AI/ML for HDR: Uses and Abuses - Slides
Bayesian Adaptive Sparse Copula
(with Martin Burda), R&R, Journal of Computational & Graphical Statistics
Optimal Bundling Strategies for Complements and Substitutes under Heavy-Tailed Dependent Valuations
(with Rustam Ibragimov and Johan Walden)
Dynamically Time Warped Cointegration
(with Giuseppe Cavaliere and Anton Skrobotov)
The Post Double LASSO for Efficiency Analysis
(with Valentin Zelenyuk and Chris Parmeter, EcoSta slides, HSE slides, NES slides, EWEPA24 slides, Drexel slides, CFE slides, talk-part-1, talk-part-2)
Improved Bounds for Multi-Armed Bandits with Independent Arms
(with Victor de la Peña, Rustam Ibragimov and Alexander Semenov)
Market Timing with Bi-Objective Cost-Sensitive Machine Learning
(with Robert James and Jessica Leung; SoFiE slides, ISF slides)
Improved Semiparametric Bounds for Tail Probability and Expected Loss: Theory and Applications
(with Erick Li, ISNPS slides)
Early Warning Systems for Financial Markets of Emerging Economies
(with Artem Kraevskiy and Evgeniy Sokolovskiy, ISF slides, Adverts for EcoSta session), R&R, Emerging Markets Review
GMM Estimation of Fixed Effects Stochastic Frontier Models without Distributional Assumptions on Inefficiency
(with David Du and Kien Tran; NAPW slides, iCEBDA slides)