Two Sigma Investments (United States)

Recent papers from Two Sigma Investments (United States)

1. Specification-Guided Reinforcement LearningCommunications of the ACM · 2026
2. Which investors drive anomaly returns and how?Journal of Financial Economics · 2026
3. Noise-Induced Randomization in Regression Discontinuity DesignsBiometrika · 2025
4. A general diagnostic of the normal approximation in GMM modelsEconometrics Journal · 2025
5. Noise-induced randomization in regression discontinuity designsBiometrika · 2025
6. Adaptive Testing for High-Dimensional DataJournal of the American Statistical Association · 2024
7. Qini Curves for Multi-Armed Treatment RulesJournal of Computational and Graphical Statistics · 2024
8. Machine Learning for Demand Estimation in Long Tail MarketsManagement Science · 2024
9. Reprint of “Sovereign debt and economic growth when government is myopic and self-interested”Journal of International Economics · 2024
10. Local projections vs. VARs: Lessons from thousands of DGPsJournal of Econometrics · 2024
11. In Memory of Peter Carr (1958–2022)Risks · 2024
12. Book-to-Market, Mispricing, and the Cross Section of Corporate Bond ReturnsJournal of Financial and Quantitative Analysis · 2024
13. Varying Coefficient Model via Adaptive Spline FittingJournal of Computational and Graphical Statistics · 2023
14. Is online collaboration process suitable for digital youth organization? A design approachJournal of Electronic Business & Digital Economics · 2022
15. Modeling Momentum and ReversalsRisks · 2022
16. Clustering High-Dimensional Data via Feature SelectionBiometrics · 2022
17. Kernel-Based Partial Permutation Test for Detecting Heterogeneous Functional RelationshipJournal of the American Statistical Association · 2021
18. Consistent estimation of the number of communities in stochastic block models using cross‐validationStat · 2021
19. A Scalable Graph Neural Network Method for Developing an Accurate Force Field of Large Flexible Organic MoleculesThe Journal of Physical Chemistry Letters · 2021
20. A Survey of Microarchitectural Side-channel Vulnerabilities, Attacks, and Defenses in CryptographyACM Computing Surveys · 2021