
A Robust Transferable Deep Learning Framework for Crosssectional Investment Strategy
Stock return predictability is an important research theme as it reflect...
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A Simple Way to Deal with Cherrypicking
Statistical hypothesis testing serves as statistical evidence for scient...
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Cross Validation Based Model Selection via Generalized Method of Moments
Structural estimation is an important methodology in empirical economics...
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Comparing Fairness Criteria Based on Social Outcome
Fairness in algorithmic decisionmaking processes is attracting increasi...
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Twostage Algorithm for Fairnessaware Machine Learning
Algorithmic decision making process now affects many aspects of our live...
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Copeland Dueling Bandit Problem: Regret Lower Bound, Optimal Algorithm, and Computationally Efficient Algorithm
We study the Karmed dueling bandit problem, a variation of the standard...
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Regret Lower Bound and Optimal Algorithm in Finite Stochastic Partial Monitoring
Partial monitoring is a general model for sequential learning with limit...
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Regret Lower Bound and Optimal Algorithm in Dueling Bandit Problem
We study the Karmed dueling bandit problem, a variation of the standard...
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Optimal Regret Analysis of Thompson Sampling in Stochastic Multiarmed Bandit Problem with Multiple Plays
We discuss a multipleplay multiarmed bandit (MAB) problem in which sev...
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Junpei Komiyama
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