paper-with-me

Papers

Reproducing a Comparison of Hedged and Non-hedged NLG Texts

2021-08-01 · INLG (ACL) 2021 8 · Saad Mahamood

This paper describes an attempt to reproduce an earlier experiment, previously conducted by the author, that compares hedged and non-hedged NLG texts as part of the ReproGen shared challenge. This reproduction effort was only able to partially replicate results from the original study. The analyisis from this reproduction effort suggests that whilst it is possible to replicate the procedural aspects of a previous study, replicating the results can prove more challenging as differences in participant type can have a potential impact.

📄 PDF Abstract BibTeX

Code (1)

saad-mahamood/reprohum2021 공식 구현

Similar Papers 제목 키워드 기반

Performance of tail hedged portfolio with third moment variation swap

2019-08-14 · Kyungsub Lee, Byoung Ki Seo

The third moment variation of a financial asset return process is defined by the quadratic covariation between the return and square return processes. The skew and fat tail risk of an underlying asset can be hedged using…

The Utility of Hedged Assertions in the Emergence of Shared Categorical Labels

2016-01-25 · Martha Lewis, Jonathan Lawry

We investigate the emergence of shared concepts in a community of language users using a multi-agent simulation. We extend results showing that negated assertions are of use in developing shared categories, to include as…

Hedging under rough volatility

2021-05-10 · Masaaki Fukasawa, Blanka Horvath, Peter Tankov

In this chapter we first briefly review the existing approaches to hedging in rough volatility models. Next, we present a simple but general result which shows that in a one-factor rough stochastic volatility model, any …

The Fair Basis: Funding and capital in the reduced form framework

2020-02-20 · Wujiang Lou

A negative basis trade enters a long bond position and buys protection on the issuer of the bond through credit default swap (CDS), aiming at arbitrage profit due to the bond-CDS basis. To classic reduced form model theo…

FormPosition

A Hedged Monte Carlo Approach to Real Option Pricing

2015-09-11

In this work we are concerned with valuing optionalities associated to invest or to delay investment in a project when the available information provided to the manager comes from simulated data of cash flows under histo…

Management