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10/01/2022
Yurinskii's Coupling for Martingales
Yurinskii's coupling is a popular tool for finite-sample distributional ...
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12/23/2020
Machine Learning Advances for Time Series Forecasting
In this paper we survey the most recent advances in supervised machine l...
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11/08/2020
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
The measurement of treatment (intervention) effects on a single (or just...
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12/19/2019