Essays about: "Filip Mellgren"

Found 2 essays containing the words Filip Mellgren.

  1. 1. Tacit collusion with deep multi-agent reinforcement learning

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Filip Mellgren; [2020]
    Keywords : deep multi-agent reinforcement learning; tacit collusion; pricing algorithms;

    Abstract : Automatic pricing now attracts the attention of competition authorities following recent machine learning developments. In particular, previous research shows that the Q-learning algorithm can reach collusive outcomes despite receiving only minimal human intervention. READ MORE

  3. 2. Needles in a haystack: a machine learning approach to instrumental variables selection

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Filip Mellgren; Vera Lindén; [2018]
    Keywords : instrumental variables; LASSO; L2boosting;

    Abstract : This paper explores the comparative merits of two different machine learning algorithms for variable selection in an instrumental variables (IV) setting with many weak instruments. We apply a new method, post-L2boosting, to Angrist and Krueger's (1991) classical paper about the effect of schooling on earnings. READ MORE