152 citations · 256 across the 22 of their papers we have counts for
25 papers
Credit Ratings: Heterogeneous Effect on Capital Structure
Helmut Wasserbacher, Martin Spindler
Why do companies choose particular capital structures? A compelling answer to this question remains elusive despite extensive research. In this article, we use double machine learn…
Causally Learning an Optimal Rework Policy
Oliver Schacht, Sven Klaassen, Philipp Schwarz +3
In manufacturing, rework refers to an optional step of a production process which aims to eliminate errors or remedy products that do not meet the desired quality standards. Rework…
Label Attention Network for Temporal Sets Prediction: You Were Looking at a Wrong Self-Attention
Elizaveta Kovtun, Galina Boeva, Andrey Shulga +1
Most user-related data can be represented as a sequence of events associated with a timestamp and a collection of categorical labels. For example, the purchased basket of goods and…
Bernstein-type Inequalities and Nonparametric Estimation under Near-Epoch Dependence
Zihao Yuan, Martin Spindler
The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random f…
Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls
Helmut Wasserbacher, Martin Spindler
This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly…
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python
Philipp Bach, Victor Chernozhukov, Malte S. Kurz +1
DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models. It contains functionaliti…