1 citations · 1 across the 8 of their papers we have counts for
8 papers
TML-Bench: Benchmark for Data Science Agents on Tabular ML Tasks
Mykola Pinchuk
Autonomous coding agents can produce strong tabular baselines quickly on Kaggle-style tasks. Practical value depends on end-to-end correctness and reliability under time limits. Th…
Time Aggregation Features for XGBoost Models
Mykola Pinchuk
This paper studies time aggregation features for XGBoost models in click-through rate prediction. The setting is the Avazu click-through rate prediction dataset with strict out-of-…
Intra-tree Column Subsampling Hinders XGBoost Learning of Ratio-like Interactions
Mykola Pinchuk
Many applied problems contain signal that becomes clear only after combining multiple raw measurements. Ratios and rates are common examples. In gradient boosted trees, this combin…
Zero-Leverage Puzzle
Mykola Pinchuk
In this paper, I examine why some firms have zero leverage. I fail to find evidence that firms are unlevered because of managerial entrenchment since these firms do not have weaker…
Customer Momentum
Mykola Pinchuk
This paper examines customer momentum, defined as a positive relationship between a firm's returns and past returns of its customers. I confirm previous evidence (Cohen and Frazzin…
Bitcoin Does Not Hedge Inflation
Mykola Pinchuk
This paper examines the response of major cryptocurrencies to macroeconomic news announcements (MNA). While other cryptocurrencies exhibit no reaction to major MNA, Bitcoin respond…
Labor Income Risk and the Cross-Section of Expected Returns
Mykola Pinchuk
This paper explores asset pricing implications of unemployment risk from sectoral shifts. I proxy for this risk using cross-industry dispersion (CID), defined as a mean absolute de…
Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News
Mykola Pinchuk
This paper examines the effect of macroeconomic news announcements (MNA) on the stock market. Stocks exhibit a strong positive response to major MNA: 1 standard deviation of MNA su…