{"paper":{"title":"Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"2), (2) ING Bank, Amsterdam, Cornelis Vuik (1) ((1) Numerical Analysis, Delft, Delft University of Technology, Jing Wang (1), Shuaiqiang Liu (1, the Netherlands), The Netherlands","submitted_at":"2025-09-01T19:51:42Z","abstract_excerpt":"This paper presents a deep generative modeling framework for controllably synthesizing implied volatility surfaces (IVSs) using a variational autoencoder (VAE). Unlike conventional data-driven models, our approach provides explicit control over meaningful shape features (e.g., volatility level, slope, curvature, term-structure) to generate IVSs with desired characteristics. In our framework, financially interpretable shape features are disentangled from residual latent factors. The target features are embedded into the VAE architecture as controllable latent variables, while the residual laten"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2509.01743","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2509.01743/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}