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This paper examines from an experimental perspective random forests, the increasingly used statistical method for classification and regression problems introduced by Leo Breiman in 2001. It first aims at confirming, known but sparse,…

Machine Learning · Statistics 2008-11-24 Robin Genuer , Jean-Michel Poggi , Christine Tuleau

At the peak of the tech bubble, only 0.57% of market valuation comes from dividends in the next year. Taking the ratio of total market value to the value of one-year dividends, we obtain a valuation-based duration of 175 years. In contrast,…

Pricing of Securities · Quantitative Finance 2023-10-12 Ye Li , Chen Wang

Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…

Machine Learning · Statistics 2017-07-26 Rajiv Sambasivan , Sourish Das

The intention of this paper is to discuss the mathematical model of causality introduced by C.W.J. Granger in 1969. The Granger's model of causality has become well-known and often used in various econometric models describing causal…

Econometrics · Economics 2018-10-04 M. Bohdalová , M. Kalina , O. Nánásiová

Global Value Numbering(GVN) is a method for detecting redundant computations in programs. Here, we introduce the problem of Global Value Numbering in its original form, as conceived by Kildall(1973), and present an algorithm which is a…

Programming Languages · Computer Science 2014-09-17 Nabizath Saleena , Vineeth Paleri

The theory of {\Gamma}-species is developed to allow species-theoretic study of quotient structures in a categorically rigorous fashion. This new approach is then applied to two graph-enumeration problems which were previously unsolved in…

Combinatorics · Mathematics 2012-04-09 Andrew Gainer

In this paper we use convolutional neural networks to find the H\"older exponent of simulated sample paths of the rBergomi model, a recently proposed stock price model used in mathematical finance. We contextualise this as a calibration…

Computational Finance · Quantitative Finance 2019-07-30 Henry Stone

We propose a discrete-time econometric model that combines autoregressive filters with factor regressions to predict stock returns for portfolio optimisation purposes. In particular, we test both robust linear regressions and general…

Portfolio Management · Quantitative Finance 2024-01-02 Davide Lauria , W. Brent Lindquist , Svetlozar T. Rachev

The use of machine learning for statistical modeling (and thus, generative modeling) has grown in popularity with the proliferation of time series models, text-to-image models, and especially large language models. Fundamentally, the goal…

Statistical Finance · Quantitative Finance 2024-08-06 Achintya Gopal

In 1866, Charles Ludwidge Dodgson published a paper concerning a method for evaluating determinants called the condensation method. His paper documented a new method to calculate determinants that was based on Jacobi's Theorem. The…

History and Overview · Mathematics 2016-07-20 Mitch Main , Micah Donor , R. Corban Harwood

A novel algorithm for actively trading stocks is presented. While traditional expert advice and "universal" algorithms (as well as standard technical trading heuristics) attempt to predict winners or trends, our approach relies on…

Artificial Intelligence · Computer Science 2011-07-04 A. Borodin , R. El-Yaniv , V. Gogan

In 1947 Nathan Fine gave a beautiful product for the number of binomial coefficients $\binom{n}{m}$, for $m$ in the range $0 \leq m \leq n$, that are not divisible by $p$. We give a matrix product that generalizes Fine's formula,…

Number Theory · Mathematics 2023-09-04 Eric Rowland

Bill James' Pythagorean formula has for decades done an excellent job estimating a baseball team's winning percentage from very little data: if the average runs scored and allowed are denoted respectively by ${\rm RS}$ and ${\rm RA}$, there…

Applications · Statistics 2026-02-05 Alexander F. Almeida , Kevin Dayaratna , Steven J. Miller , Andrew K. Yang

We analyze the interaction between stock prices of big companies in the USA and Germany using Granger Causality. We claim that the increase in pair-wise Granger causality interaction between prices in the times of crisis is the consequence…

Statistical Finance · Quantitative Finance 2022-05-16 Maryam Zamani , Sander Paekivi , Philipp Meyer , Holger Kantz

The `beta' is one of the key quantities in the capital asset pricing model (CAPM). In statistical language, the beta can be viewed as the slope of the regression line fitted to financial returns on the market against the returns on the…

Statistics Theory · Mathematics 2017-09-12 Nadezhda Gribkova , Ričardas Zitikis

For a public company, pricing and hedging models of options and equity--linked life insurance products have been sufficiently developed. However, for a private company, because of unobserved prices, pricing and hedging models of the…

Mathematical Finance · Quantitative Finance 2024-09-24 Battulga Gankhuu

As a simple means for comparing and - if possible - predicting scientific impacts of different researchers working in the same field, we suggest comparing their "sales curves". A sales curve is the number of citations of the researcher's…

Physics and Society · Physics 2007-05-23 Werner Marx , Hermann Schier , Ole Krogh Andersen

We define a generalized index of jump activity, propose estimators of that index for a discretely sampled process and derive the estimators' properties. These estimators are applicable despite the presence of Brownian volatility in the…

Statistics Theory · Mathematics 2009-08-24 Yacine Aït-Sahalia , Jean Jacod

Real GDP growth rate in developed countries is found to be a sum of two terms. The first term is the reciprocal value of the duration of the period of mean income growth with work experience, Tcr. The current value of Tcr in the USA is 40…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov

Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is…

Portfolio Management · Quantitative Finance 2020-07-21 Masaya Abe , Kei Nakagawa