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Erik Sverdrup
Erik Sverdrup
Verified email at stanford.edu - Homepage
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grf: Generalized Random Forests. R package version 2.0.2
J Tibshirani, S Athey, R Friedberg, V Hadad, D Hirshberg, L Miner, ...
URL https://cran.r-project.org/web/packages/grf/grf.pdf, 2018
172*2018
policytree: Policy learning via doubly robust empirical welfare maximization over trees
E Sverdrup, A Kanodia, Z Zhou, S Athey, S Wager
Journal of Open Source Software 5 (50), 2232, 2020
252020
Doubly robust treatment effect estimation with missing attributes
I Mayer, E Sverdrup, T Gauss, JD Moyer, S Wager, J Josse
242020
Estimating heterogeneous treatment effects with right-censored data via causal survival forests
Y Cui, MR Kosorok, E Sverdrup, S Wager, R Zhu
arXiv preprint arXiv:2001.09887, 2020
222020
Hedge funds and financial intermediaries
M Dahlquist, V Sokolovski, E Sverdrup
Swedish House of Finance Research Paper, 2021
102021
Treatment heterogeneity with survival outcomes
Y Xu, N Ignatiadis, E Sverdrup, S Fleming, S Wager, N Shah
arXiv preprint arXiv:2207.07758, 2022
22022
Benchmark currency stochastic discount factors
P Orłowski, V Sokolovski, E Sverdrup
Available at SSRN 3945075, 2021
22021
Hedge Funds and Financial Intermediary Risk
M Dahlquist, S Rottke, V Sokolovski, E Sverdrup
Stockholm School of Economics Working Paper, 2022
12022
What Makes Forest-Based Heterogeneous Treatment Effect Estimators Work?
S Dandl, T Hothorn, H Seibold, E Sverdrup, S Wager, A Zeileis
arXiv preprint arXiv:2206.10323, 2022
12022
Proximal Causal Learning of Heterogeneous Treatment Effects
E Sverdrup, Y Cui
arXiv preprint arXiv:2301.10913, 2023
2023
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