2 citations · 3 across the 12 of their papers we have counts for
3 papers · 1 filter
Risk-Neutral Generative Networks
Zhonghao Xian, Xing Yan, Cheuk Hang Leung +1
We present a generative approach to price options and extract risk-neutral densities from the market. Specifically, we model the underlying log-returns on the time-to-maturity cont…
Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators
Yiyan Huang, Cheuk Hang Leung, Siyi Wang +2
The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators h…
SpecFormer: Guarding Vision Transformer Robustness via Maximum Singular Value Penalization
Xixu Hu, Runkai Zheng, Jindong Wang +3
Vision Transformers (ViTs) are increasingly used in computer vision due to their high performance, but their vulnerability to adversarial attacks is a concern. Existing methods lac…