-
Notifications
You must be signed in to change notification settings - Fork 3
/
bib.bib
executable file
·1688 lines (1517 loc) · 60.8 KB
/
bib.bib
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
%% This BibTeX bibliography file was created using BibDesk.
%% https://bibdesk.sourceforge.io/
%% Created for Altmeyer, P. (Patrick) at 2022-02-07 15:00:05 +0100
%% Saved with string encoding Unicode (UTF-8)
@article{masini2021machine,
author = {Masini, Ricardo P and Medeiros, Marcelo C and Mendes, Eduardo F},
date-added = {2022-02-07 15:00:00 +0100},
date-modified = {2022-02-07 15:00:00 +0100},
journal = {Journal of Economic Surveys},
publisher = {Wiley Online Library},
title = {Machine learning advances for time series forecasting},
year = {2021}}
@inproceedings{mothilal2020explaining,
author = {Mothilal, Ramaravind K and Sharma, Amit and Tan, Chenhao},
booktitle = {Proceedings of the 2020 Conference on Fairness, Accountability, and Transparency},
date-added = {2022-01-27 08:17:06 +0100},
date-modified = {2022-01-27 08:17:06 +0100},
pages = {607--617},
title = {Explaining machine learning classifiers through diverse counterfactual explanations},
year = {2020}}
@article{lakshminarayanan2016simple,
author = {Lakshminarayanan, Balaji and Pritzel, Alexander and Blundell, Charles},
date-added = {2022-01-19 16:07:19 +0100},
date-modified = {2022-01-19 16:07:19 +0100},
journal = {arXiv preprint arXiv:1612.01474},
title = {Simple and scalable predictive uncertainty estimation using deep ensembles},
year = {2016}}
@article{hamon2020robustness,
author = {Hamon, Ronan and Junklewitz, Henrik and Sanchez, Ignacio},
date-added = {2021-12-13 07:26:53 +0100},
date-modified = {2021-12-13 07:26:53 +0100},
journal = {Publications Office of the European Union},
title = {Robustness and explainability of artificial intelligence},
year = {2020}}
@article{kuiper2021exploring,
author = {Kuiper, Ouren and Berg, Martin van den and Burgt, Joost van den and Leijnen, Stefan},
date-added = {2021-12-13 07:24:45 +0100},
date-modified = {2021-12-13 07:24:45 +0100},
journal = {arXiv preprint arXiv:2111.02244},
title = {Exploring Explainable AI in the Financial Sector: Perspectives of Banks and Supervisory Authorities},
year = {2021}}
@article{upadhyay2021towards,
author = {Upadhyay, Sohini and Joshi, Shalmali and Lakkaraju, Himabindu},
date-added = {2021-12-06 10:37:59 +0100},
date-modified = {2021-12-06 10:37:59 +0100},
journal = {arXiv preprint arXiv:2102.13620},
title = {Towards Robust and Reliable Algorithmic Recourse},
year = {2021}}
@article{daxberger2021laplace,
author = {Daxberger, Erik and Kristiadi, Agustinus and Immer, Alexander and Eschenhagen, Runa and Bauer, Matthias and Hennig, Philipp},
date-added = {2021-12-01 11:18:27 +0100},
date-modified = {2021-12-01 11:18:27 +0100},
journal = {Advances in Neural Information Processing Systems},
title = {Laplace Redux-Effortless Bayesian Deep Learning},
volume = {34},
year = {2021}}
@article{kihoro2004seasonal,
author = {Kihoro, J and Otieno, RO and Wafula, C},
date-added = {2021-11-30 16:22:24 +0100},
date-modified = {2021-11-30 16:22:24 +0100},
publisher = {African Journal of Science and Technology (AJST)},
title = {Seasonal time series forecasting: A comparative study of ARIMA and ANN models},
year = {2004}}
@url{olah2015understanding,
author = {Chris Olah},
date-added = {2021-11-30 16:18:24 +0100},
date-modified = {2021-11-30 16:20:01 +0100},
title = {Understanding LSTM Networks},
url = {https://colah.github.io/posts/2015-08-Understanding-LSTMs/},
year = {2015},
bdsk-url-1 = {https://colah.github.io/posts/2015-08-Understanding-LSTMs/}}
@article{zhang2003time,
author = {Zhang, G Peter},
date-added = {2021-11-30 16:18:16 +0100},
date-modified = {2021-11-30 16:18:16 +0100},
journal = {Neurocomputing},
pages = {159--175},
publisher = {Elsevier},
title = {Time series forecasting using a hybrid ARIMA and neural network model},
volume = {50},
year = {2003}}
@article{zhang1998forecasting,
author = {Zhang, Guoqiang and Patuwo, B Eddy and Hu, Michael Y},
date-added = {2021-11-30 16:18:01 +0100},
date-modified = {2021-11-30 16:18:01 +0100},
journal = {International journal of forecasting},
number = {1},
pages = {35--62},
publisher = {Elsevier},
title = {Forecasting with artificial neural networks:: The state of the art},
volume = {14},
year = {1998}}
@article{srivastava2014dropout,
author = {Srivastava, Nitish and Hinton, Geoffrey and Krizhevsky, Alex and Sutskever, Ilya and Salakhutdinov, Ruslan},
date-added = {2021-11-30 16:17:42 +0100},
