22 citations · 32 across the 13 of their papers we have counts for
3 papers · 1 filter
Multimodal Generative Models for Bankruptcy Prediction Using Textual Data
Rogelio A. Mancisidor, Kjersti Aas
Textual data from financial filings, e.g., the Management's Discussion & Analysis (MDA) section in Form 10-K, has been used to improve the prediction accuracy of bankruptcy models.…
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…