no code implementations • 22 Apr 2024 • Marah Abdin, Sam Ade Jacobs, Ammar Ahmad Awan, Jyoti Aneja, Ahmed Awadallah, Hany Awadalla, Nguyen Bach, Amit Bahree, Arash Bakhtiari, Jianmin Bao, Harkirat Behl, Alon Benhaim, Misha Bilenko, Johan Bjorck, Sébastien Bubeck, Qin Cai, Martin Cai, Caio César Teodoro Mendes, Weizhu Chen, Vishrav Chaudhary, Dong Chen, Dongdong Chen, Yen-Chun Chen, Yi-Ling Chen, Parul Chopra, Xiyang Dai, Allie Del Giorno, Gustavo de Rosa, Matthew Dixon, Ronen Eldan, Victor Fragoso, Dan Iter, Mei Gao, Min Gao, Jianfeng Gao, Amit Garg, Abhishek Goswami, Suriya Gunasekar, Emman Haider, Junheng Hao, Russell J. Hewett, Jamie Huynh, Mojan Javaheripi, Xin Jin, Piero Kauffmann, Nikos Karampatziakis, Dongwoo Kim, Mahoud Khademi, Lev Kurilenko, James R. Lee, Yin Tat Lee, Yuanzhi Li, Yunsheng Li, Chen Liang, Lars Liden, Ce Liu, Mengchen Liu, Weishung Liu, Eric Lin, Zeqi Lin, Chong Luo, Piyush Madan, Matt Mazzola, Arindam Mitra, Hardik Modi, Anh Nguyen, Brandon Norick, Barun Patra, Daniel Perez-Becker, Thomas Portet, Reid Pryzant, Heyang Qin, Marko Radmilac, Corby Rosset, Sambudha Roy, Olatunji Ruwase, Olli Saarikivi, Amin Saied, Adil Salim, Michael Santacroce, Shital Shah, Ning Shang, Hiteshi Sharma, Swadheen Shukla, Xia Song, Masahiro Tanaka, Andrea Tupini, Xin Wang, Lijuan Wang, Chunyu Wang, Yu Wang, Rachel Ward, Guanhua Wang, Philipp Witte, Haiping Wu, Michael Wyatt, Bin Xiao, Can Xu, Jiahang Xu, Weijian Xu, Sonali Yadav, Fan Yang, Jianwei Yang, ZiYi Yang, Yifan Yang, Donghan Yu, Lu Yuan, Chengruidong Zhang, Cyril Zhang, Jianwen Zhang, Li Lyna Zhang, Yi Zhang, Yue Zhang, Yunan Zhang, Xiren Zhou
We introduce phi-3-mini, a 3. 8 billion parameter language model trained on 3. 3 trillion tokens, whose overall performance, as measured by both academic benchmarks and internal testing, rivals that of models such as Mixtral 8x7B and GPT-3. 5 (e. g., phi-3-mini achieves 69% on MMLU and 8. 38 on MT-bench), despite being small enough to be deployed on a phone.
1 code implementation • 20 Dec 2022 • Marc Chataigner, Areski Cousin, Stéphane Crépey, Matthew Dixon, Djibril Gueye
We explore the abilities of two machine learning approaches for no-arbitrage interpolation of European vanilla option prices, which jointly yield the corresponding local volatility surface: a finite dimensional Gaussian process (GP) regression approach under no-arbitrage constraints based on prices, and a neural net (NN) approach with penalization of arbitrages based on implied volatilities.
no code implementations • 9 May 2022 • Dixon Domfeh, Arpita Chatterjee, Matthew Dixon
Catastrophe (CAT) bond markets are incomplete and hence carry uncertainty in instrument pricing.
no code implementations • 18 Nov 2021 • Sylwester Klocek, Haiyu Dong, Matthew Dixon, Panashe Kanengoni, Najeeb Kazmi, Pete Luferenko, Zhongjian Lv, Shikhar Sharma, Jonathan Weyn, Siqi Xiang
We present the encoder-forecaster convolutional long short-term memory (LSTM) deep-learning model that powers Microsoft Weather's operational precipitation nowcasting product.
1 code implementation • 20 Jul 2020 • Marc Chataigner, Stéphane Crépey, Matthew Dixon
Deep learning for option pricing has emerged as a novel methodology for fast computations with applications in calibration and computation of Greeks.
no code implementations • 25 Feb 2020 • Matthew Dixon, Igor Halperin
Our approach is based on G-learning - a probabilistic extension of the Q-learning method of reinforcement learning.
no code implementations • 27 Nov 2017 • Matthew Dixon, Diego Klabjan, Lan Wei
The OSTSC package is a powerful oversampling approach for classifying univariant, but multinomial time series data in R. This article provides a brief overview of the oversampling methodology implemented by the package.
no code implementations • 29 Mar 2016 • Matthew Dixon, Diego Klabjan, Jin Hoon Bang
Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers.