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Contributed Papers

Machine Learning and Computational Methods in Economics and Finance

Wed, Aug 6, 10:30 AM - 12:20 PM Room CC-102B Music City Center

Samir SafiChair

Business and Economic Statistics Section

7 Presentations

A Bayesian perspective on negative transfer

10:35 AM - 10:50 AM

Co-authors: Sabina Sloman, Sabina Sloman, Julien Martinelli (Inria Bordeaux), Samuel Kaski (University of Manchester)

Bayesian methods machine learning transfer learning robust inference latent confounders nuisance variables

Mallows Ranking Models with Learned Distance Metrics: Sampling and Maximum Likelihood Estimation

10:50 AM - 11:05 AM

Co-authors: Yeganeh Alimohammadi, Yeganeh Alimohammadi, Kiana Asgari (Stanford), Amin Saberi (Stanford)

Rank Elicitation Mallows Model MLE Preference Elicitation

Robust multiple testing for alpha hunting

11:05 AM - 11:20 AM

Co-authors: Lilun DU, Lilun DU

False discovery rate Factor models High-dimensional time series Sample-splitting Robust inference

Strategizing Participation: AI-Driven Strategies to Mitigate Participation Inequality

11:20 AM - 11:35 AM

Co-authors: Shibo Li, Shibo Li, Amy Wenxuan Ding (Emlyon Business School)

Generative AI, strategic management, participation inequality, creator economy, engagement

Bayesian Choice Model for Developing a Recommender System in Fintech

11:35 AM - 11:50 AM

Co-authors: Souvik Paul, Souvik Paul, Sanjib Basu (University of Illinois At Chicago), Bhuvanesh Pareek (Google)

Fintech Bayesian choice model Financial inclusion Counterfactual Mobile footprints

Multi-Risk Stress-Testing of Insurers using Multi-Agent Reinforcement Learning

11:50 AM - 12:05 PM

Co-authors: Sebastain Awondo (University of Alabama), Sebastain Awondo (University of Alabama)

Insurance Catastrophic risks Stress-testing Multi-Agent Reinforcement Learning

Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks

12:05 PM - 12:20 PM

Co-authors: Yaacov Kopeliovich (University of Connecticut), Michael Pokojovy (Old Dominion University), Michael Pokojovy (Old Dominion University)

Merton problem asset allocation deep learning artificial neural networks empirical risk minimization stochastic volatility

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