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Stochastic arbitrage with market index options
Opportunities for stochastic arbitrage in an options market arise when it is possible to construct a portfolio of options which provides a positive option premium and which, when combined with a direct investment in the underlying asset, generates a payoff which stochastically dominates the payoff from the direct investment in the underlying asset.
Handling Noisy Labels via One-Step Abductive Multi-Target Learning and Its Application to Helicobacter Pylori Segmentation
Learning from noisy labels is an important concern in plenty of real-world scenarios.
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