no code implementations • 30 Nov 2023 • Kaiwen Hou
We leverage optimal transport and Wasserstein gradient flows to develop causal inference methodologies with minimal variance in finite-sample settings, outperforming traditional methods like TMLE and AIPW.
no code implementations • 20 Nov 2023 • Kaiwen Hou
This manuscript presents an advanced framework for Bayesian learning by incorporating action and state-dependent signal variances into decision-making models.
1 code implementation • 21 Dec 2022 • Kaiwen Hou
Level, slope, and curvature are three commonly-believed principal components in interest rate term structure and are thus widely used in modeling.
1 code implementation • 8 Nov 2022 • Kaiwen Hou, David Hou, Yang Ouyang, Lulu Zhang, Aster Liu
It is commonly believed that financial crises "lead to" lower growth of a country during the two-year recession period, which can be reflected by their post-crisis GDP growth.
1 code implementation • 4 Nov 2022 • Kaiwen Hou, Guillaume Rabusseau
Various forms of regularization in learning tasks strive for different notions of simplicity.