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20192023
most citedBinary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness

4 citations · 7 across the 7 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

econ.EM2020★ 4 cited

Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness

Andrii Babii, Xi Chen, Eric Ghysels +1

We study the binary choice problem in a data-rich environment with asymmetric loss functions. The econometrics literature covers nonparametric binary choice problems but does not o…

econ.EM2020★ 1 cited

Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application

Andrii Babii, Ryan T. Ball, Eric Ghysels +1

The paper introduces structured machine learning regressions for heavy-tailed dependent panel data potentially sampled at different frequencies. We focus on the sparse-group LASSO…