11 citations
5 papers
Double Machine Learning for Time Series
Milos Ciganovic, Federico D'Amario, Massimiliano Tancioni
We modify the Double Machine Learning estimator to broaden its applicability to macroeconomic time-series settings. A deterministic cross-fitting step, termed Reverse Cross-Fitting…
Cluster Workload Allocation: Semantic Soft Affinity Using Natural Language Processing
Leszek Sliwko, Jolanta Mizeria-Pietraszko
Cluster workload allocation often requires complex configurations, creating a usability gap. This paper introduces a semantic, intent-driven scheduling paradigm for cluster systems…
Dubito Ergo Sum: Exploring AI Ethics
Viktor Dorfler, Giles Cuthbert
We paraphrase Descartes' famous dictum in the area of AI ethics where the "I doubt and therefore I am" is suggested as a necessary aspect of morality. Therefore AI, which cannot do…
PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation
Will Hicks
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions t…
Exact fit of simple finite mixture models
Dirk Tasche
How to forecast next year's portfolio-wide credit default rate based on last year's default observations and the current score distribution? A classical approach to this problem co…