date-modified = {2021-11-30 16:17:42 +0100},
journal = {The journal of machine learning research},
number = {1},
pages = {1929--1958},
publisher = {JMLR. org},
title = {Dropout: a simple way to prevent neural networks from overfitting},
volume = {15},
year = {2014}}
@article{sims1986forecasting,
author = {Sims, Christopher A and others},
date-added = {2021-11-30 16:17:20 +0100},
date-modified = {2021-11-30 16:17:20 +0100},
journal = {Quarterly Review},
number = {Win},
pages = {2--16},
publisher = {Federal Reserve Bank of Minneapolis},
title = {Are forecasting models usable for policy analysis?},
volume = {10},
year = {1986}}
@article{romer1989does,
author = {Romer, Christina D and Romer, David H},
date-added = {2021-11-30 16:17:01 +0100},
date-modified = {2021-11-30 16:17:01 +0100},
journal = {NBER macroeconomics annual},
pages = {121--170},
publisher = {MIT Press},
title = {Does monetary policy matter? A new test in the spirit of Friedman and Schwartz},
volume = {4},
year = {1989}}
@book{perry2010economic,
author = {Perry, George L and Tobin, James},
date-added = {2021-11-30 16:16:41 +0100},
date-modified = {2021-11-30 16:16:41 +0100},
publisher = {Brookings Institution Press},
title = {Economic Events, Ideas, and Policies: the 1960s and after},
year = {2010}}
@article{mcculloch1990logical,
author = {McCulloch, Warren S and Pitts, Walter},
date-added = {2021-11-30 16:15:37 +0100},
date-modified = {2021-11-30 16:15:37 +0100},
journal = {Bulletin of mathematical biology},
number = {1},
pages = {99--115},
publisher = {Springer},
title = {A logical calculus of the ideas immanent in nervous activity},
volume = {52},
year = {1990}}
@article{mccracken2016fred,
author = {McCracken, Michael W and Ng, Serena},
date-added = {2021-11-30 16:15:07 +0100},
date-modified = {2021-11-30 16:15:07 +0100},
journal = {Journal of Business \& Economic Statistics},
number = {4},
pages = {574--589},
publisher = {Taylor \& Francis},
title = {FRED-MD: A monthly database for macroeconomic research},
volume = {34},
year = {2016}}
@book{lutkepohl2005new,
author = {L{\"u}tkepohl, Helmut},
date-added = {2021-11-30 16:14:48 +0100},
date-modified = {2021-11-30 16:14:48 +0100},
publisher = {Springer Science \& Business Media},
title = {New introduction to multiple time series analysis},
year = {2005}}
@article{lucas1976econometric,
author = {Lucas, JR},
date-added = {2021-11-30 16:13:48 +0100},
date-modified = {2021-11-30 16:13:48 +0100},
title = {Econometric policy evaluation: a critique `, in K. Brunner and A Meltzer, The Phillips curve and labor markets, North Holland},
year = {1976}}
@article{kydland1982time,
author = {Kydland, Finn E and Prescott, Edward C},
date-added = {2021-11-30 16:12:41 +0100},
date-modified = {2021-11-30 16:12:41 +0100},
journal = {Econometrica: Journal of the Econometric Society},
pages = {1345--1370},
publisher = {JSTOR},
title = {Time to build and aggregate fluctuations},
year = {1982}}
@article{kingma2014adam,
author = {Kingma, Diederik P and Ba, Jimmy},
date-added = {2021-11-30 16:12:11 +0100},
date-modified = {2021-11-30 16:12:11 +0100},
journal = {arXiv preprint arXiv:1412.6980},
title = {Adam: A method for stochastic optimization},
year = {2014}}
@article{kendall2017uncertainties,
author = {Kendall, Alex and Gal, Yarin},
date-added = {2021-11-30 16:11:28 +0100},
date-modified = {2021-11-30 16:11:28 +0100},
journal = {arXiv preprint arXiv:1703.04977},
title = {What uncertainties do we need in bayesian deep learning for computer vision?},
year = {2017}}
@article{joseph2021forecasting,
author = {Joseph, Andreas and Kalamara, Eleni and Kapetanios, George and Potjagailo, Galina},
date-added = {2021-11-30 16:11:00 +0100},
date-modified = {2021-11-30 16:11:00 +0100},
title = {Forecasting uk inflation bottom up},
year = {2021}}
@article{hochreiter1997long,
author = {Hochreiter, Sepp and Schmidhuber, J{\"u}rgen},
date-added = {2021-11-30 16:10:40 +0100},
date-modified = {2021-11-30 16:10:40 +0100},
journal = {Neural computation},
number = {8},
pages = {1735--1780},
publisher = {MIT Press},
title = {Long short-term memory},
volume = {9},
year = {1997}}
@inproceedings{ho1995random,
author = {Ho, Tin Kam},
booktitle = {Proceedings of 3rd international conference on document analysis and recognition},
date-added = {2021-11-30 16:10:18 +0100},
date-modified = {2021-11-30 16:10:18 +0100},
organization = {IEEE},
pages = {278--282},
title = {Random decision forests},
volume = {1},
year = {1995}}
@article{hamzaccebi2008improving,
author = {Hamza{\c{c}}ebi, Co{\c{s}}kun},
date-added = {2021-11-30 16:09:55 +0100},
