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Cristopher Salvi

Cristopher Salvi contributes to research discovery and scholarly infrastructure.

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Published work

2 published item(s)

preprint2026arXiv

Stable and Near-Reversible Diffusion ODE Solvers for Image Editing

The inversion of diffusion models plays a central role in image editing. Algebraically reversible ODE solvers provide an appealing approach to diffusion inversion for text-guided image editing, by eliminating the inversion error inherent in DDIM-based editing pipelines. However, empirical results indicate that reversibility alone is insufficient. As edits require larger semantic or visual changes, reversible diffusion solvers often exhibit instabilities and suffer sharp drops in output quality. In this paper, we show that the trade-off between exact reversibility and numerical stability manifests empirically as a trade-off between background preservation and prompt alignment in image editing. We then investigate the use of near-reversible Runge-Kutta methods as a more stable alternative to exactly reversible diffusion schemes. When combined with a vector-field smoothing strategy, the resulting approach improves edit fidelity, remains stable under large edits, and largely retains the background-preservation benefits of reversible solvers.

preprint2020arXiv

Sig-SDEs model for quantitative finance

Mathematical models, calibrated to data, have become ubiquitous to make key decision processes in modern quantitative finance. In this work, we propose a novel framework for data-driven model selection by integrating a classical quantitative setup with a generative modelling approach. Leveraging the properties of the signature, a well-known path-transform from stochastic analysis that recently emerged as leading machine learning technology for learning time-series data, we develop the Sig-SDE model. Sig-SDE provides a new perspective on neural SDEs and can be calibrated to exotic financial products that depend, in a non-linear way, on the whole trajectory of asset prices. Furthermore, we our approach enables to consistently calibrate under the pricing measure $\mathbb Q$ and real-world measure $\mathbb P$. Finally, we demonstrate the ability of Sig-SDE to simulate future possible market scenarios needed for computing risk profiles or hedging strategies. Importantly, this new model is underpinned by rigorous mathematical analysis, that under appropriate conditions provides theoretical guarantees for convergence of the presented algorithms.