42 citations
- Amazon (United States)US3 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École PolytechniqueFR1 paper
- Emory UniversityUS1 paper
- Johns Hopkins UniversityUS1 paper
- Massachusetts Institute of TechnologyUS1 paper
- Microsoft Research (United Kingdom)GB1 paper
- Microsoft (United States)US1 paper
- National Taiwan UniversityTW1 paper
- Naver (South Korea)KR1 paper
- Search InstituteUS1 paper
Showing 2022Show all
2 papers · 1 filter
q-fin.CP2022★ 4 cited
Statistical Learning of Value-at-Risk and Expected Shortfall
D Barrera, S Crépey, E Gobet +2
We propose a non-asymptotic convergence analysis of a two-step approach to learn a conditional value-at-risk (VaR) and a conditional expected shortfall (ES) using Rademacher bounds…
cs.IR2022★ 2 cited
Counterfactual Learning To Rank for Utility-Maximizing Query Autocompletion
Adam Block, Rahul Kidambi, Daniel N. Hill +2
Conventional methods for query autocompletion aim to predict which completed query a user will select from a list. A shortcoming of this approach is that users often do not know wh…