Vassar College Digital Library

Vassar Scholarship

Vassar Scholarship, the institutional repository formerly known as Digital Window, reflects the research and scholarly output of the Vassar College community.  It provides access to a variety of collections, including senior theses and projects across a wide range of disciplines.

Iteratively Linking Words Using Word2Vec and Cosine Similarity

Publication Date
2020-January-01
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Authors
Department or Program
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Abstract

We propose an algorithm that constructs relationships among any number of seed words. A relationship consists of a set of iteratively-generated paths of similar words, where each path links one seed word to another. The similar words are generated using...

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Noise-trader risk: does it deter arbitrage, and is it priced?

Publication Date
2005-September-12
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Authors
Department or Program
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Abstract

Arbitrage positions that benefit from the reversion of closed-end fund discounts to rational levels show excess returns that increase in magnitude the more funds are mispriced. At the same time, fund trading volumes and bid-ask spreads more than double as...

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