date-modified = {2021-11-30 16:09:55 +0100},
journal = {Information Sciences},
number = {23},
pages = {4550--4559},
publisher = {Elsevier},
title = {Improving artificial neural networks' performance in seasonal time series forecasting},
volume = {178},
year = {2008}}
@book{hamilton2020time,
author = {Hamilton, James Douglas},
date-added = {2021-11-30 16:09:14 +0100},
date-modified = {2021-11-30 16:09:14 +0100},
publisher = {Princeton university press},
title = {Time series analysis},
year = {2020}}
@article{greene2012econometric,
author = {Greene, William H},
date-added = {2021-11-30 16:08:10 +0100},
date-modified = {2021-11-30 16:08:10 +0100},
journal = {Stern School of Business, New York University},
title = {Econometric analysis, 71e},
year = {2012}}
@article{goodfriend2005incredible,
author = {Goodfriend, Marvin and King, Robert G},
date-added = {2021-11-30 16:07:41 +0100},
date-modified = {2021-11-30 16:07:41 +0100},
journal = {Journal of Monetary Economics},
number = {5},
pages = {981--1015},
publisher = {Elsevier},
title = {The incredible Volcker disinflation},
volume = {52},
year = {2005}}
@book{friedman2008monetary,
author = {Friedman, Milton and Schwartz, Anna Jacobson},
date-added = {2021-11-30 16:07:18 +0100},
date-modified = {2021-11-30 16:07:18 +0100},
publisher = {Princeton University Press},
title = {A monetary history of the United States, 1867-1960},
volume = {14},
year = {2008}}
@article{fix1951important,
author = {Fix, E and Hodges, J},
date-added = {2021-11-30 16:06:50 +0100},
date-modified = {2021-11-30 16:06:50 +0100},
journal = {International Statistical Review},
number = {57},
pages = {233--238},
title = {An important contribution to nonparametric discriminant analysis and density estimation},
volume = {3},
year = {1951}}
@inproceedings{dorffner1996neural,
author = {Dorffner, Georg},
booktitle = {Neural network world},
date-added = {2021-11-30 16:06:23 +0100},
date-modified = {2021-11-30 16:06:23 +0100},
organization = {Citeseer},
title = {Neural networks for time series processing},
year = {1996}}
@article{cortes1995support,
author = {Cortes, Corinna and Vapnik, Vladimir},
date-added = {2021-11-30 16:06:00 +0100},
date-modified = {2021-11-30 16:06:00 +0100},
journal = {Machine learning},
number = {3},
pages = {273--297},
publisher = {Springer},
title = {Support-vector networks},
volume = {20},
year = {1995}}
@book{brock1991nonlinear,
author = {Brock, William Allen and Brock, William A and Hsieh, David Arthur and LeBaron, Blake Dean and Brock, William E},
date-added = {2021-11-30 16:05:31 +0100},
date-modified = {2021-11-30 16:05:31 +0100},
publisher = {MIT press},
title = {Nonlinear dynamics, chaos, and instability: statistical theory and economic evidence},
year = {1991}}
@misc{bernanke1990federal,
author = {Bernanke, Ben S},
date-added = {2021-11-30 16:04:02 +0100},
date-modified = {2021-11-30 16:04:02 +0100},
publisher = {National Bureau of Economic Research Cambridge, Mass., USA},
title = {The federal funds rate and the channels of monetary transnission},
year = {1990}}
@manual{altmeyer2021deepvars,
author = {Patrick Altmeyer},
date-added = {2021-11-23 09:38:21 +0100},
date-modified = {2021-11-30 16:34:10 +0100},
note = {R package version 0.1.0},
title = {deepvars: Deep Vector Autoregession},
year = {2021}}
@article{houlsby2011bayesian,
author = {Houlsby, Neil and Husz{\'a}r, Ferenc and Ghahramani, Zoubin and Lengyel, M{\'a}t{\'e}},
date-added = {2021-11-15 15:53:40 +0100},
date-modified = {2021-11-15 15:53:40 +0100},
journal = {arXiv preprint arXiv:1112.5745},
title = {Bayesian active learning for classification and preference learning},
year = {2011}}
@book{murphy2012machine,
author = {Murphy, Kevin P},
date-added = {2021-11-11 17:21:46 +0100},
date-modified = {2021-11-11 17:21:46 +0100},
publisher = {MIT press},
title = {Machine learning: a probabilistic perspective},
year = {2012}}
@inproceedings{karimi2021algorithmic,
author = {Karimi, Amir-Hossein and Sch{\"o}lkopf, Bernhard and Valera, Isabel},
booktitle = {Proceedings of the 2021 ACM Conference on Fairness, Accountability, and Transparency},
date-added = {2021-10-20 10:26:17 +0200},
date-modified = {2021-10-20 10:26:17 +0200},
pages = {353--362},
title = {Algorithmic recourse: from counterfactual explanations to interventions},
year = {2021}}
@article{karimi2020algorithmic,
author = {Karimi, Amir-Hossein and Von K{\"u}gelgen, Julius and Sch{\"o}lkopf, Bernhard and Valera, Isabel},
date-added = {2021-10-20 10:25:47 +0200},
date-modified = {2021-10-20 10:25:47 +0200},
