, Moritz Voss, Nils Detering, Giulio Farolfi, Stanley Osher and Georg Menz
University of California, Los Angeles (UCLA), University of California Los Angeles, Department of Mathematics, Heinrich Heine University Dusseldorf, University of California, Los Angeles (UCLA), Independent and University of California Los Angeles, Department of Mathematics
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Abstract:

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optimal execution, price impact, propagator models, operator learning, in-context learning, transformers, optimal stochastic control