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Found 5 papers, 1 papers with code
On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables
This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of nonparametric models for treatment effects.
Over-the-Counter Market Making via Reinforcement Learning
The over-the-counter (OTC) market is characterized by a unique feature that allows market makers to adjust bid-ask spreads based on order size.
Market Making of Options via Reinforcement Learning
Market making of options with different maturities and strikes is a challenging problem due to its high dimensional nature.
A Local Machine Learning Approach for Fingerprint-based Indoor Localization
The primary contribution of this paper is to introduce a novel local ML solution for indoor localization problems.
Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e. g., Heckman and Vytlacil, 2005).
