Search Results for author:
Found 6 papers, 1 papers with code
Optimal VPPI strategy under Omega ratio with stochastic benchmark
This paper studies a variable proportion portfolio insurance (VPPI) strategy.
Optimal Mix Among PAYGO, EET and Individual Savings
However, the funded scheme does not completely replace PAYGO (Pay as You Go) scheme and there exist heterogeneous mixes among PAYGO, EET (Exempt, Exempt, Taxed) and individual savings in different countries.
Modern Tontine with Transaction Costs
The wealth of the retiree is divided into a bequest account and a tontine account.
Optimal Retirement Time and Consumption with the Variation in Habitual Persistence
In this paper, we study the individual's optimal retirement time and optimal consumption under habitual persistence.
Naive Gabor Networks for Hyperspectral Image Classification
Specifically, we develop an innovative phase-induced Gabor kernel, which is trickily designed to perform the Gabor feature learning via a linear combination of local low-frequency and high-frequency components of data controlled by the kernel phase.
Relation Extraction with Temporal Reasoning Based on Memory Augmented Distant Supervision
This paper formulates the problem of relation extraction with temporal reasoning and proposes a solution to predict whether two given entities participate in a relation at a given time spot.
