313 citations · 316 across the 5 of their papers we have counts for
7 papers
Music as an Asset Class
Sasha Stoikov, Aadityaa Singla, Umu Cetin +1
In the streaming era, music revenues distributed to rights holders have become more transparent. However, it is not yet clear how to quantify the risk and return characteristics of…
Picky Eaters Make For Better Raters
Sasha Stoikov, Stefano Borzillo, Steffen Raub
It has been established in the literature that the number of ratings and the scores restaurants obtain on online rating systems (ORS) significantly impact their revenue. However, w…
Interface Design to Mitigate Inflation in Recommender Systems
Rana Shahout, Yehonatan Peisakhovsky, Sasha Stoikov +1
Recommendation systems rely on user-provided data to learn about item quality and provide personalized recommendations. An implicit assumption when aggregating ratings into item qu…
Valuation of Music Catalogs
Sasha Stoikov, Ivan Kosyuk
We propose a risk neutral approach to forecast the cashflows of music catalogs, based on historical revenue data. We use a discounted cashflows formula to produce reasonable ranges…
Evaluating Music Recommendations with Binary Feedback for Multiple Stakeholders
Sasha Stoikov, Hongyi Wen
High quality user feedback data is essential to training and evaluating a successful music recommendation system, particularly one that has to balance the needs of multiple stakeho…
A model-free backward and forward nonlinear PDEs for implied volatility
Peter Carr, Andrey Itkin, Sasha Stoikov
We derive a backward and forward nonlinear PDEs that govern the implied volatility of a contingent claim whenever the latter is well-defined. This would include at least any contin…
The Price Impact of Order Book Events
Rama Cont, Arseniy Kukanov, Sasha Stoikov
We study the price impact of order book events - limit orders, market orders and cancelations - using the NYSE TAQ data for 50 U.S. stocks. We show that, over short time intervals,…