149 citations
- JPMorgan Chase & Co (United States)US3 papers
- Morgan Stanley (United Kingdom)GB3 papers
- Boston UniversityUS2 papers
- University of MichiganUS2 papers
- Arthur Ashe Learning CenterUS1 paper
- Athinoula A. Martinos Center for Biomedical ImagingUS1 paper
- Budapest InstituteHU1 paper
- Budapest University of Technology and EconomicsHU1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- Collegium BudapestHU1 paper
- Columbia UniversityUS1 paper
- Emory UniversityUS1 paper
Showing 2021Show all
3 papers · 1 filter
q-fin.ST2021★ 9 cited
Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization
Yuanlu Bai, Henry Lam, Svitlana Vyetrenko +1
Multi-agent simulation is commonly used across multiple disciplines, specifically in artificial intelligence in recent years, which creates an environment for downstream machine le…
cs.LG2021★ 29 cited
Model-Based Counterfactual Synthesizer for Interpretation
Fan Yang, Sahan Suresh Alva, Jiahao Chen +1
Counterfactuals, serving as one of the emerging type of model interpretations, have recently received attention from both researchers and practitioners. Counterfactual explanations…
math.ST2021★ 3 cited
On statistical estimation and inferences in optional regression models
Mohamed Abdelghani, Alexander Melnikov, Andrey Pak
The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unkno…