journal = {arXiv preprint arXiv:2006.06831},
title = {Algorithmic recourse under imperfect causal knowledge: a probabilistic approach},
year = {2020}}
@article{bholat2020impact,
author = {Bholat, D and Gharbawi, M and Thew, O},
date-added = {2021-10-19 13:32:47 +0200},
date-modified = {2021-10-19 13:32:47 +0200},
journal = {Bank of England Quarterly Bulletin, Q4},
title = {The Impact of Covid on Machine Learning and Data Science in UK Banking},
year = {2020}}
@article{zheng2018dags,
author = {Zheng, Xun and Aragam, Bryon and Ravikumar, Pradeep and Xing, Eric P},
date-added = {2021-10-19 11:58:43 +0200},
date-modified = {2021-10-19 11:58:43 +0200},
journal = {arXiv preprint arXiv:1803.01422},
title = {Dags with no tears: Continuous optimization for structure learning},
year = {2018}}
@article{lachapelle2019gradient,
author = {Lachapelle, S{\'e}bastien and Brouillard, Philippe and Deleu, Tristan and Lacoste-Julien, Simon},
date-added = {2021-10-19 11:57:37 +0200},
date-modified = {2021-10-19 11:57:37 +0200},
journal = {arXiv preprint arXiv:1906.02226},
title = {Gradient-based neural dag learning},
year = {2019}}
@book{pearl2018book,
author = {Pearl, Judea and Mackenzie, Dana},
date-added = {2021-10-19 11:51:21 +0200},
date-modified = {2021-10-19 11:51:21 +0200},
publisher = {Basic books},
title = {The book of why: the new science of cause and effect},
year = {2018}}
@article{pearl2019seven,
author = {Pearl, Judea},
date-added = {2021-10-19 11:49:47 +0200},
date-modified = {2021-10-19 11:49:47 +0200},
journal = {Communications of the ACM},
number = {3},
pages = {54--60},
publisher = {ACM New York, NY, USA},
title = {The seven tools of causal inference, with reflections on machine learning},
volume = {62},
year = {2019}}
@inproceedings{carlini2017towards,
author = {Carlini, Nicholas and Wagner, David},
booktitle = {2017 ieee symposium on security and privacy (sp)},
date-added = {2021-10-18 11:33:23 +0200},
date-modified = {2021-10-18 11:33:23 +0200},
organization = {IEEE},
pages = {39--57},
title = {Towards evaluating the robustness of neural networks},
year = {2017}}
@article{goodfellow2014explaining,
author = {Goodfellow, Ian J and Shlens, Jonathon and Szegedy, Christian},
date-added = {2021-10-18 11:29:24 +0200},
date-modified = {2021-10-18 11:29:24 +0200},
journal = {arXiv preprint arXiv:1412.6572},
title = {Explaining and harnessing adversarial examples},
year = {2014}}
@article{szegedy2013intriguing,
author = {Szegedy, Christian and Zaremba, Wojciech and Sutskever, Ilya and Bruna, Joan and Erhan, Dumitru and Goodfellow, Ian and Fergus, Rob},
date-added = {2021-10-18 11:27:45 +0200},
date-modified = {2021-10-18 11:27:45 +0200},
journal = {arXiv preprint arXiv:1312.6199},
title = {Intriguing properties of neural networks},
year = {2013}}
@article{jospin2020hands,
author = {Jospin, Laurent Valentin and Buntine, Wray and Boussaid, Farid and Laga, Hamid and Bennamoun, Mohammed},
date-added = {2021-10-18 09:33:40 +0200},
date-modified = {2021-10-18 09:33:40 +0200},
journal = {arXiv preprint arXiv:2007.06823},
title = {Hands-on Bayesian Neural Networks--a Tutorial for Deep Learning Users},
year = {2020}}
@electronic{oecd2021artificial,
author = {OECD},
date-added = {2021-10-18 09:24:49 +0200},
date-modified = {2021-10-18 09:39:12 +0200},
institution = {OECD},
title = {Artificial Intelligence, Machine Learning and Big Data in Finance: Opportunities, Challenges and Implications for Policy Makers},
url = {https://www.oecd.org/finance/financial-markets/Artificial-intelligence-machine-learning-big-data-in-finance.pdf},
year = {2021},
bdsk-url-1 = {https://www.oecd.org/finance/financial-markets/Artificial-intelligence-machine-learning-big-data-in-finance.pdf}}
@book{murphy2022probabilistic,
author = {Murphy, Kevin P},
date-added = {2021-10-18 09:02:15 +0200},
date-modified = {2021-10-18 09:02:15 +0200},
publisher = {MIT Press},
title = {Probabilistic Machine Learning: An introduction},
year = {2022}}
@article{wachter2017counterfactual,
author = {Wachter, Sandra and Mittelstadt, Brent and Russell, Chris},
date-added = {2021-10-18 08:58:01 +0200},
date-modified = {2021-10-18 08:58:01 +0200},
journal = {Harv. JL \& Tech.},
pages = {841},
publisher = {HeinOnline},
title = {Counterfactual explanations without opening the black box: Automated decisions and the GDPR},
volume = {31},
year = {2017}}
@inproceedings{schut2021generating,
author = {Schut, Lisa and Key, Oscar and Mc Grath, Rory and Costabello, Luca and Sacaleanu, Bogdan and Gal, Yarin and others},
