2 papers
stat.AP2023
Diagnosing the role of observable distribution shift in scientific replications
Ying Jin, Kevin Guo, Dominik Rothenhäusler
Many researchers have identified distribution shift as a likely contributor to the reproducibility crisis in behavioral and biomedical sciences. The idea is that if treatment effec…
q-fin.GN2016
Understanding the Tracking Errors of Commodity Leveraged ETFs
Kevin Guo, Tim Leung
Commodity exchange-traded funds (ETFs) are a significant part of the rapidly growing ETF market. They have become popular in recent years as they provide investors access to a grea…