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Evaluating Models’ Local Decision Boundaries via Contrast Sets
TLDR
A more rigorous annotation paradigm for NLP that helps to close systematic gaps in the test data, and recommends that the dataset authors manually perturb the test instances in small but meaningful ways that (typically) change the gold label, creating contrast sets. Expand
Evaluating NLP Models via Contrast Sets
TLDR
A new annotation paradigm for NLP is proposed that helps to close systematic gaps in the test data, and it is recommended that after a dataset is constructed, the dataset authors manually perturb the test instances in small but meaningful ways that change the gold label, creating contrast sets. Expand
Spillover and Amplification with Financially Constrained Intermediaries
We construct a dynamic model economy in which investors from segmented markets have varying financial asset demands. Intermediaries make arbitrage profits by exploiting the price spreads acrossExpand
CRYSTALLIZATION KINETICS OF SODIUM SULFATE DECAHYDRATE IN AN MSMPR STIRRED CRYSTALLIZER
Experimental work on a sodium sulfate-water system was carried out using two liter crystallizers by cooling. Different impeller velocities and suspension densities were used. Experimental evidenceExpand
Recovery is Never Easy - Dynamics and Multiple Equilibria with Financial Arbitrage, Production and Collateral Constraints
We develop a simple general equilibrium model to study the interactions between financial arbitrage and the real economy under collateral constraints. In good times, arbitrage activities help boostExpand
The Macroeconomic Implications of Limited Arbitrage
We develop a simple general equilibrium model to study the interactions between financial arbitrage and the real economy under collateral constraints. In good times, arbitrage activities help boostExpand
How much is the gap?—Efficient jump risk-adjusted valuation of leveraged certificates
TLDR
This paper develops a novel and highly efficient numerical algorithm for the gap risk-adjusted valuation of leveraged certificates that combines the one-day transition probability with Simpson’s numerical integration rule and confirms its robustness and accuracy through Monte Carlo simulations. Expand
Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes
We develop an infinite horizon model that links the intermediation in both the financial and real sectors. Intermediaries provide market liquidity and exploit the arbitrage profits in segmentedExpand
Analytical option pricing under an asymmetrically displaced double gamma jump-diffusion model
We generalize the Kou (2002) double exponential jump-diusion model in two directions. First, we independently displace the two tails of the jump size distribution away from the origin. Second, weExpand
Risky Arbitrage and Collateral Policies
We construct a dynamic model economy in which investors from segmented markets have varying financial asset demands. Intermediaries make arbitrage profits by exploiting the price spreads acrossExpand
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