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Exabel's Factor Model
Øyvind Grotmol, Michael Scheuerer, Kjersti Aas +1
Factor models have become a common and valued tool for understanding the risks associated with an investing strategy. In this report we describe Exabel's factor model, we quantify…
Performance evaluation of volatility estimation methods for Exabel
Øyvind Grotmol, Martin Jullum, Kjersti Aas +1
Quantifying both historic and future volatility is key in portfolio risk management. This note presents and compares estimation strategies for volatility estimation in an estimatio…
Estimating seal pup production in the Greenland Sea using Bayesian hierarchical modeling
Martin Jullum, Thordis Thorarinsdottir, Fabian E. Bachl
The Greenland Sea is an important breeding ground for harp and hooded seals. Estimates of the annual seal pup production are critical factors in the abundance estimation needed for…