booktitle = {International Conference on Artificial Intelligence and Statistics},
date-added = {2021-10-14 12:00:22 +0200},
date-modified = {2021-10-14 12:00:22 +0200},
organization = {PMLR},
pages = {1756--1764},
title = {Generating Interpretable Counterfactual Explanations By Implicit Minimisation of Epistemic and Aleatoric Uncertainties},
year = {2021}}
@article{rudin2019stop,
author = {Rudin, Cynthia},
date-added = {2021-10-14 11:56:05 +0200},
date-modified = {2021-10-14 11:56:05 +0200},
journal = {Nature Machine Intelligence},
number = {5},
pages = {206--215},
publisher = {Nature Publishing Group},
title = {Stop explaining black box machine learning models for high stakes decisions and use interpretable models instead},
volume = {1},
year = {2019}}
@inproceedings{ribeiro2016should,
author = {Ribeiro, Marco Tulio and Singh, Sameer and Guestrin, Carlos},
booktitle = {Proceedings of the 22nd ACM SIGKDD international conference on knowledge discovery and data mining},
date-added = {2021-10-14 11:47:00 +0200},
date-modified = {2021-10-18 09:47:13 +0200},
pages = {1135--1144},
title = {"Why should i trust you?" Explaining the predictions of any classifier},
year = {2016}}
@inproceedings{mittelstadt2019explaining,
author = {Mittelstadt, Brent and Russell, Chris and Wachter, Sandra},
booktitle = {Proceedings of the conference on fairness, accountability, and transparency},
date-added = {2021-10-14 11:37:38 +0200},
date-modified = {2021-10-14 11:37:38 +0200},
pages = {279--288},
title = {Explaining explanations in AI},
year = {2019}}
@inproceedings{lundberg2017unified,
author = {Lundberg, Scott M and Lee, Su-In},
booktitle = {Proceedings of the 31st international conference on neural information processing systems},
date-added = {2021-10-13 17:00:13 +0200},
date-modified = {2021-10-13 17:00:13 +0200},
pages = {4768--4777},
title = {A unified approach to interpreting model predictions},
year = {2017}}
@article{kirsch2019batchbald,
author = {Kirsch, Andreas and Van Amersfoort, Joost and Gal, Yarin},
date-added = {2021-10-13 14:41:22 +0200},
date-modified = {2021-10-13 14:41:22 +0200},
journal = {Advances in neural information processing systems},
pages = {7026--7037},
title = {Batchbald: Efficient and diverse batch acquisition for deep bayesian active learning},
volume = {32},
year = {2019}}
@inproceedings{gal2017deep,
author = {Gal, Yarin and Islam, Riashat and Ghahramani, Zoubin},
booktitle = {International Conference on Machine Learning},
date-added = {2021-10-13 14:38:29 +0200},
date-modified = {2021-10-13 14:38:29 +0200},
organization = {PMLR},
pages = {1183--1192},
title = {Deep bayesian active learning with image data},
year = {2017}}
@inproceedings{gal2016dropout,
author = {Gal, Yarin and Ghahramani, Zoubin},
booktitle = {international conference on machine learning},
date-added = {2021-10-13 14:24:39 +0200},
date-modified = {2021-10-13 14:24:39 +0200},
organization = {PMLR},
pages = {1050--1059},
title = {Dropout as a bayesian approximation: Representing model uncertainty in deep learning},
year = {2016}}
@inproceedings{poyiadzi2020face,
author = {Poyiadzi, Rafael and Sokol, Kacper and Santos-Rodriguez, Raul and De Bie, Tijl and Flach, Peter},
booktitle = {Proceedings of the AAAI/ACM Conference on AI, Ethics, and Society},
date-added = {2021-10-13 13:25:00 +0200},
date-modified = {2021-10-13 13:25:00 +0200},
pages = {344--350},
title = {FACE: Feasible and actionable counterfactual explanations},
year = {2020}}
@article{kehoe2021defence,
author = {Kehoe, Aidan and Wittek, Peter and Xue, Yanbo and Pozas-Kerstjens, Alejandro},
date-added = {2021-10-13 13:21:28 +0200},
date-modified = {2021-10-13 13:21:28 +0200},
journal = {Machine Learning: Science and Technology},
publisher = {IOP Publishing},
title = {Defence against adversarial attacks using classical and quantum-enhanced Boltzmann machines},
year = {2021}}
@inproceedings{slack2020fooling,
author = {Slack, Dylan and Hilgard, Sophie and Jia, Emily and Singh, Sameer and Lakkaraju, Himabindu},
booktitle = {Proceedings of the AAAI/ACM Conference on AI, Ethics, and Society},
date-added = {2021-10-13 12:49:19 +0200},
date-modified = {2021-10-13 12:49:19 +0200},
pages = {180--186},
title = {Fooling lime and shap: Adversarial attacks on post hoc explanation methods},
year = {2020}}
@article{altmeyer2021deep,
author = {Altmeyer, Patrick and Agusti, Marc and Vidal-Quadras Costa, Ignacio},
date-added = {2021-09-23 13:33:59 +0200},
date-modified = {2021-11-30 16:33:49 +0100},
title = {Deep Vector Autoregression for Macroeconomic Data},
