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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 ...
Inter-Laboratory Variation in DNA Damage Using a Standard Comet Assay Protocol
(Oxford University Press, 2012-07-27)
[Abstract] There are substantial inter-laboratory variations in the levels of DNA damage measured by the comet assay. The aim of this study was to investigate whether adherence to a standard comet assay protocol would ...
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 ...
On the Challenges of Fully Incremental Neural Dependency Parsing
(Association for Computational Linguistics, 2023-11)
[Absctract]: Since the popularization of BiLSTMs and
Transformer-based bidirectional encoders,
state-of-the-art syntactic parsers have lacked
incrementality, requiring access to the whole
sentence and deviating from ...
A Unifying Theory of Transition-based and Sequence Labeling Parsing
(International Committee on Computational Linguistics, 2020-12)
[Absctract]: We define a mapping from transition-based parsing algorithms that read sentences from left to right to sequence labeling encodings of syntactic trees. This not only establishes a theoretical relation between ...
Better, Faster, Stronger Sequence Tagging Constituent Parsers
(Association for Computational Linguistics, 2019-06)
[Absctract]: Sequence tagging models for constituent parsing are faster, but less accurate than other types of parsers. In this work, we address the following weaknesses of such constituent parsers: (a) high error rates ...
Sequence Labeling Parsing by Learning across Representations
(Association for Computational Linguistics, 2019-07)
[Absctract]: We use parsing as sequence labeling as a common framework to learn across constituency and dependency syntactic abstractions. To do so, we cast the problem as multitask learning (MTL). First, we show that ...