no code implementations • 16 Oct 2023 • Shijia Song, Handong Li
Bank crisis is challenging to define but can be manifested through bank contagion.
1 code implementation • 15 Jun 2023 • Sihan Chen, Xingjian He, Handong Li, Xiaojie Jin, Jiashi Feng, Jing Liu
Due to the limited scale and quality of video-text training corpus, most vision-language foundation models employ image-text datasets for pretraining and primarily focus on modeling visually semantic representations while disregarding temporal semantic representations and correlations.
Ranked #1 on TGIF-Frame on TGIF-QA (using extra training data)
1 code implementation • NeurIPS 2023 • Sihan Chen, Handong Li, Qunbo Wang, Zijia Zhao, Mingzhen Sun, Xinxin Zhu, Jing Liu
Based on the proposed VAST-27M dataset, we train an omni-modality video-text foundational model named VAST, which can perceive and process vision, audio, and subtitle modalities from video, and better support various tasks including vision-text, audio-text, and multi-modal video-text tasks (retrieval, captioning and QA).
Ranked #1 on Image Captioning on COCO Captions (SPICE metric, using extra training data)
1 code implementation • 19 May 2023 • Zikang Liu, Sihan Chen, Longteng Guo, Handong Li, Xingjian He, Jing Liu
In this paper, we propose a novel method called Joint QA and DC GEneration (JADE), which utilizes a pre-trained multimodal model and easily-crawled image-text pairs to automatically generate and filter large-scale VQA and dense captioning datasets.
no code implementations • 6 Oct 2021 • Shijia Song, Handong Li
Under the framework of dynamic conditional score, we propose a parametric forecasting model for Value-at-Risk based on the normal inverse Gaussian distribution (Hereinafter NIG-DCS-VaR), which creatively incorporates intraday information into daily VaR forecast.
no code implementations • 6 Oct 2021 • Shijia Song, Handong Li
Constructing a more effective value at risk (VaR) prediction model has long been a goal in financial risk management.
no code implementations • 29 Mar 2021 • Qixuan Luo, Yu Shi, Handong Li
The permanent impact generated by an asset in the portfolio during the liquidation will affect all assets, and the temporary impact generated by one asset will only affect itself.