Ying Chen
United States
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Computer Science > Machine Learning
When a trader executes a large order, the relevant question is not \emph{what will the price be?} but \emph{what would the price have been had I not traded?} Market impact is thus a causal quantity, yet classical models (Almgren--Chriss, propagators) regress price on flow, which is biased whenever informed flow moves prices through information as well as trading.
Development of an interpretable machine-learning model to predict insufficient functional improvement after aquatic therapy in stroke
Abstract Background: Early identification of stroke survivors who are unlikely to achieve clinically meaningful motor improvement after aquatic therapy may help optimize rehabilitation prescriptions and support precision rehabilitation.
Bulk ferroelectric heterostructures
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