1 citations · 1 across the 4 of their papers we have counts for
4 papers
The Wisdom of Deliberating AI Crowds: Does Deliberation Improve LLM-Based Forecasting?
Paul Schneider, Amalie Schramm
Structured deliberation has been found to improve the performance of human forecasters. This study investigates whether a similar intervention, i.e. allowing LLMs to review each ot…
Kernel Density Machines
Andrea Della Vecchia, Damir Filipovic, Paul Schneider
We introduce kernel density machines (KDM), an agnostic kernel-based framework for learning the Radon-Nikodym derivative (density) between probability measures under minimal assump…
Conditional Moment Kernels: Joint Modeling of Expected Returns and Covariances in Unbalanced Panels
Damir Filipovic, Paul Schneider
We propose the conditional moment kernel (CMK), a joint model of the conditional mean and covariance matrix of asset returns given their characteristics. A single kernel function o…
Fundamental Properties of Linear Factor Models
Damir Filipovic, Paul Schneider
We characterize the loading matrices that admit a conditional linear factor representation for excess returns in which the factors are traded, residual risk is unpriced, and the lo…