Related papers: Startup & Unicorn Growth Valuation
The M6 Competition assessed the performance of competitors using a ranked probability score and an information ratio (IR). While these metrics do well at picking the winners in the competition, crucial questions remain for investors with…
This paper analyzes the connection between innovation activities of companies -- implemented before a financial crisis -- and their performance -- measured after such a time of crisis. Pertinent data about companies listed in the STAR…
Data valuation and data monetisation are complex subjects but essential to most organisations today. Unfortunately, they still lack standard procedures and frameworks for organisations to follow. In this survey, we introduce the reader to…
In the era of rapid Internet and social media platform development, individuals readily share their viewpoints online. The overwhelming quantity of these posts renders comprehensive analysis impractical. This necessitates an efficient…
Process mining has gained traction over the past decade and an impressive body of research has resulted in the introduction of a variety of process mining approaches measuring process performance. Having this set of techniques available,…
We review the utility-based valuation method for pricing derivative securities in incomplete markets. In particular, we review the practical approach to the utility-based pricing by the means of computing the first order expansion of…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
Comparing research papers is a conventional method to demonstrate progress in experimental research. We present COMPARE, a taxonomy and a dataset of comparison discussions in peer reviews of research papers in the domain of experimental…
Mathematical method based on a direct or indirect analysis of growth rates is described. It is shown how simple assumptions and a relatively easy analysis can be used to describe mathematically complicated trends and to predict growth. Only…
This study demonstrates that web-search traffic information, in particular, Google Trends data, is a credible novel source of high-quality and easy-to-access data for analyzing technology-based new ventures (TBNVs) growth trajectories.…
Building predictive models for companies often relies on inference using historical data of companies in the same industry sector. However, companies are similar across a variety of dimensions that should be leveraged in relevant prediction…
The aim of this research is to give a simple framework to evaluate/quantize the "transparency" of a firm. We assume that the process of the firm value is only observable once in a while but is strongly correlated with the stock price which…
In this paper, we describe two approaches to model the behavior of stock prices. The first approach considers the underlying probability distribution of day-to-day price differences. The second approach models the movement of the price as a…
This study looks into employees' communication, offering novel metrics which can help to predict a company's stock price. We studied the intranet forum of a large Italian company, exploring the interactions and the use of language of about…
By drawing on large-scale online data we construct and analyze the time-varying worldwide network of professional relationships among start-ups. The nodes of this network represent companies, while the links model the flow of employees and…
We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games. We present reasons why these growth-optimal strategies should be particularly relevant…
Firm foundation theory estimates a security's firm fundamental value based on four determinants: expected growth rate, expected dividend payout, the market interest rate and the degree of risk. In contrast, other views of decision-making in…
We study information theoretic methods for ranking biomarkers. In clinical trials there are two, closely related, types of biomarkers: predictive and prognostic, and disentangling them is a key challenge. Our first step is to phrase…
Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio…
Net profit is sometimes found from data for net operating surplus. We propose a way to find it from data for consumption, pay and market-value capital, and concomitantly to reveal the factor shares in consumption.