no code implementations • 11 Nov 2024 • Davide Lauria, Jiho Park, Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi
We address the problem of asset pricing in a market where there is no risky asset.
no code implementations • 15 Sep 2023 • Xiaonan Lu, Jianlong Yuan, Ruigang Niu, Yuan Hu, Fan Wang
Therefore, they cannot be directly applied to cope with image change understanding (ICU), which requires models to capture actual changes between multiple images and describe them in language.
2 code implementations • 28 Jul 2023 • Yuan Hu, Jianlong Yuan, Congcong Wen, Xiaonan Lu, Xiang Li
This dataset consists of human-annotated captions and visual question-answer pairs, allowing for a comprehensive assessment of VLMs in the context of RS.
no code implementations • 28 Jun 2023 • Yifan He, Yuan Hu, Svetlozar Rachev
This paper introduces a pricing algorithm for this bond and presents a formula that can be used to ascertain its real value.
no code implementations • 5 Jun 2023 • Lei Chen, Fei Du, Yuan Hu, Fan Wang, Zhibin Wang
Recurrent predictions for future atmospheric fields are firstly performed at 1. 40625-degree resolution, and then a diffusion-based super-resolution model is leveraged to recover the high spatial resolution and finer-scale atmospheric details.
3 code implementations • 9 May 2023 • Xiang Li, Congcong Wen, Yuan Hu, Zhenghang Yuan, Xiao Xiang Zhu
Existing AI-related research in remote sensing primarily focuses on visual understanding tasks while neglecting the semantic understanding of the objects and their relationships.
no code implementations • 5 Apr 2023 • Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu
We introduce a discrete binary tree for pricing contingent claims with the underlying security prices exhibiting history dependence characteristic of that induced by market microstructure phenomena.
no code implementations • 29 Mar 2023 • Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi
Motivated by the Corns-Satchell, continuous time, option pricing model, we develop a binary tree pricing model with underlying asset price dynamics following It\^o-Mckean skew Brownian motion.
no code implementations • 3 Nov 2022 • Yuan Hu, Zhibin Wang, Zhou Huang, Yu Liu
Given a set of polygon queries, the model learns the relations among them and encodes context information from the image to predict the final set of building polygons with fixed vertex numbers.
no code implementations • 13 Sep 2022 • Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev
We consider option pricing using replicating binomial trees, with a two fold purpose.
no code implementations • 26 May 2022 • Yuan Hu, Lei Chen, Zhibin Wang, Hao Li
We also compare four categories of perturbation methods for ensemble forecasting, i. e. fixed distribution perturbation, learned distribution perturbation, MC dropout, and multi model ensemble.
no code implementations • 16 Jun 2021 • Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi, Svetlozar T. Rachev
Applying the Cherny-Shiryaev-Yor invariance principle, we introduce a generalized Jarrow-Rudd (GJR) option pricing model with uncertainty driven by a skew random walk.
1 code implementation • ACL 2021 • Tao Gui, Xiao Wang, Qi Zhang, Qin Liu, Yicheng Zou, Xin Zhou, Rui Zheng, Chong Zhang, Qinzhuo Wu, Jiacheng Ye, Zexiong Pang, Yongxin Zhang, Zhengyan Li, Ruotian Ma, Zichu Fei, Ruijian Cai, Jun Zhao, Xingwu Hu, Zhiheng Yan, Yiding Tan, Yuan Hu, Qiyuan Bian, Zhihua Liu, Bolin Zhu, Shan Qin, Xiaoyu Xing, Jinlan Fu, Yue Zhang, Minlong Peng, Xiaoqing Zheng, Yaqian Zhou, Zhongyu Wei, Xipeng Qiu, Xuanjing Huang
To guarantee user acceptability, all the text transformations are linguistically based, and we provide a human evaluation for each one.
no code implementations • 7 Mar 2021 • Yuan Hu, W. Brent Lindquist
This paper investigates performance attribution measures as a basis for constraining portfolio optimization.
no code implementations • 16 Nov 2020 • Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi, Svetlozar T. Rachev
Using the Donsker-Prokhorov invariance principle we extend the Kim-Stoyanov-Rachev-Fabozzi option pricing model to allow for variably-spaced trading instances, an important consideration for short-sellers of options.
no code implementations • 25 Nov 2019 • Chunlei Liu, Wenrui Ding, Yuan Hu, Baochang Zhang, Jianzhuang Liu, Guodong Guo
The BGA method is proposed to modify the binary process of GBCNs to alleviate the local minima problem, which can significantly improve the performance of 1-bit DCNNs.
no code implementations • 21 Aug 2019 • Chunlei Liu, Wenrui Ding, Xin Xia, Yuan Hu, Baochang Zhang, Jianzhuang Liu, Bohan Zhuang, Guodong Guo
Binarized convolutional neural networks (BCNNs) are widely used to improve memory and computation efficiency of deep convolutional neural networks (DCNNs) for mobile and AI chips based applications.
no code implementations • 3 Jun 2019 • Yuan Hu, Yingtian Zou, Jiashi Feng
In this work, we address a new finer-grained task, termed panoptic edge detection (PED), which aims at predicting semantic-level boundaries for stuff categories and instance-level boundaries for instance categories, in order to provide more comprehensive and unified scene understanding from the perspective of edges. We then propose a versatile framework, Panoptic Edge Network (PEN), which aggregates different tasks of object detection, semantic and instance edge detection into a single holistic network with multiple branches.
1 code implementation • 25 Feb 2019 • Yuan Hu, Yunpeng Chen, Xiang Li, Jiashi Feng
In this work, we propose a novel dynamic feature fusion strategy that assigns different fusion weights for different input images and locations adaptively.