Co-training is a method for combining labeled and unlabeled data when examples can be thought of as containing two distinct sets of features. It has had a number of practical successes, yet previous theoretical analyses have needed very strong assumptions on the data that are unlikely to be...

This paper constructs the positive arbitrage position by alternating the spot index with Chinese Exchange Traded Fund (ETF) portfolio and estimating the arbitrage-free interval of futures with the latest trade data. Then, an improved Delta-normal method was used, which replaces the simple linear...

This paper proposes a novel nonlinear model for calculating Value-at-Risk (VaR) when the market risk factors of an option portfolio are heavy-tailed. A multivariate mixture of normal distributions is used to depict the heavy-tailed market risk factors and accordingly a closed form expression for...