2 papers
q-fin.ST2025
High-Dimensional Learning in Finance
Hasan Fallahgoul
Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and em…
stat.ML2025
Scale-Insensitive Neural Network Significance Tests
Hasan Fallahgoul
This paper develops a scale-insensitive framework for neural network significance testing, substantially generalizing existing approaches through three key innovations. First, we r…