3 papers
cs.CY2023
From Utilitarian to Rawlsian Designs for Algorithmic Fairness
Daniel E. Rigobon
There is a lack of consensus within the literature as to how `fairness' of algorithmic systems can be measured, and different metrics can often be at odds. In this paper, we approa…
q-fin.MF2022
Formation of Optimal Interbank Networks under Liquidity Shocks
Daniel E. Rigobon, Ronnie Sircar
We study the formation of an optimal interbank network in a model where banks control both their supply of liquidity, through cash reserves, and their exposures to other banks' ris…
stat.AP2018
Winning Models for GPA, Grit, and Layoff in the Fragile Families Challenge
Daniel E Rigobon, Eaman Jahani, Yoshihiko Suhara +4
In this paper, we discuss and analyze our approach to the Fragile Families Challenge. The challenge involved predicting six outcomes for 4,242 children from disadvantaged families…