5 citations · 5 across the 4 of their papers we have counts for
4 papers
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…
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…
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…
Optimal approximation of stochastic integrals in analytic noise model
Andrzej Kałuża, Paweł M. Morkisz, Paweł Przybyłowicz
We study approximate stochastic Itô integration of processes belonging to a class of progressively measurable stochastic processes that are Hölder continuous in the th mean. Ins…