167 citations · 386 across the 9 of their papers we have counts for
3 papers · 1 filter
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…
Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods
Thea Roksvåg, Alex Lenkoski, Michael Scheuerer +2
Agricultural food production and natural ecological systems depend on a range of seasonal climate indicators that describe seasonal patterns in climatological conditions. This pape…