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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 2022Show all

1 paper · 1 filter

stat.ML2022

Should Bank Stress Tests Be Fair?

Paul Glasserman, Mike Li

Regulatory stress tests have become one of the main tools for setting capital requirements at the largest U.S. banks. The Federal Reserve uses confidential models to evaluate bank-…

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