url = {https://thevoice.bse.eu/wp-content/uploads/2021/07/ds21-project-agusti-et-al.pdf},
year = {2021},
bdsk-url-1 = {https://thevoice.bse.eu/wp-content/uploads/2021/07/ds21-project-agusti-et-al.pdf}}
@article{altmeyer2018option,
author = {Altmeyer, Patrick and Grapendal, Jacob Daniel and Pravosud, Makar and Quintana, Gand Derry},
date-added = {2021-09-23 13:31:25 +0200},
date-modified = {2021-09-23 13:31:25 +0200},
title = {Option pricing in the Heston stochastic volatility model: an empirical evaluation},
year = {2018}}
@article{hartland2006multi,
author = {Hartland, C{\'e}dric and Gelly, Sylvain and Baskiotis, Nicolas and Teytaud, Olivier and Sebag, Michele},
date-added = {2021-06-26 13:34:39 +0200},
date-modified = {2021-06-26 13:34:39 +0200},
title = {Multi-armed bandit, dynamic environments and meta-bandits},
year = {2006}}
@article{garivier2008upper,
author = {Garivier, Aur{\'e}lien and Moulines, Eric},
date-added = {2021-06-24 16:18:52 +0200},
date-modified = {2021-06-24 16:18:52 +0200},
journal = {arXiv preprint arXiv:0805.3415},
title = {On upper-confidence bound policies for non-stationary bandit problems},
year = {2008}}
@inproceedings{gupta2011thompson,
author = {Gupta, Neha and Granmo, Ole-Christoffer and Agrawala, Ashok},
booktitle = {2011 10th International Conference on Machine Learning and Applications and Workshops},
date-added = {2021-06-24 16:00:43 +0200},
date-modified = {2021-06-24 16:00:43 +0200},
organization = {IEEE},
pages = {484--489},
title = {Thompson sampling for dynamic multi-armed bandits},
volume = {1},
year = {2011}}
@article{besbes2014stochastic,
author = {Besbes, Omar and Gur, Yonatan and Zeevi, Assaf},
date-added = {2021-06-24 15:59:01 +0200},
date-modified = {2021-06-24 15:59:01 +0200},
journal = {Advances in neural information processing systems},
pages = {199--207},
publisher = {Citeseer},
title = {Stochastic multi-armed-bandit problem with non-stationary rewards},
volume = {27},
year = {2014}}
@article{raj2017taming,
author = {Raj, Vishnu and Kalyani, Sheetal},
date-added = {2021-06-24 15:58:11 +0200},
date-modified = {2021-06-24 15:58:11 +0200},
journal = {arXiv preprint arXiv:1707.09727},
title = {Taming non-stationary bandits: A Bayesian approach},
year = {2017}}
@article{qu2015estimating,
author = {Qu, Xi and Lee, Lung-fei},
date-added = {2021-06-18 17:43:38 +0200},
date-modified = {2021-06-18 17:43:38 +0200},
journal = {Journal of Econometrics},
number = {2},
pages = {209--232},
publisher = {Elsevier},
title = {Estimating a spatial autoregressive model with an endogenous spatial weight matrix},
volume = {184},
year = {2015}}
@article{graham2017econometric,
author = {Graham, Bryan S},
date-added = {2021-06-18 15:59:36 +0200},
date-modified = {2021-06-18 15:59:36 +0200},
journal = {Econometrica},
number = {4},
pages = {1033--1063},
publisher = {Wiley Online Library},
title = {An econometric model of network formation with degree heterogeneity},
volume = {85},
year = {2017}}
@article{bramoulle2009identification,
author = {Bramoull{\'e}, Yann and Djebbari, Habiba and Fortin, Bernard},
date-added = {2021-06-18 15:29:44 +0200},
date-modified = {2021-06-18 15:29:44 +0200},
journal = {Journal of econometrics},
number = {1},
pages = {41--55},
publisher = {Elsevier},
title = {Identification of peer effects through social networks},
volume = {150},
year = {2009}}
@article{lee2003best,
author = {Lee, Lung-fei},
date-added = {2021-06-18 15:22:08 +0200},
date-modified = {2021-06-18 15:22:08 +0200},
journal = {Econometric Reviews},
number = {4},
pages = {307--335},
publisher = {Taylor \& Francis},
title = {Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances},
volume = {22},
year = {2003}}
@article{jackson2007meeting,
author = {Jackson, Matthew O and Rogers, Brian W},
date-added = {2021-06-18 15:03:46 +0200},
date-modified = {2021-06-18 15:03:46 +0200},
journal = {American Economic Review},
number = {3},
pages = {890--915},
title = {Meeting strangers and friends of friends: How random are social networks?},
volume = {97},
year = {2007}}
@article{goldsmith2013social,
author = {Goldsmith-Pinkham, Paul and Imbens, Guido W},
date-added = {2021-06-17 16:31:36 +0200},
date-modified = {2021-06-17 16:31:36 +0200},
journal = {Journal of Business \& Economic Statistics},
number = {3},
pages = {253--264},
publisher = {Taylor \& Francis},
title = {Social networks and the identification of peer effects},
volume = {31},
year = {2013}}
@article{carrell2013natural,
author = {Carrell, Scott E and Sacerdote, Bruce I and West, James E},
