3 papers
stat.ML2026
Doubly Robust Adaptive Conformal Inference for Causal Effects Under Temporal Dependence
Andreas Koukorinis, Ricardo Silva
We propose doubly robust adaptive conformal inference (DR-ACI), which constructs prediction intervals for doubly robust pseudo-outcomes under temporal dependence.
stat.ML2024
Structured Learning of Compositional Sequential Interventions
Jialin Yu, Andreas Koukorinis, Nicolò Colombo +2
We consider sequential treatment regimes where each unit is exposed to combinations of interventions over time. When interventions are described by qualitative labels, such as "clo…
cs.AI2018
Market Making via Reinforcement Learning
Thomas Spooner, John Fearnley, Rahul Savani +1
Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. The problem is challenging due to inventory…