3 papers
econ.EM2025
Testing the Significance of the Difference-in-Differences Coefficient via Doubly Randomised Inference
Stanisław Marek Sergiusz Halkiewicz, Andrzej Kałuża
This article develops a significance test for the Difference-in-Differences (DiD) estimator based on dual-margin randomization, in which both the treatment and time indicators are…
stat.ML2023
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs
Andrzej Kałuża, Paweł M. Morkisz, Bartłomiej Mulewicz +2
We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our ap…
math.NA2023
On the randomized Euler algorithm under inexact information
Marcin Baranek, Andrzej Kałuża, Paweł M. Morkisz +2
This paper focuses on analyzing the error of the randomized Euler algorithm when only noisy information about the coefficients of the underlying stochastic differential equation (S…