Price Discovery for Derivatives

no code implementations • 26 Feb 2023 • Christian Keller, Michael Tseng

We obtain a basic theory of price discovery across derivative markets with respect to higher-order information, using a model where an agent with general private information regarding state probabilities is allowed to trade arbitrary portfolios of state-contingent claims.

Points, Paths, and Playscapes: Large-scale Spatial Language Understanding Tasks Set in the Real World

no code implementations • WS 2018 • Jason Baldridge, Tania Bedrax-Weiss, Daphne Luong, Srini Narayanan, Bo Pang, Fernando Pereira, Radu Soricut, Michael Tseng, Yuan Zhang

Natural Language Understanding

Community-Driven Crowdsourcing: Data Collection with Local Developers

no code implementations • LREC 2018 • Christina Funk, Michael Tseng, Ravindran Rajakumar, Linne Ha