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stat.AP2024★ 1 cited
Applications of machine learning to predict seasonal precipitation for East Africa
Michael Scheuerer, Claudio Heinrich-Mertsching, Titike K. Bahaga +2
Seasonal climate forecasts are commonly based on model runs from fully coupled forecasting systems that use Earth system models to represent interactions between the atmosphere, oc…
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…