Publications
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BASED-XAI: Breaking Ablation Studies Down for Explainable Artificial Intelligence. Isha Hameed, Samuel Sharpe, Daniel Barcklow, Justin Au-Yeung, Sahil Verma, Jocelyn Huang, Brian Barr, C. Bayan Bruss. KDD 2022 Workshop on Machine Learning in Finance [paper]
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Dynamic Customer Embeddings for Financial Service Applications. Nima Chitsazan, Samuel Sharpe, Dwipam Katariya, Qianyu Cheng, Karthik Rajasethupathy. ICML 2021 Workshop on Representation Learning for Finance and e-Commerce Applications [paper]
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Latent-CF: A Simple Baseline for Reverse Counterfactual Explanations.
Rachana Balasubramanian, Sam Sharpe, Brian Barr, C. Bayan Bruss
NeurIPS 2020 Workshop on Fair AI in Finance [paper] -
Visual natural language query auto-completion for estimating instance probabilities. Samuel Sharpe, Jin Yan, Fan Wu, Iddo Drori. CVPR 2019 Language and Vision Workshop [paper] [github]
Professional Articles
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Dynamic Customer Embeddings & Understanding Customer Intent - How sequential recommendation and representation learning can be leveraged to model customer behavior
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Machine Learning for Temporal Data in Finance - How machine learning methods are evolving to address the complex temporal and sequential elements of consumer financial data
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MLB Pitch Classification - Deep dive into recent enhancements of MLB’s pitch classification system
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An Introduction to Expected Weighted On-Base Average (xwOBA) - Introduction to new baseball metrics derived from tracking data
Blog Posts
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A/B Testing the Shift - Analyzing the effectivness of the shift through propensity scores.
- MVP Voter Model [github] - MVP vote prediction model using fused
lasso formulated with linear programming objective and constraints
- 2019 MLB MVP Predictions: Declining Focus on Batting Average (2019 MVP)
- All Betts are on Yelich (2018 MVP)
- Thinking Like an MLB MVP Voter (2017 MVP)
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Making Baseball Slow Again [github]- Analysis of the slowing pace of play in the MLB.
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Who Are the Best Romcom Actors [github] - Applying Regularized Adjusted Plus Minus (RAPM) to rate actors based on IMDB ratings.
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Stealing the Bases and Splitting the Rewards [github] - Pitch adjusted version of Swipe Rate Above Average, a mixed model that estimates pitcher, catcher, and runner stolen base skills.
- Profiting Off the Nationals Presidents Race Puppet Masters [github] - How to bet on the Presidents Race and make money using decision trees.