Kay Giesecke
Stanford University
H-index: 39
North America-United States
Top articles of Kay Giesecke
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Advances in blockchain and crypto economics | Management Science | Bruno Biais Agostino Capponi Lin William Cong Vishal Gaur Kay Giesecke | 2023/11 |
Introduction to the special section on data-driven prescriptive analytics | Management Science | Kay Giesecke Gui Liberali Hamid Nazerzadeh J George Shanthikumar Chung Piaw Teo | 2022/3 |
Computationally Efficient Feature Significance and Importance for Predictive Models | Enguerrand Horel Kay Giesecke | 2022/11/2 | |
Unbiased Simulation Estimators for Multivariate Jump-Diffusions | arXiv preprint arXiv:2111.01846 | Guanting Chen Alex Shkolnik Kay Giesecke | 2021/11/2 |
Deep learning for mortgage risk | Journal of Financial Econometrics | Apaar Sadhwani Kay Giesecke Justin Sirignano | 2021/6/1 |
Call for Papers—Management Science Special Issue on Blockchains and Crypto Economics | Management Science | Bruno Biais Agostino Capponi Lin William Cong Vishal Gaur Kay Giesecke | 2021/1 |
Explainable clustering and application to wealth management compliance | Enguerrand Horel Kay Giesecke Victor Storchan Naren Chittar | 2020/10/15 | |
Significance tests for neural networks | Journal of Machine Learning Research | Enguerrand Horel Kay Giesecke | 2020 |
Inference for large financial systems | Mathematical Finance | Kay Giesecke Gustavo Schwenkler Justin A Sirignano | 2020/1 |
Unbiased simulation estimators for path integrals of diffusions | Guanting Chen Alex Shkolnik Kay Giesecke | 2020/12/14 |
Co-Authors
