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The value anomaly arises naturally in the neoclassical framework with rational expectations. Costly reversibility and countercyclical price of risk cause assets in place to be harder to reduce, and hence are riskier than growth options especially in bad times when the price of risk is high. By linking risk and expected returns to economic primitives, such(More)
In this paper, we propose the TBCNN-pair model to recognize entailment and contradiction between two sentences. In our model, a tree-based convolutional neu-ral network (TBCNN) captures sentence-level semantics; then heuristic matching layers like concatenation, element-wise product/difference combine the information in individual sentences. Experimental(More)
Familial idiopathic basal ganglia calcification (IBGC) is a genetic condition with a wide spectrum of neuropsychiatric symptoms, including parkinsonism and dementia. Here, we identified mutations in SLC20A2, encoding the type III sodium-dependent phosphate transporter 2 (PiT2), in IBGC-affected families of varied ancestry, and we observed significantly(More)
To improve software productivity, when constructing new software systems, programmers often reuse existing libraries or frameworks by invoking methods provided in their APIs. Those API methods, however, are often complex and not well documented. To get familiar with how those API methods are used, programmers often exploit a source code search tool to(More)
An open source project typically maintains an open bug repository so that bug reports from all over the world can be gathered. When a new bug report is submitted to the repository, a person, called a triager, examines whether it is a duplicate of an existing bug report. If it is, the triager marks it as DUPLICATE and the bug report is removed from(More)
To facilitate software maintenance and evolution, a helpful step is to locate features concerned in a particular maintenance task. In the literature, both dynamic and interactive approaches have been proposed for feature location. In this article, we present a static and noninteractive method for achieving this objective. The main idea of our approach is to(More)
We study the relative risk of value and growth stocks. We find that time-varying risk goes in the right direction in explaining the value premium. Value betas tend to covary positively, and growth betas tend to covary negatively with the expected market risk premium. Our inference differs from that of previous studies because we sort betas on the expected(More)
This paper proposes a tree-based con-volutional neural network (TBCNN) for discriminative sentence modeling. Our model leverages either constituency trees or dependency trees of sentences. The tree-based convolution process extracts sentences structural features, which are then aggregated by max pooling. Such architecture allows short propagation paths(More)
We construct a dynamic general equilibrium production economy to explicitly link expected stock returns to firm characteristics such as firm size and the book-to-market ratio. Stock returns in the model are completely characterized by a conditional CAPM. Size and book-to-market are correlated with the true conditional market beta and therefore appear to(More)
Due to the expensiveness of compiling and executing a large number of mutants, it is usually necessary to select a subset of mutants to substitute the whole set of generated mutants in mutation testing and analysis. Most existing research on mutant selection focused on operator-based mutant selection, i.e., determining a set of sufficient mutation operators(More)