date-added = {2021-06-17 16:12:15 +0200},
date-modified = {2021-06-17 16:12:15 +0200},
journal = {Econometrica},
number = {3},
pages = {855--882},
publisher = {Wiley Online Library},
title = {From natural variation to optimal policy? The importance of endogenous peer group formation},
volume = {81},
year = {2013}}
@article{falk2006clean,
author = {Falk, Armin and Ichino, Andrea},
date-added = {2021-06-17 16:11:32 +0200},
date-modified = {2021-06-17 16:11:32 +0200},
journal = {Journal of labor economics},
number = {1},
pages = {39--57},
publisher = {The University of Chicago Press},
title = {Clean evidence on peer effects},
volume = {24},
year = {2006}}
@article{sacerdote2001peer,
author = {Sacerdote, Bruce},
date-added = {2021-06-17 16:10:10 +0200},
date-modified = {2021-06-17 16:10:10 +0200},
journal = {The Quarterly journal of economics},
number = {2},
pages = {681--704},
publisher = {MIT Press},
title = {Peer effects with random assignment: Results for Dartmouth roommates},
volume = {116},
year = {2001}}
@article{bramoulle2020peer,
author = {Bramoull{\'e}, Yann and Djebbari, Habiba and Fortin, Bernard},
date-added = {2021-06-17 15:31:45 +0200},
date-modified = {2021-06-17 15:31:45 +0200},
journal = {Annual Review of Economics},
pages = {603--629},
publisher = {Annual Reviews},
title = {Peer effects in networks: A survey},
volume = {12},
year = {2020}}
@article{manski1993identification,
author = {Manski, Charles F},
date-added = {2021-06-17 15:08:42 +0200},
date-modified = {2021-06-17 15:08:42 +0200},
journal = {The review of economic studies},
number = {3},
pages = {531--542},
publisher = {Wiley-Blackwell},
title = {Identification of endogenous social effects: The reflection problem},
volume = {60},
year = {1993}}
@article{heckman1985alternative,
author = {Heckman, James J and Robb Jr, Richard},
date-added = {2021-06-16 17:13:16 +0200},
date-modified = {2021-06-16 17:13:16 +0200},
journal = {Journal of econometrics},
number = {1-2},
pages = {239--267},
publisher = {Elsevier},
title = {Alternative methods for evaluating the impact of interventions: An overview},
volume = {30},
year = {1985}}
@article{johnsson2021estimation,
author = {Johnsson, Ida and Moon, Hyungsik Roger},
date-added = {2021-06-16 16:35:00 +0200},
date-modified = {2021-06-16 16:35:00 +0200},
journal = {Review of Economics and Statistics},
number = {2},
pages = {328--345},
publisher = {MIT Press One Rogers Street, Cambridge, MA 02142-1209, USA journals-info~{\ldots}},
title = {Estimation of peer effects in endogenous social networks: Control function approach},
volume = {103},
year = {2021}}
@article{carrell2009does,
author = {Carrell, Scott E and Fullerton, Richard L and West, James E},
date-added = {2021-06-16 16:29:38 +0200},
date-modified = {2021-06-16 16:29:38 +0200},
journal = {Journal of Labor Economics},
number = {3},
pages = {439--464},
publisher = {The University of Chicago Press},
title = {Does your cohort matter? Measuring peer effects in college achievement},
volume = {27},
year = {2009}}
@article{hsieh2016social,
author = {Hsieh, Chih-Sheng and Lee, Lung Fei},
date-added = {2021-06-16 16:27:12 +0200},
date-modified = {2021-06-16 16:27:12 +0200},
journal = {Journal of Applied Econometrics},
number = {2},
pages = {301--319},
publisher = {Wiley Online Library},
title = {A social interactions model with endogenous friendship formation and selectivity},
volume = {31},
year = {2016}}
@article{chetty2011adjustment,
author = {Chetty, Raj and Friedman, John N and Olsen, Tore and Pistaferri, Luigi},
date-added = {2021-06-16 12:23:18 +0200},
date-modified = {2021-06-16 12:23:18 +0200},
journal = {The quarterly journal of economics},
number = {2},
pages = {749--804},
publisher = {MIT Press},
title = {Adjustment costs, firm responses, and micro vs. macro labor supply elasticities: Evidence from Danish tax records},
volume = {126},
year = {2011}}
@article{pope2011round,
author = {Pope, Devin and Simonsohn, Uri},
date-added = {2021-06-16 11:56:09 +0200},
date-modified = {2021-06-16 11:56:09 +0200},
journal = {Psychological science},
number = {1},
pages = {71--79},
publisher = {Sage Publications Sage CA: Los Angeles, CA},
title = {Round numbers as goals: Evidence from baseball, SAT takers, and the lab},
volume = {22},
year = {2011}}
@article{markle2018goals,
author = {Markle, Alex and Wu, George and White, Rebecca and Sackett, Aaron},
date-added = {2021-06-16 11:53:34 +0200},
date-modified = {2021-06-16 11:53:34 +0200},
journal = {Journal of Risk and Uncertainty},
number = {1},
pages = {19--50},
publisher = {Springer},
