no code implementations • 27 Sep 2023 • Nabil Bouamara, Kris Boudt, Sébastien Laurent, Christopher J. Neely
Stock prices often react sluggishly to news, producing gradual jumps and jump delays.
no code implementations • 23 Mar 2023 • Nabil Bouamara, Sébastien Laurent, Shuping Shi
We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals.
no code implementations • 17 Mar 2022 • Emmanuel Flachaire, Gilles Hacheme, Sullivan Hué, Sébastien Laurent
Moreover, the results also suggest that the performance of GAM(L)A is not significantly different from that of random forest and gradient boosting.
BIG-bench Machine Learning Interpretable Machine Learning +1