2 papers
cs.LG2025
Exploring Equality: An Investigation into Custom Loss Functions for Fairness Definitions
Gordon Lee, Simeon Sayer
This paper explores the complex tradeoffs between various fairness metrics such as equalized odds, disparate impact, and equal opportunity and predictive accuracy within COMPAS by…
q-fin.MF2023
Quantum Computing for Financial Mathematics
Antoine Jacquier, Oleksiy Kondratyev, Gordon Lee +1
Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its pot…