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The authors are grateful to Bob Anderson, Laurent El Ghaoui, Brady Haran, Josh Miller, Max Stinchcombe, Kellie Ottoboni, Alex Papanicolaou, Caroline Ribet, Ken Ribet, Stephanie Ribet, Alex Shkolnik, Paul Solli, an anonymous referee, and seminar participants at Aperio Group, Berkeley Institute for Data Science, and Stanford’s AFTLab for contributions to this article. We thank the Center for Risk Management Research, the Consortium for Data Analytics in Risk, and the Coleman Fung Chair for financial support.
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Daks, A., Desai, N. & Goldberg, L.R. Do the Golden State Warriors Have Hot Hands?. Math Intelligencer 40, 1–5 (2018). https://doi.org/10.1007/s00283-018-9825-3