Due to the limited scale and quality of video-text training corpus, most vision-language foundation models employ image-text datasets for pretraining and primarily focus on modeling visually semantic representations while disregarding temporal semantic representations and correlations.
In this paper, we propose a novel method called Joint QA and DC GEneration (JADE), which utilizes a pre-trained multimodal model and easily-crawled image-text pairs to automatically generate and filter large-scale VQA and dense captioning datasets.
Under the framework of dynamic conditional score, we propose a parametric forecasting model for Value-at-Risk based on the normal inverse Gaussian distribution (Hereinafter NIG-DCS-VaR), which creatively incorporates intraday information into daily VaR forecast.
Constructing a more effective value at risk (VaR) prediction model has long been a goal in financial risk management.
The permanent impact generated by an asset in the portfolio during the liquidation will affect all assets, and the temporary impact generated by one asset will only affect itself.