Enterprise voice AI has fractured into three architectural paths. The choice you make now will determine whether your agents ...

Learn how HML impacts stock returns within the Fama-French model, highlighting value stocks' advantage over growth stocks for strategic investment insights.

Franklin Templeton India has launched its new Multi-Factor Fund, employing a data-driven model to select top Indian companies. This systematic approach focuses on Quality, Value, Sentiment, and ...

This repository contains the code and documentation to reproduce the results in "Macroeconomic Forecasting using Factor Models with Martingale Difference Errors" by Luca Mattia Rolla and Alessandro ...

ABSTRACT: This paper proposes a universal framework for constructing bivariate stochastic processes, going beyond the limitations of copulas and offering a potentially simpler alternative. The ...

Risk models at Credit Suisse had flagged the dangers before their $5.5 billion Archegos loss. Silicon Valley Bank's risk metrics showed clear warnings before their collapse. In both cases, ...

Abstract: This article investigates the power factor characteristics of the permanent magnet linear machine (PMLM) with the modulation ratio effect (MRE). Due to the machine MRE, the PMLM has more ...

I emphasize a nuanced approach to valuations, recommending different Owner's Yields based on expected revenue growth rates, rather than a flat 4% threshold. For example, companies with 10% revenue ...

My Five Factor Model screens companies based on importance, founder involvement, high gross margins, consistent revenue growth, and a 4% earnings yield for initial investment consideration. Important ...

This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...