3 citations · 3 across the 2 of their papers we have counts for
4 papers
MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting. Existing TSFMs suffer from data leakage in two forms: temporal co…
Macroeconomic Forecasting with Large Language Models
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LL…
FairOD: Fairness-aware Outlier Detection
Shubhranshu Shekhar, Neil Shah, Leman Akoglu
Fairness and Outlier Detection (OD) are closely related, as it is exactly the goal of OD to spot rare, minority samples in a given population. However, when being a minority (as de…
Incorporating Privileged Information to Unsupervised Anomaly Detection
Shubhranshu Shekhar, Leman Akoglu
We introduce a new unsupervised anomaly detection ensemble called SPI which can harness privileged information - data available only for training examples but not for (future) test…