title = {Goals as reference points in marathon running: A novel test of reference dependence},
volume = {56},
year = {2018}}
@article{kahneman1992reference,
author = {Kahneman, Daniel},
date-added = {2021-06-15 13:28:28 +0200},
date-modified = {2021-06-15 13:28:28 +0200},
journal = {Organizational behavior and human decision processes},
number = {2},
pages = {296--312},
publisher = {Elsevier},
title = {Reference points, anchors, norms, and mixed feelings},
volume = {51},
year = {1992}}
@article{kahneman1979prospect,
author = {Kahneman, Daniel and Tversky, Amos},
date-added = {2021-06-15 11:13:52 +0200},
date-modified = {2021-06-15 11:13:52 +0200},
journal = {Econometrica: Journal of the Econometric Society},
pages = {263--291},
publisher = {JSTOR},
title = {Prospect Theory: An Analysis of Decision under Risk},
year = {1979}}
@book{sutton2018reinforcement,
author = {Sutton, Richard S and Barto, Andrew G},
date-added = {2021-06-09 17:35:46 +0200},
date-modified = {2021-06-09 17:35:46 +0200},
publisher = {MIT press},
title = {Reinforcement learning: An introduction},
year = {2018}}
@inproceedings{rasmussen2003gaussian,
author = {Rasmussen, Carl Edward},
booktitle = {Summer school on machine learning},
date-added = {2021-05-25 10:54:16 +0200},
date-modified = {2021-05-25 10:54:16 +0200},
organization = {Springer},
pages = {63--71},
title = {Gaussian processes in machine learning},
year = {2003}}
@article{pfaff2008var,
author = {Pfaff, Bernhard and others},
date-added = {2021-05-22 13:30:50 +0200},
date-modified = {2021-05-22 13:30:50 +0200},
journal = {Journal of Statistical Software},
number = {4},
pages = {1--32},
title = {VAR, SVAR and SVEC models: Implementation within R package vars},
volume = {27},
year = {2008}}
@inproceedings{jabbari2017fairness,
author = {Jabbari, Shahin and Joseph, Matthew and Kearns, Michael and Morgenstern, Jamie and Roth, Aaron},
booktitle = {International Conference on Machine Learning},
date-added = {2021-05-16 09:36:16 +0200},
date-modified = {2021-05-16 09:36:16 +0200},
organization = {PMLR},
pages = {1617--1626},
title = {Fairness in reinforcement learning},
year = {2017}}
@inproceedings{lakkaraju2020fool,
author = {Lakkaraju, Himabindu and Bastani, Osbert},
booktitle = {Proceedings of the AAAI/ACM Conference on AI, Ethics, and Society},
date-added = {2021-05-16 09:29:06 +0200},
date-modified = {2021-05-16 09:29:06 +0200},
pages = {79--85},
title = {" How do I fool you?" Manipulating User Trust via Misleading Black Box Explanations},
year = {2020}}
@article{den2020reinforcement,
author = {den Hengst, Floris and Grua, Eoin Martino and el Hassouni, Ali and Hoogendoorn, Mark},
date-added = {2021-05-16 09:17:04 +0200},
date-modified = {2021-05-16 09:17:04 +0200},
journal = {Data Science},
number = {Preprint},
pages = {1--41},
publisher = {IOS Press},
title = {Reinforcement learning for personalization: A systematic literature review},
year = {2020}}
@article{auer2002finite,
author = {Auer, Peter and Cesa-Bianchi, Nicolo and Fischer, Paul},
date-added = {2021-05-10 09:11:50 +0200},
date-modified = {2021-05-10 09:11:50 +0200},
journal = {Machine learning},
number = {2},
pages = {235--256},
publisher = {Springer},
title = {Finite-time analysis of the multiarmed bandit problem},
volume = {47},
year = {2002}}
@article{chapelle2011empirical,
author = {Chapelle, Olivier and Li, Lihong},
date-added = {2021-05-06 15:55:33 +0200},
date-modified = {2021-05-06 15:55:33 +0200},
journal = {Advances in neural information processing systems},
pages = {2249--2257},
publisher = {Citeseer},
title = {An empirical evaluation of thompson sampling},
volume = {24},
year = {2011}}
@book{kilian2017structural,
author = {Kilian, Lutz and L{\"u}tkepohl, Helmut},
date-added = {2021-05-05 17:39:07 +0200},
date-modified = {2021-05-05 17:39:07 +0200},
publisher = {Cambridge University Press},
title = {Structural vector autoregressive analysis},
year = {2017}}
@article{verstyuk2020modeling,
author = {Verstyuk, Sergiy},
date-added = {2021-05-05 10:33:27 +0200},
date-modified = {2021-05-05 10:33:27 +0200},
journal = {Available at SSRN 3589337},
title = {Modeling multivariate time series in economics: From auto-regressions to recurrent neural networks},
year = {2020}}
@unpublished{griffith2020name,
author = {Alan Griffith},
date-added = {2021-05-01 07:51:17 +0200},
date-modified = {2021-05-01 07:52:12 +0200},
note = {Working Paper},
title = {Name Your Friends, but Only Five? The Importance of Censoring in Peer Effects Estimates using Social Network Data},
year = {2020}}