Prompt Mixing in Diffusion Models using the Black Scholes Algorithm
We introduce a novel approach for prompt mixing, aiming to generate images at the intersection of multiple text prompts using pre-trained text-to-image diffusion models. At each time step during diffusion denoising, our algorithm forecasts predictions w.r.t. the generated image and makes informed text conditioning decisions. To do so, we leverage the connection between diffusion models (rooted in non-equilibrium thermodynamics) and the Black-Scholes model for pricing options in Finance, and draw analogies between the variables in both contexts to derive an appropriate algorithm for prompt mixing using the Black Scholes model. Specifically, the parallels between diffusion models and the Black-Scholes model enable us to leverage properties related to the dynamics of the Markovian model derived in the Black-Scholes algorithm. Our prompt-mixing algorithm is data-efficient, meaning it does not need additional training. Furthermore, it operates without human intervention or hyperparameter tuning. We highlight the benefits of our approach by comparing it qualitatively and quantitatively to other prompt mixing techniques, including linear interpolation, alternating prompts, step-wise prompt switching, and CLIP-guided prompt selection across various scenarios such as single object per text prompt, multiple objects per text prompt and objects against backgrounds. Code is available at https://github.com/divyakraman/BlackScholesDiffusion2024.
Code (1)
Tasks
DenoisingMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using …
Option Pricing Beyond Black-Scholes Based on Double-Fractional Diffusion
We show how the prices of options can be determined with the help of double-fractional differential equation in such a way that their inclusion in a portfolio of stocks provides a more reliable hedge against dramatic pri…
Nonlocal Diffusions and The Quantum Black-Scholes Equation: Modelling the Market Fear Factor
In this paper, we establish a link between quantum stochastic processes, and nonlocal diffusions. We demonstrate how the non-commutative Black-Scholes equation of Accardi & Boukas (Luigi Accardi, Andreas Boukas, 'The Qua…
Integration of Fractional Order Black-Scholes Merton with Neural Network
This study enhances option pricing by presenting unique pricing model fractional order Black-Scholes-Merton (FOBSM) which is based on the Black-Scholes-Merton (BSM) model. The main goal is to improve the precision and au…
A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model
Subdiffusion is a well established phenomenon in physics. In this paper we apply the subdiffusive dynamics to analyze financial markets. We focus on the financial aspect of time fractional diffusion model with moving bou…