3 citations · 5 across the 2 of their papers we have counts for
2 papers
econ.GN2020★ 3 cited
Deep reinforced learning enables solving rich discrete-choice life cycle models to analyze social security reforms
Antti J. Tanskanen
Discrete-choice life cycle models of labor supply can be used to estimate how social security reforms influence employment rate. In a life cycle model, optimal employment choices d…
q-fin.ST2016★ 2 cited
Random selection of factors preserves the correlation structure in a linear factor model to a high degree
Antti J. Tanskanen, Jani Lukkarinen, Kari Vatanen
In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor mo…