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Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
(Elsevier B.V., 2024-03)
[Abstract]: In this article we make some new relevant contributions to the computation of total valuation adjustments (XVA) for financial derivatives involving several currencies. From the modelling point of view, for the ...
Probability of default estimation in credit risk using mixture cure models
(Elsevier, 2024-01)
[Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...
Plastic Debris in Lakes and Reservoirs
(Springer Nature, 2023)
[Abstract] Plastic debris is thought to be widespread in freshwater ecosystems globally1. However, a lack of comprehensive and comparable data makes rigorous assessment of its distribution challenging2,3. Here we present ...
Developing a Harmonic Sustainable Public Procurement Framework
(Springer, 2024)
[Abstract] Sustainability is aimed at addressing the environmental and socio-economic issues of this generation and future ones. In this context, sustainable public procurement (SPP) has been proposed to link the consumption ...
Wind-solar technological, spatial and temporal complementarities in Europe: A portfolio approach
(Elsevier, 2024)
[Abstract]: Climate change and geopolitical risks call for the rapid transformation of electricity systems worldwide, with
Europe at the forefront. Wind and solar are the lowest cost, lowest risk, and cleanest energy ...
From Partial to Strictly Incremental Constituent Parsing
(Association for Computational Linguistics, 2024-03)
[Absctract]: We study incremental constituent parsers to assess their capacity to output trees based on prefix representations alone. Guided by strictly left-to-right generative language models and tree-decoding modules, ...
4 and 7-bit Labeling for Projective and Non-Projective Dependency Trees
(Association for Computational Linguistics, 2023-12)
[Absctract]: We introduce an encoding for parsing as sequence labeling that can represent any projective dependency tree as a sequence of 4-bit labels, one per word. The bits in each word’s label represent (1) whether it ...
The Fragility of Multi-Treebank Parsing Evaluation
(International Committee on Computational Linguistics, 2022-10)
[Absctract]: Treebank selection for parsing evaluation and the spurious effects that might arise from a biased choice have not been explored in detail. This paper studies how evaluating on a single subset of treebanks can ...
Assessment of Pre-Trained Models Across Languages and Grammars
(Association for Computational Linguistics, 2023-11)
[Absctract]: We present an approach for assessing how
multilingual large language models (LLMs)
learn syntax in terms of multi-formalism syntactic structures. We aim to recover constituent
and dependency structures by ...
Discontinuous Constituent Parsing as Sequence Labeling
(Association for Computational Linguistics, 2020-11)
[Absctract]: This paper reduces discontinuous parsing to sequence labeling. It first shows that existing reductions for constituent parsing as labeling do not support discontinuities. Second, it fills this gap and proposes ...