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Zhaoyu Zhang

Zhaoyu Zhang contributes to research discovery and scholarly infrastructure.

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Published work

3 published item(s)

preprint2026arXiv

SimGym: A Framework for A/B Test Simulation in E-Commerce with Traffic-Grounded VLM Agents

A/B testing remains the gold standard for evaluating modifications to e-commerce storefronts, yet it diverts traffic, requires weeks to reach statistical significance, and risks degrading user experience. We present SimGym, a framework for simulating A/B tests on e-commerce storefronts using vision-language model (VLM) agents operating in a live browser. The framework comprises three key components: (a) a traffic-grounded persona generation pipeline that derives per-shop buyer archetypes and intents from production clickstream data; (b) a live-browser agent architecture that combines multimodal perception over visual and browser-structured observations with episodic memory and guardrails to conduct coherent shopping sessions across control and treatment storefronts; and (c) an evaluation protocol that compares simulated outcome shifts with observed shifts in real buyer behavior. We validate SimGym on A/B tests of visually driven UI theme changes from a major e-commerce platform across diverse storefronts and product categories. Empirical results show that SimGym agents achieve strong agreement with observed outcome shifts, attaining 77% directional alignment with add-to-cart shifts observed across interface variants in real-buyer traffic. It reduces experimental cycles from weeks to under an hour, enabling rapid experimentation without exposing real buyers to candidate variants.

preprint2022arXiv

Deep Signature FBSDE Algorithm

We propose a deep signature/log-signature FBSDE algorithm to solve forward-backward stochastic differential equations (FBSDEs) with state and path dependent features. By incorporating the deep signature/log-signature transformation into the recurrent neural network (RNN) model, our algorithm shortens the training time, improves the accuracy, and extends the time horizon comparing to methods in the existing literature. Moreover, our algorithms can be applied to a wide range of applications such as state and path dependent option pricing involving high-frequency data, model ambiguity, and stochastic games, which are linked to parabolic partial differential equations (PDEs), and path-dependent PDEs (PPDEs). Lastly, we also derive the convergence analysis of the deep signature/log-signature FBSDE algorithm.

preprint2020arXiv

PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional Itô calculus was developed to deal with path-dependent financial derivatives contracts. More specificaly, we generalize the Deep Galerking Method (DGM) of Sirignano and Spiliopoulos [2018] to deal with these equations. The method, which we call Path-Dependent DGM (PDGM), consists of using a combination of feed-forward and Long Short-Term Memory architectures to model the solution of the PPDE. We then analyze several numerical examples, many from the Financial Mathematics literature, that show the capabilities of the method under very different situations.