Replicating Portfolios: Constructing Permissionless Derivatives

no code implementations • 19 May 2022 • Estelle Sterrett, Waylon Jepsen, Evan Kim

We leverage RMMs to replicate the approximate payoff of a Black-Scholes covered call option.

A Comprehensive Evaluation of Multi-task Learning and Multi-task Pre-training on EHR Time-series Data

1 code implementation • 20 Jul 2020 • Matthew B. A. McDermott, Bret Nestor, Evan Kim, Wancong Zhang, Anna Goldenberg, Peter Szolovits, Marzyeh Ghassemi

Multi-task learning (MTL) is a machine learning technique aiming to improve model performance by leveraging information across many tasks.

Few-Shot Learning Multi-Task Learning +2