4 citations · 4 across the 1 of their papers we have counts for
3 papers
econ.TH2021
High Dimensional Decision Making, Upper and Lower Bounds
Farzad Pourbabaee
A decision maker's utility depends on her action and the payoff relevant state of the world . One can define the value of acquiring new inform…
econ.TH2021★ 4 cited
Robust Experimentation in the Continuous Time Bandit Problem
Farzad Pourbabaee
We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distrib…
math.ST2019
Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation
Farzad Pourbabaee, Omid Shams Solari
We analyze the \textit{Large Deviation Probability (LDP)} of linear factor models generated from non-identically distributed components with \textit{regularly-varying} tails, a lar…