OutsidetheEchoChamber:OptimizingthePerformativeRiskJohnMiller1JuanC.Perdomo1TijanaZrnic1AbstractriumnotionknownasPerformativestability(Drusvyatskiy&Xiao,2020;Mendler-Du¨nneretal.,2020;Brownetal.,I...
PerformativePredictionJuanC.Perdomo1TijanaZrnic1CelestineMendler-Du¨nner1MoritzHardt1Abstractinterestratefurtherincreasesthecustomer’sdefaultrisk.Putdifferently,thebank’spredictivemodelisnotcali...