Mike Li

Columbia University - Columbia Business School

New York, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

378

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Linear Classifiers Under Infinite Imbalance

Columbia Business School Research Paper
Number of pages: 53 Posted: 11 Jun 2021 Last Revised: 12 May 2023
Paul Glasserman and Mike Li
Columbia Business School and Columbia University - Columbia Business School
Downloads 206 (278,571)

Abstract:

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classification, statistics, data imbalance, credit risk

2.

Should Bank Stress Tests Be Fair?

Number of pages: 63 Posted: 20 Jul 2022 Last Revised: 13 Feb 2024
Paul Glasserman and Mike Li
Columbia Business School and Columbia University - Columbia Business School
Downloads 172 (327,440)

Abstract:

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Finance, Bank Stress Tests, Econometrics, Fairness, Risk Management