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researcher

P. Glasserman

10 papers hereh-index 5516.2k citations234 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author8
  • last author2

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • cs.AI2
  • q-fin.GN2
  • stat.ML2
  • math.HO1
  • q-fin.PR1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20062026
most citedAssessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis

13 citations · 19 across the 8 of their papers we have counts for

collaborators
Showing 2021 · stat.MLShow all

1 paper · 2 filters

stat.ML2021

Linear Classifiers Under Infinite Imbalance

Paul Glasserman, Mike Li

We study the behavior of linear discriminant functions for binary classification in the infinite-imbalance limit, where the sample size of one class grows without bound while the s…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.