Department of Mathematics
Toronto, Ontario M5S 3E6
Canada
University of Toronto
SSRN RANKINGS
in Total Papers Downloads
Quantitative Finance, Financial Machine Learning, Cross-Validation, Probability of Backtest Overfitting
Machine Learning, Finance, Investment Management, Factor Investing, Large Language Models, NLP, LLM, Causal Discovery, Causal Modelling
Machine Learning, Feature Importance, Model Uncertainty, Model Stability, Feature Importance
Partial Differential Equations, Deep Learning, Machine Learning, Computational Efficiency
Heterogeneous correlation; Random Forests; Decision Trees; Conditional Correlation
Structural break detection, Reinforcement learning, Bayesian change point detection, Counterfactual reinforcement learning, Nonstationary time series
Financial Profitability, COVID-19, Difference-in-Difference, Causal Inference, ESG, Board Structure
Causal Discovery, Causal Inference, LLM, Sustainability, Statistics
first-loss, hedge funds, liquidation barrier, portfolio downside protection, portfolio reinsurance
Methane Emission, Environment, Sustainability, and Governance (ESG), Machine Learning, Feature Importance
Methane Emission, Environment, Sustainability, Governance, ESG, Machine Learning, Feature Importance, Benchmarking
Causal Discovery, Causal Inference, LLM, Statistical Algorithms, Sustainability
Sustainable Policy-Making, Sustainability, Simulation, Machine Learning, Agent-based Modelling, Reinforcement Learning
First passage model, reorganization, liquidation
