arXiv subjects

David Ye

Publications and source records attributed to David Ye.

4 recordsLinked to original sources

arXiv2026

Fauna Sprout: A lightweight, approachable, developer-ready humanoid robot

Recent advances in learned control, large-scale simulation, and generative models have accelerated progress toward general-purpose robotic controllers, yet the field still lacks platforms suitable for safe, expressive, long-term deployment in human environments. Most existing humanoids are either closed industrial systems or academic prototypes that are difficult to deploy and operate around people, limiting progress in robotics. We introduce Sprout, a developer platform designed to address these limitations through an emphasis on safety, expressivity, and developer accessibility. Sprout adopts a lightweight form factor with compliant control, limited joint torques, and soft exteriors to support safe operation in shared human spaces. The platform integrates whole-body control, manipulation with integrated grippers, and virtual-reality-based teleoperation within a unified hardware-software stack. An expressive head further enables social interaction -- a domain that remains underexplored on most utilitarian humanoids. By lowering physical and technical barriers to deployment, Sprout expands access to capable humanoid platforms and provides a practical basis for developing embodied intelligence in real human environments.

cs.RO↗

arXiv2025

FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction

The Federal Open Market Committee (FOMC) sets the federal funds rate, shaping monetary policy and the broader economy. We introduce \emph{FedSight AI}, a multi-agent framework that uses large language models (LLMs) to simulate FOMC deliberations and predict policy outcomes. Member agents analyze structured indicators and unstructured inputs such as the Beige Book, debate options, and vote, replicating committee reasoning. A Chain-of-Draft (CoD) extension further improves efficiency and accuracy by enforcing concise multistage reasoning. Evaluated at 2023-2024 meetings, FedSight CoD achieved accuracy of 93.75\% and stability of 93.33\%, outperforming baselines including MiniFed and Ordinal Random Forest (RF), while offering transparent reasoning aligned with real FOMC communications.

q-fin.GN↗

arXiv2025

PySHRED: A Python package for SHallow REcurrent Decoding for sparse sensing, model reduction and scientific discovery

SHallow REcurrent Decoders (SHRED) provide a deep learning strategy for modeling high-dimensional dynamical systems and/or spatiotemporal data from dynamical system snapshot observations. PySHRED is a Python package that implements SHRED and several of its major extensions, including for robust sensing, reduced order modeling and physics discovery. In this paper, we introduce the version 1.0 release of PySHRED, which includes data preprocessors and a number of cutting-edge SHRED methods specifically designed to handle real-world data that may be noisy, multi-scale, parameterized, prohibitively high-dimensional, and strongly nonlinear. The package is easy to install, thoroughly-documented, supplemented with extensive code examples, and modularly-structured to support future additions. The entire codebase is released under the MIT license and is available at https://github.com/pyshred-dev/pyshred.

cs.LG↗

arXiv2025

Empirical Models of the Time Evolution of SPX Option Prices

The key objective of this paper is to develop an empirical model for pricing SPX options that can be simulated over future paths of the SPX. To accomplish this, we formulate and rigorously evaluate several statistical models, including neural network, random forest, and linear regression. These models use the observed characteristics of the options as inputs -- their price, moneyness and time-to-maturity, as well as a small set of external inputs, such as the SPX and its past history, dividend yield, and the risk-free rate. Model evaluation is performed on historical options data, spanning 30 years of daily observations. Significant effort is given to understanding the data and ensuring explainability for the neural network. A neural network model with two hidden layers and four neurons per layer, trained with minimal hyperparameter tuning, performs well against the theoretical Black-Scholes-Merton model for European options, as well as two other empirical models based on the random forest and the linear regression. It delivers arbitrage-free option prices without requiring these conditions to be imposed.

q-fin.PR↗