Using CORE-Bench as a case study, the paper shows that saturated benchmarks can still deliver insights on efficiency, reliability, model-scaffold differences, and human collaboration even after accuracy plateaus, and introduces improved benchmark versions plus a small randomized experiment demonstra
Journal of Business and Economic Statistics , volume =
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Tabular foundation models outperform standard methods in credit risk PD and LGD tasks, with larger gains on smaller datasets when used out-of-the-box.
Simulations recommend the Mancl-DeRouen correction with t-distribution for continuous outcomes and the Morel-Bokossa-Neerchal estimator for binary outcomes in ETI models for SW-CRTs, while long-term effect estimates remain unstable.
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Life After Benchmark Saturation: A Case Study of CORE-Bench
Using CORE-Bench as a case study, the paper shows that saturated benchmarks can still deliver insights on efficiency, reliability, model-scaffold differences, and human collaboration even after accuracy plateaus, and introduces improved benchmark versions plus a small randomized experiment demonstra
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Foundation Models for Credit Risk Prediction: A Game Changer?
Tabular foundation models outperform standard methods in credit risk PD and LGD tasks, with larger gains on smaller datasets when used out-of-the-box.
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Which Small-Sample Correction Should Be Used When Analyzing Stepped-Wedge Designs with Time-Varying Treatment Effects?
Simulations recommend the Mancl-DeRouen correction with t-distribution for continuous outcomes and the Morel-Bokossa-Neerchal estimator for binary outcomes in ETI models for SW-CRTs, while long-term effect estimates remain unstable.