Related papers: Startup & Unicorn Growth Valuation
We study size and growth distributions of products and business firms in the context of a given industry. Firm size growth is analyzed in terms of two basic mechanisms, i.e. the increase of the number of new elementary business units and…
The paper summarizes key results of the benchmark approach with a focus on the concept of benchmark-neutral pricing. It applies these results to the pricing of an extreme-maturity European put option on a well-diversified stock index. The…
Imputation is an attractive tool for dealing with the widespread issue of missing values. Consequently, studying and developing imputation methods has been an active field of research over the last decade. Faced with an imputation task and…
How do business-cycles impact startup-valuations? While several studies explore VC startupecosystems and pre-money valuations, relatively-few delve deeper into the role of macro-level economic factors in influencing those startup deals…
The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this field, we still cannot find a…
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…
We present a novel methodology to determine the fundamental value of firms in the social-networking sector based on two ingredients: (i) revenues and profits are inherently linked to its user basis through a direct channel that has no…
Much research in systemic risk is focused on default contagion. While this demands an understanding of valuation, fewer articles specifically deal with the existence, the uniqueness, and the computation of equilibrium prices in structural…
With consistent growth in Indian Economy, Initial Public Offerings (IPOs) have become a popular avenue for investment. With the modern technology simplifying investments, more investors are interested in making data driven decisions while…
Data valuation is a class of techniques for quantitatively assessing the value of data for applications like pricing in data marketplaces. Existing data valuation methods define a value for a discrete dataset. However, in many use cases,…
Ranking and scoring are ubiquitous. We consider the setting in which an institution, called a ranker, evaluates a set of individuals based on demographic, behavioral or other characteristics. The final output is a ranking that represents…
Providing appealing brand names to newly launched products, newly formed companies or for renaming existing companies is highly important as it can play a crucial role in deciding its success or failure. In this work, we propose a…
We review the "production approach" to estimating markups, the ratio of price to marginal cost. The approach is uniquely scalable: it requires no model of consumer demand or market structure and applies broadly across firms, industries, and…
We analyze correlations among stock returns via a series of widely adopted parameters which we refer to as explanatory variables. We subsequently exploit the results to propose a long only quantitative adaptive technique to construct a…
Publicly traded companies are fundamental units of contemporary economies and markets and are important mechanisms through which humans interact with their environments. Understanding the general properties that underlie the processes of…
Predictive process monitoring has recently gained traction in academia and is maturing also in companies. However, with the growing body of research, it might be daunting for companies to navigate in this domain in order to find, provided…
Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…
We hypothesize that portfolio sorts based on the V/P ratio generate excess returns and consist of companies that are undervalued for prolonged periods. Results, for the US market show that high V/P portfolios outperform low V/P portfolios…
This paper uses Bayesian tree models for statistical benchmarking in data sets with awkward marginals and complicated dependence structures. The method is applied to a very large database on corporate performance over the last four decades.…
Mathematical methods of analysis of data and of predicting growth are discussed. The starting point is the analysis of the growth rates, which can be expressed as a function of time or as a function of the size of the growing entity.…