Semyon Malamud

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 5

Top Topics

Locally Weighted

Dimension Reduction

Polynomial Regression

Top Venues

J. Econ. Theory

Publications

Bryan Kelly, Boris Kuznetsov, Semyon Malamud, Teng Andrea Xu
Large (and Deep) Factor Models. CoRR (2024)
Teng Andrea Xu, Bryan Kelly, Semyon Malamud
A Simple Algorithm For Scaling Up Kernel Methods. CoRR (2023)
Antoine Didisheim, Bryan Kelly, Semyon Malamud
Deep Regression Ensembles. CoRR (2022)
Semyon Malamud, Andreas Schrimpf, Teng Andrea Xu, Giuseppe Matera, Antoine Didisheim
Benign Autoencoders. CoRR (2022)
Semyon Malamud, Andreas Schrimpf
Persuasion by Dimension Reduction. CoRR (2021)
Julien Hugonnier, Semyon Malamud, Erwan Morellec
Credit market frictions and capital structure dynamics. J. Econ. Theory 157 (2015)
Darrell Duffie, Semyon Malamud, Gustavo Manso
Information percolation in segmented markets. J. Econ. Theory 153 (2014)
Darrell Duffie, Semyon Malamud, Gustavo Manso
The relative contributions of private information sharing and public information releases to information aggregation. J. Econ. Theory 145 (4) (2010)
Semyon Malamud
Long run forward rates and long yields of bonds and options in heterogeneous equilibria. Finance Stochastics 12 (2) (2008)
Semyon Malamud
Universal bounds for asset prices in heterogeneous economies. Finance Stochastics 12 (3) (2008)