Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing

1 code implementation • 8 Sep 2023 • Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus Grasselli, Aurelien Lucchi

We propose an optimal iterative scheme for federated transfer learning, where a central planner has access to datasets ${\cal D}_1,\dots,{\cal D}_N$ for the same learning model $f_{\theta}$.

Adversarial Robustness regression +1

Economists' erroneous estimates of damages from climate change

no code implementations • 17 Aug 2021 • Stephen Keen, Timothy M. Lenton, Antoine Godin, Devrim Yilmaz, Matheus Grasselli, Timothy J. Garrett

Given these flaws, economists' empirical estimates of economic damages from global warming should be rejected as unscientific, and models that have been calibrated to them, such as DICE, should not be used to evaluate economic risks from climate change, or in the development of policy to attenuate damages.