no code implementations • 21 Apr 2024 • Cai Chen, Runzhong Zhang, Jianjun Gao, Kejun Wu, Kim-Hui Yap, Yi Wang
Temporal sentence grounding involves the retrieval of a video moment with a natural language query.
no code implementations • 19 Sep 2023 • Jianjun Gao, Yi Wang, Kim-Hui Yap, Kratika Garg, Boon Siew Han
Particularly, the improvements on IDF1, IDSw, AssA, and AssR demonstrate the effectiveness of our OccluTrack on tracking and association performance.
no code implementations • 28 Mar 2023 • WeiPing Wu, Yu Lin, Jianjun Gao, Ke Zhou
This paper addresses the importance of incorporating various risk measures in portfolio management and proposes a dynamic hybrid portfolio optimization model that combines the spectral risk measure and the Value-at-Risk in the mean-variance formulation.
no code implementations • 18 May 2022 • Dian Yu, Jianjun Gao, WeiPing Wu, Zizhuo Wang
In broader markets with Constant Relative Risk Aversion (CRRA) utilities, we reveal that the limiting price can be characterized by systems of equations that encapsulate agent beliefs, risk parameters, and wealth.