Related papers: SABR smiles for RFR caplets
Speech large language models (LLMs) have driven significant progress in end-to-end speech understanding and recognition, yet they continue to struggle with accurately recognizing rare words and domain-specific terminology. This paper…
Modeling non-Lambertian effects such as facial specularity leads to a more realistic 3D Morphable Face Model. Existing works build parametric models for diffuse and specular albedo using Light Stage data. However, only diffuse and specular…
A cornerstone of geometric reconstruction, rotation averaging seeks the set of absolute rotations that optimally explains a set of measured relative orientations between them. In spite of being an integral part of bundle adjustment and…
Socially assistive robots (SARs) have shown great potential for supplementing well-being support. However, prior studies have found that existing dialogue pipelines for SARs remain limited in real-time latency, back-channeling, and…
In this paper, we present an alternative perspective on the mean-field LIBOR market model introduced by Desmettre et al. in arXiv:2109.10779. Our novel approach embeds the mean-field model in a classical setup, but retains the crucial…
Face recognition systems must be robust to the variation of various factors such as facial expression, illumination, head pose and aging. Especially, the robustness against illumination variation is one of the most important problems to be…
We consider an interest rate model with log-normally distributed rates in the terminal measure in discrete time. Such models are used in financial practice as parametric versions of the Markov functional model, or as approximations to the…
We give an auction for downward-closed environments that generalizes the random sampling profit extraction auction for digital goods of Fiat et al. (2002). The mechanism divides the agents in to a market and a sample using a biased coin and…
In this research, we present SLYKLatent, a novel approach for enhancing gaze estimation by addressing appearance instability challenges in datasets due to aleatoric uncertainties, covariant shifts, and test domain generalization. SLYKLatent…
We consider the valuation of contingent claims with delayed dynamics in a Black&Scholes complete market model. We find a pricing formula that can be decomposed into terms reflecting the market values of the past and the present, showing how…
Due to the subjective crowdsourcing annotations and the inherent inter-class similarity of facial expressions, the real-world Facial Expression Recognition (FER) datasets usually exhibit ambiguous annotation. To simplify the learning…
Existing face restoration researches typically relies on either the degradation prior or explicit guidance labels for training, which often results in limited generalization ability over real-world images with heterogeneous degradations and…
We compare various viewpoints on down-sets (simplicial complexes), illustrating how the combinatorial inclusion-exclusion principle may serve as an alternative to more advanced methods of studying their face numbers.
Semi-structured explanation depicts the implicit process of a reasoner with an explicit representation. This explanation highlights how available information in a specific query is utilised and supplemented with information a reasoner…
A multi-dimensional extension of the structural default model with firms' values driven by diffusion processes with Marshall-Olkin-inspired correlation structure is presented. Semi-analytical methods for solving the forward calibration…
Positive operator measures (with values in the space of bounded operators on a Hilbert space) and their generalizations, mainly positive sesquilinear form measures, are considered with the aim of providing a framework for their generalized…
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive…
This paper derives a new semi closed-form approximation formula for pricing an up-and-out barrier option under a certain type of stochastic volatility model including SABR model by applying a rigorous asymptotic expansion method developed…
In this paper, we present the decomposed triplane-hash neural radiance fields (DT-NeRF), a framework that significantly improves the photorealistic rendering of talking faces and achieves state-of-the-art results on key evaluation datasets.…
Large pretrained language models (PLMs) typically tokenize the input string into contiguous subwords before any pretraining or inference. However, previous studies have claimed that this form of subword tokenization is inadequate for…