Search Results for author: SASHA STOIKOV

Found 7 papers, 5 papers with code

Picky Eaters Make For Better Raters

1 code implementation6 Jan 2024 SASHA STOIKOV, Stefano Borzillo, Steffen Raub

It has been established in the literature that the number of ratings and the scores restaurants obtain on online rating systems (ORS) significantly impact their revenue.

Interface Design to Mitigate Inflation in Recommender Systems

1 code implementation23 Jul 2023 Rana Shahout, Yehonatan Peisakhovsky, SASHA STOIKOV, Nikhil Garg

The test resulted in a substantial improvement in user rating behavior and a reduction in item quality inflation.

Recommendation Systems

Valuation of Music Catalogs

no code implementations20 Sep 2022 SASHA STOIKOV, Ivan Kosyuk

The best bids are near the multipliers justified by the bottom decile of song cashflows.

Evaluating Music Recommendations with Binary Feedback for Multiple Stakeholders

1 code implementation16 Sep 2021 SASHA STOIKOV, Hongyi Wen

High quality user feedback data is essential to training and evaluating a successful music recommendation system, particularly one that has to balance the needs of multiple stakeholders.

Music Recommendation

A model-free backward and forward nonlinear PDEs for implied volatility

no code implementations17 Jul 2019 Peter Carr, Andrey Itkin, SASHA STOIKOV

We derive a backward and forward nonlinear PDEs that govern the implied volatility of a contingent claim whenever the latter is well-defined.

The Price Impact of Order Book Events

1 code implementation29 Nov 2010 Rama Cont, Arseniy Kukanov, SASHA STOIKOV

We study the price impact of order book events - limit orders, market orders and cancelations - using the NYSE TAQ data for 50 U. S. stocks.

Relation

High-frequency trading in a limit order book

1 code implementation Quantitative Finance 2008 MARCO AVELLANEDA, SASHA STOIKOV

High-frequency trading in a limit order book MARCO AVELLANEDA and SASHA STOIKOV* Mathematics, New York University, 251 Mercer Street, New York, NY 10012, USA (Received 24 April 2006; in final form 3 April 2007)

Vocal Bursts Intensity Prediction

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