Search Results for author: Chan

Found 4 papers, 0 papers with code

QAEA-DR: A Unified Text Augmentation Framework for Dense Retrieval

no code implementations29 Jul 2024 Hongming Tan, Shaoxiong Zhan, Hai Lin, Hai-Tao Zheng, Wai Kin, Chan

In dense retrieval, embedding long texts into dense vectors can result in information loss, leading to inaccurate query-text matching.

Answer Generation Event Extraction +7

A Deep Learning Framework for Traffic Data Imputation Considering Spatiotemporal Dependencies

no code implementations18 Apr 2023 Li Jiang, Ting Zhang, Qiruyi Zuo, Chenyu Tian, George P. Chan, Wai Kin, Chan

Spatiotemporal (ST) data collected by sensors can be represented as multi-variate time series, which is a sequence of data points listed in an order of time.

Imputation Time Series +1

An SFP--FCC Method for Pricing and Hedging Early-exercise Options under Lévy Processes

no code implementations16 Sep 2019 Tat Lung, Chan

This paper extends the Singular Fourier--Pad\'e (SFP) method proposed by Chan (2018) to pricing/hedging early-exercise options--Bermudan, American and discrete-monitored barrier options--under a L\'evy process.

Cannot find the paper you are looking for? You can Submit a new open access paper.