http://https://kw2934.github.io/
Department of Industrial Engineering and Operations Research & Data Science Institute, Columbia University
Non-Stationarity, Model Complexity, Return Prediction, Model Selection, Adaptive Window Selection
High dimension, Model selection consistency, Correlated covariates, Factor model, Regularized M-estimator, Time series
Synthetic data, Large language models, Uncertainty quantification, Simulation
Digital twin, Generative models, Large language models, Calibration, Synthetic control, Distribution shift
Adaptive querying, Large language models, Bayesian experimental design, Computerized adaptive testing, Digital twin, AI personas
Simulation, Quantile function estimation, Human-AI alignment, Conformal inference, Output Uncertainty Quantification
Large language models, demand simulation, pricing, risk-aware decision-making
