1 citations · 1 across the 6 of their papers we have counts for
3 papers · 1 filter
LLMs are Overconfident: Evaluating Confidence Interval Calibration with FermiEval
Elliot L. Epstein, John Winnicki, Thanawat Sornwanee +1
Large language models (LLMs) excel at numerical estimation but struggle to correctly quantify uncertainty. We study how well LLMs construct confidence intervals around their own an…
Attention Factors for Statistical Arbitrage
Elliot L. Epstein, Rose Wang, Jaewon Choi +1
Statistical arbitrage exploits temporal price differences between similar assets. We develop a framework to jointly identify similar assets through factors, identify mispricing and…
SD-KDE: Score-Debiased Kernel Density Estimation
Elliot L. Epstein, Rajat Dwaraknath, Thanawat Sornwanee +2
We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjust…