activity
20182022
most citedLearning Latent Representations of Bank Customers With The Variational Autoencoder

2 citations · 4 across the 6 of their papers we have counts for

collaborators
Showing stat.APShow all

2 papers · 1 filter

stat.AP2022

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…

stat.AP2022

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…