Comments (2)
SmerkyG
commented on June 1, 2024
1
@zeyun-zhong You are correct, thanks for noticing this! We will update the paper.
@UEA-GCG Thank you for finding this error. I believe you are pointing out that the cumprod in Eq. 19 is indexed incorrectly. (It should go from j=i+1 to t-1, since it's really a reverse cumprod). Please let me know whether you see some other issue(s) as well with this formula.
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UEA-GCG
commented on June 1, 2024
I also find the code uses ddlerp method. I also think Eq.19 also doesn't match the Table 7.
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